Margin level history/graph/report

[Thierry Waltrich Augusto]

For me, the margin level is the most important indicator when I am testing a strategy on a live or demo account. It allows me to see how far I am from a stop out, and if the depoist was enough. I wish I could see a graph of the margin level on the live account report. I searched in the market and codebase but didn't find anything. Maybe you guys know a tool. Also, in the current history report from live account and a tester report, there is a "Margin level" field. What is that. The lowest level during test, or the level at the end of the test ?

[Carl Schreiber]

Here is an analyse of the results of the tester: https://www.mql5.com/en/articles/1486

Beside that I use to evaluate an optimization pass:

double OnTester() {
   double 
          pr = TesterStatistics(STAT_PROFIT),                    // the higher the better
          ev = TesterStatistics(STAT_EXPECTED_PAYOFF),           // the higher the more robust against slippage etc
          dd = (0.01*TesterStatistics(STAT_EQUITYDD_PERCENT));   // the smaller the more lot I can trade
   return ( 0.001*sqrt(fabs(ev))*pr / ( 5.5*dd*dd*dd+0.04 ) );
}

But its up to you, it's your risk.

[Thierry Waltrich Augusto]

Carl Schreiber #:

Here is an analyse of the results of the tester: https://www.mql5.com/en/articles/1486.

Beside that I use to evaluate an optimization pass:

But its up to you, it's your risk.

Thank you Carl.

That article is for MT4, I am using MT5. There does not seem to be the "Margin" field in MT4, or at least they don't explain it in that article. I tried finding the corresponding article for MT5, but I din't find it.

And those are good evaluators indeed. I use excel to manually calculate the profit/dd ratio, it helps.