Libraries: MultiTester

[Automated-Trading]

MultiTester:

Multiple runs/optimisations in Tester.

Author: fxsaber

[fxsaber]

Let's say you have written your own TS or you are interested in an Expert Advisor from the Market. And now you need to evaluate the capabilities of the Expert Advisor or your trading idea. Let it be the Market.

You download a free version of the Expert Advisor from the Market. And set up the Tester with it - Optimisation mode. For example, you want to see on which symbols and TF the Expert Advisor shows profit.

You will get tired of searching combinations with your hands. That is why many people ask the authors for set-files and ask on which symbols and TFs the Expert Advisor works.

But with the help of Multitester any such Expert Advisor can be investigated with minimal effort - run Multitester and go to sleep. At the end of its work, you will see a much broader picture of the TS capabilities than if you run something for optimisation on a whim.

This is a very useful thing for TC developers and MO enthusiasts. Probably, without using such a thing writing a TC and its launching into work is incomplete.

[Dmitiry Ananiev]

Really cool thing turned out !

I recommend the administration to include this functionality in the standard delivery!

[fxsaber]

И теперь можно спокойно смотреть результаты оптимизации штатными средствами MT5-тестера.

To be able to view intermediate results before the Multitester is completely finished, you can copy the opt-files created by Multitester to another Terminal. And there you can open them as shown on the screen above.

If you don't want to bother with copying opt-files, you can make the folder Tester\cache\ shared by several Terminals via mklink.

To speed up Multitester by several times, use the possibilities of custom symbols.

...a custom symbol was made and filtered so that it would not affect the TC result. What it did:

• No third party symbols were plugged in to calculate profit and margin.
• Zero commission and swap.
• Profit in pips (minimum price increment).
• Netting+limiters were used so that there was no overvaluation on positive slippages of limiters (execution according to the rule of marques).

This approach allowed to make a pass of a year and a half in less than half a second.

[Vladislav Andruschenko]

I made a multitester back in 2009.

then for mt5.

I did it through an external exe

The program performed optimisation, tests, put together reports, then showed the best ones and so on.

Google decided that a self-written programme was evil and said it was a trojan. Even free programme, it didn't work, I had to delete it from the internet (I use it myself sometimes.) :-(

[fxsaber]

Vladislav Andruschenko:

did a multi-tester back in 2009.

With the advent of optimisation caches in MT5, everything has become much easier in this respect.

[Vladislav Andruschenko]

fxsaber:

With the advent of optimisation caches in MT5, things have become a lot easier in this regard.

You have an example with programming, but in the market you can not add...

i.e. it must be done by the author of the Expert Advisor.

[fxsaber]

Vladislav Andruschenko:

you have an example with programming, but you can't augment in the marketplace...

i.e. it must be done by the author of the Expert Advisor.

No, you have not figured it out. It is enough to have ex5 without source code.

[Stanislav Korotky]

fxsaber:

No, you haven't figured it out. It is enough to have ex5 without source code.

You can get rid of the need to write your own MQL5 controller for TesterSettings.Add calls by supporting the text format of tester pass settings (like symbols, timeframes and other things that can be passed to TesterSettings.Add in each line). Then make a universal Expert Advisor-controller(add to the library), which takes as input a single parameter - a file with settings and implements SetTesterSettings on its basis, then the user does not need to program anything.

[fxsaber]

Stanislav Korotky:

You can get rid of the need to write your own MQL5 controller for TesterSettings.Add calls by supporting the text format of tester pass settings (like symbols, timeframes and other things that can be passed to TesterSettings.Add in each line). Then make a universal Expert Advisor-controller (add to the library), which takes as input a single parameter - a file with settings and implements SetTesterSettings on its basis, then the user does not need to program anything.

The point is that this is a library, not an Expert Advisor. Expert Advisors based on it are written very simply. Therefore, your variant and any other (up to convenient GUI shells) can be implemented by anyone who knows MQL.

Moreover, Expert Advisors based on this library can even be published in the Market with proper skill.

This is how I use it myself

1. I create a set of custom symbols, placing them in the Market Watch.
2. I run MultiTester_Example with the mode of enabling only custom symbols.
3. I get optimisation on all custom symbols from the Market Watch.
4. I look at the optimisation caches for TC possibilities.

Ideas on improving the library itself would be interesting to hear.

ZY Multitester would immediately find a similar variant. That's the trick.

[EgorKim]

Is there an option to specify a custom forward period?

From date to date