Libraries: MultiTester - page 32

[Alain Verleyen]

Great tool and the investigative work needed to use WinAPI.

Thanks.

[Kortezubi]

Can someone please tell me how to save an HTML Backtest Report for each strategy tested in multitester_example2.mq5?

Can someone please tell me how to save an HTML Backtest Report for each strategy tested in multitester_example2.mq5?

I apologise for the bad translation.

 #include <fxsaber\MultiTester\MultiTester.mqh> // Multiple runs/optimisations in Tester.

// This function is responsible for generating the task list.
void SetTesterSettings()
{
  static const string ExpertNames[] = {"Examples\\Moving Average\\Moving Average.ex5",
                                       "Examples\\MACD\\MACD Sample.ex5",
                                       "Examples\\Controls\\Controls.ex5",
                                       "Examples\\ChartInChart\\ChartInChart.ex5"};

  const int Size = ArraySize(ExpertNames);

  for (int i = 0; i < Size; i++)
    TesterSettings.Add(ExpertNames[i]);
} 

[fxsaber]

Kortezubi #:

Can someone tell me how to save the HTML testing report for each strategy tested in multitester_example2.mq5?

You can open tst/opt-caches of previous Tester actions and work with them in the usual way.

[Kortezubi]

fxsaber # :

You can open tst/opt caches of previous Tester actions and work with them in the usual way.

Thanks for taking the time to reply, but I was hoping to be able to automatically save the HTML tester report in a folder for each EA during testing.

[fxsaber]

Kortezubi #:

Thanks, but I was hoping to be able to automatically save the tester's HTML report in a folder for each EA as I tested it.

I have not added such functionality. The following scenario is theoretically possible.

1. Manually download EAs of interest from the Market for free.
2. Create a backtest ini-file for each of them.
3. Run all ini-files in the Tester, getting backtests of each Expert Advisor.
4. Create an HTML report for each one.
5. Combine all backtests into a single trading portfolio.

In principle, Validate allows you to do it right now.

[Kortezubi]

fxsaber #:

I have not added such functionality. The following scenario is theoretically possible.

1. Manually download the Expert Advisors of interest from the Market for free.
2. Create a backtest ini-file for each of them.
3. Run all ini-files in the Tester, getting backtests of each Expert Advisor.
4. Create an HTML report for each one.
5. Combine all backtests into a single trading portfolio.

In principle, Validate allows you to do it right now.

Thank you, I will investigate Validate.

[Sergey Porphiryev]

Very much missing in the STRATEGY TESTER REPORT is information about which trade was closed from the previously opened ones. And what was the maximum drawdown of the deal before it was closed.
Is it possible to add another report form to the context menu?
And do not make separate lines for each entry/exit. But to make lines for each deal, with information about time and position of opening/closing and accordingly on drawdown.
Yes, there will be a question how to describe the history when the deal is closed partially, but it is possible that the report would build a line about the deal after receiving data about closing, respectively at this point you can display the part of the deal that has already closed, with all its initial data, and when the deal closes finally, then add another line for information on this part of the deal...

In any case - this is not so important. But there is a great lack of saving data about equity (drawdown).
To calculate some of your more intricate mani-management strategies, it is easier to unload the trading history, where the Expert Advisor made all deals at the same minimum lot size. You can read the same Pandas in Python and twist it as you want, but if we have incomplete data and no information on drawdown (on each trade), we can only dream about such flexibility of analysis....

[fxsaber]

Sergey Porphiryev #:

not to make separate lines for each entry/exit. But to make lines for each trade, with information about time and position of opening/closing and accordingly on drawdown.

Alternative report.

our data is not complete and there is no information on drawdown (on each trade).

Forum on trading, automated trading systems and testing trading strategies.

Errors, bugs, questions

fxsaber, 2023.11.07 14:20

mqh of corresponding libraries of tst/opt-format readers.

• tst: single pass statistics - here + this.
• tst: mfe, mae of each position.

• tst: equity, balance, load.

  
  

• opt: stats of each pass.

Take this data from tst.

[Sergey Porphiryev]

fxsaber #:

Alternate Report.

Take this data from tst.

That's the bomb!!!

[fxsaber]

fxsaber #:

Take this data from tst.

Here is the source for MAE/MFE.