backtests

[alain DIDIER]

I'm looking for someone who knows how to be able to make quality "backtests"  with MT5 metatester network (over a period of 10 years, modeling 100%, 1 minute timeframe) .

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

All (not yet) about Strategy Tester, Optimization and Cloud

angevoyageur, 2013.08.20 19:47

A must ! Before using it or asking any question : please read the Online Help  (Also accessible by F1 on your MT5 platform)

Strategy Tester

For Traders

• General overview of the possibilities.
  

• Overview of results : Visualize a Strategy in the MetaTrader 5 Tester

• If you are thinking to buy a product on the Market : How to Test a Tading Robot before buying.

• If you don't see all strategy tester fields, they are probably hidden.

• How to use settings resulting from EA Optimization in your EA (without manually changing it). 

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For Programmers

• Detailed description of it works : Testing trading strategies (documentation).

• As noted by erdah, SendNotification, SendMail, SendFTP don't work in Strategy Tester (of course).
• IndicatorParameters() doesn't work in StrategyTester.
  
• OnChartEvent() in Strategy Tester.

• General description of how to use it : The Fundamentals of Testing in MetaTrader 5

• How ticks are generated : The Algorithm of Ticks’ Generation

• Discussion about Strategy Tester mode (1 minute OHLC vs every tick)

• How to test a strategy for all timeframe and compare results ?

• Using the TesterWithdrawal() Function for Modeling the Withdrawals of Profit

• How to use file with Strategy tester.

Optimization

• Description of the algorithm used for fast optimization : Genetic Algorithm - It's easy.

• Creating Custom Criteria of Optimization of Expert Advisors

• Running optimization from command line : https://www.mql5.com/en/forum/13468

• Don't expect too much from optimization and try to prevent curve over fit.
  

Cloud

Announce of the launch : MQL5 Cloud Network launched.

As Users

• How it works, an overview : Speed Up Calculations with the MQL5 Cloud Network

• Optimization by example : MQL5 Cloud Network : Are you Still Calculating ?

Some useful topic about usage of the Cloud :

• New Error message : endless loop detected in OnInit function

As Providers (agents)

• Frequently Asked Question about the Cloud Newtwork (FAQ).

• When you start to provide agents on the Cloud, you have to be patient and use the search engine.

• An example of what you can expect as agents provider or New 1 year of Cloud's agents providing
  

Work in progress, stay tuned !

[Stanislav Korotky]

Tradreamfx:
I'm looking for someone who knows how to be able to make quality "backtests"  with MT5 metatester network (over a period of 10 years, modeling 100%, 1 minute timeframe) .

AFAIK, the testing quality depends from your broker history. If you can achieve 100% quality for required period on your local instance, then it should be 100% as well in the cloud, because agents download the same data.

If your question is not about the cloud, please clarify it.

[Alain Verleyen]

Tradreamfx:
I'm looking for someone who knows how to be able to make quality "backtests"  with MT5 metatester network (over a period of 10 years, modeling 100%, 1 minute timeframe) .

You need to find a broker who provides enough data with no holes. Quality data with MT5 is about having all M1 data for a given period.