MetaTrader 5 Strategy Tester: bugs, bugs, suggestions for improvement - page 83

[fxsaber]

Forum on trading, automated trading systems and strategy testing

New MetaTrader 5 build 2715: General improvements

Renat Fatkhullin, 2020.12.02 09:49

We are working on a new multi-threaded strategy tester, which will be much more resource-efficient than the current one.

[Aleksei Skrypnev]

I've been thinking recently.

Is there an out-of-the-box solution: to test a folder of Expert Advisors with previously set parameters in one or several buttons.

And get not the total portfolio result. And not the total result of each Expert Advisor separately. In order to understand what has happened recently in the trading history/report of each Expert Advisor.

As far as I understand, now we need to start each strategy separately in the Strategy Tester

[fxsaber]

If you run an empty EA in the Tester.

void OnInit() {}

what does the tester spend resources on when a new tick arrives?

It seems there should only be a for loop on ticks.

[fxsaber]

It is very common to look at Sample and Out of Sample on a single-pass graph when analysing a TS (machine learning models).

In order to understand where the OOS is on such a graph, one has to hover with the mouse and look for the date in the tooltips.

After that you begin to understand where this OOS is.

So every time you have to move the mouse and look for it, etc.

I propose to add a function.

void TesterGraphLabel( const datetime LabelTime, const string Description ); // На графике одиночного прохода ставится соответствующая метка.

With saving the label in a tst-file.

This would make working with OOS and other cases much easier.

Search string: Uluchshenie 035.

[Andrey Khatimlianskii]

fxsaber:

I suggest adding a TesterGraphLabel function

Think one step ahead, and add the ability to draw on a tester chart, like on a canvas.

There will be lines and text labels and whatever else you want.

Just draw "in the background" so as not to paint over the equity with the balance.

[fxsaber]

Andrey Khatimlianskii:

Think one step further, and add the ability to draw on a tester's chart, as on a kanvas.

It needs to be stored in a tst file. Therefore, kanvas is not suitable.

[Forester]

fxsaber:

It is very common to look at Sample and Out of Sample on a single-pass graph when analysing a TS (machine learning models).

In order to understand where the OOS is on such a graph, one has to hover with the mouse and look for the date in the tooltips.

After that you begin to understand where this OOS is.

So every time you have to move the mouse and look for it, etc.

I propose to add a function.

With saving the label in a tst-file.

This would make working with OOS and other cases much easier.

Search string: Uluchshenie 035.

Good idea. Preferably not 1 point, but many can be saved. The OOS is sometimes made in 2 pieces - a normal and a control one.
And there is also a rolling forward. You can mark all steps on a chart.

[Andrii Djola]

Hello, I have a question, when testing EAs, indicators do not appear in the tester, even after calling ChartIndicatorAdd, what could be the problem?

[jaffer wilson]

I have seen fewer ticks in the strategy tester without visualisation.

Can anyone let me know why this is happening?

There are more ticks in visual mode.

[mktr8591]

jaffer wilson:

I have seen fewer ticks in the strategy tester without visualisation.

Can anyone let me know why this is happening?

There are more ticks in visual mode.

Maybe this will help https://www.mql5.com/ru/forum/371894