Using Python for robustness testing

 

Hi everyone, I'm currently learning some python and I've decided I'm going to try and create some of my own walk forward and monte carlo testing programs using some of the existing python libraries already available. I was just wondering if anyone has done this before and if they have any advice?


As it stands (and I have no idea what I'm doing) but I'm going to try and keep my EA programmed in mql5 and then just pass the data back to python not sure how exactly, i know ill have to pull the broker data, maybe tie in some csv there and then do the optimizing in python and figure out best parameters and then maybe pass back a set file.

anyone ventured into this before?


Thanks!

Alex