Multiple full-automated Backtests (Multi-Currency & Multi-Intervall)

 

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Hello,

I was wondering if there is a way to fully automate the testing of multiple EAs across 20 different currencies with 7 time intervals. I currently have over 100 fresh MT5 EAs, which means I would need to run tens of thousands of tests. This is an overwhelming task for me.

So, I developed a software that connects to my MetaTrader and automates this process for me. Everything works fine with the software, except that MetaTrader doesn’t allow the Strategy Tester APIs to connect, so it didn’t work as expected.

I didn’t give up there, though. I created a second piece of software, independent of MQL5, but my main issue is that my Python script cannot read MT4 or MT5 code. As a result, it still didn’t work, even though everything else is functioning perfectly.

Therefore, I’m reaching out to see if anyone knows a way to fully automate the backtesting process without any manual work – for example, automatically running 1000 different EAs one by one or in parallel on a backtesting engine that can read MT4 or MT5 scripts.

Alternatively, if anyone knows of a program that can read MT4 or MT5 scripts for Python, C++, or Java, I would be extremely grateful.

Thank you so much in advance!

Best regards,


Lazora

 
Thank you for sharing your experience.

NOTE-1: this forum is not intended for promoting personal "100 fresh MT5 EAs", even indirectly.


NOTE-2: traders and coders are working for free:

  • if it is interesting for them personally, or
  • if it is interesting for many members on this forum.

Freelance section of the forum should be used in most of the cases.

 
glt2727:

I’m reaching out to see if anyone knows a way to fully automate the backtesting process without any manual work – for example, automatically running 1000 different EAs one by one or in parallel on a backtesting engine that can read MT4 or MT5 scripts.

Forum on trading, automated trading systems and testing trading strategies

Automating EA Optimization

fxsaber, 2023.08.30 09:00

Full automation of the tester and work with the results of optimization and single passes.

  1. Automation - MTTester.mqh.
  2. TesterCache.
  3. SingleTesterCache.

Forum on trading, automated trading systems and testing trading strategies

Running Strategy Tester from Batch File

fxsaber, 2023.11.11 17:11

  1. Create ini-tasks like in this folder: MetaTrader5\MQL5\Profiles\Tester\*.ini.
  2. Place these ini-tasks in this folder: MetaTrader5\MQL5\Files\ValidateTasks\*.ini.
  3. Run this advisor in the terminal (not in the tester!) with the following input parameters.
  4. All ini-tasks will be executed sequentially.

https://www.mql5.com/ru/blogs/post/748365
Несколько MT5-тестеров параллельно на одной машине.
Несколько MT5-тестеров параллельно на одной машине.
  • www.mql5.com
Автоматизация MT5-Тестера потребовала параллельного использования нескольких Тестеров на одной машине: оптимизация ( MultiTester ) и одиночные проходы ( Validate и TesterDashboard ). Необходимость