MetaTrader 5 Strategy Tester: bugs, bugs, suggestions for improvement - page 78
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Hi guys.
Please advise how to receive MFE, MAE and position holding time parameters in EA program on MT5. To be used for optimization in OnTester.
Get an array or at least the average/median value.
Hi guys.
Please advise how to receive MFE, MAE and position holding time parameters in EA program on MT5. To be used for optimization in OnTester.
Get an array or at least the average/median value.
Look at the article Mathematics in Trading. Evaluate trade results- how these parameters are calculated.
Check out this article on Mathematics in Trading. Evaluating trading results- how these parameters are calculated.
Thank you very much, it's a good article.
However, it doesn't say how to get the results for MFE, MAE and position holding time, from within EA.
I mean, is it possible to get MFE, MAE and position holding time with a function like TesterStatistics with ENUM_STATISTICS input.
If there's no built-in, then maybe there are some combinations of functions, or maybe there is a library that can be connected to EA and use advanced statistics analysis?
I've heard it's possible to add TesterStatiscics. Who knows how to add it there, so that this MAE could be used?
No, TesterStatiscics cannot be changed.
You have to read the MFE/MAE itself and then return it from OnTester.
I see what you mean. Maybe you can tell me where to find mathematical ideas for calculating it? Or maybe someone has already implemented MAE calculation in some indicator or Expert Advisor?
We'll have to look for it. I think there was one somewhere.
@Rashid Umarov seems to have written an article.
No, TesterStatiscics cannot be changed.
Overloading.
We'll have to look for it. I think there was one somewhere.
@Rashid Umarov seems to have written an article.
A script to calculate MAE and MFE
It would be easier to build into an EA, I think. There were no structures in MQL4 at that time, that's why the code is so fancy. It's easier now