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Request: Stress tool for Strategy tester and Optimization

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tektronic
137
tektronic  

Hi,

 I am waiting the version with Strategy tester and Optimization included.

However here what I would strongly recommend to include in the MT5 when the tester and Optimizer are used: 

* Stress tool: provides several input fields and check/options like follow:

>> spread stress option: 

* provides 2 inputs: Usual spread (eg. user enters 2.3 pips/points); Max. spread. (for each pair under test/optimization)

* provides a scroller: Stress intensitiy [10 .. 100]%

During backtest, the tester will randomly variate the spread arround the usual value and ocassionaly will push the value to the maximum value according to the intensity.

 >> network disconnection simulator option.

* network disconnect intensity option: eg. 1..10 hours;

During backtest, the tester will ocasionally skip over some ticks period for eg. 1 to 10 hours, then resume from the new tick.

>> unexpected power off  simulator

Similar like network diconnection, but on resume , the tester will automatically reload and call init() of the EA then will continue from the new tick; eg, if the PC was 2 hours powered off, then the new tick is after 2 hours.

>> requotes stress option. Similar like spread stress. The tester will automatically push random requotes arround the current price.

>> unexpected errors simulation, eg. Trade context is busy, etc ... 

All above are recommended for the tester. For optimizer , the spread stress, network disconnect and requotes stress options would be highly appreciated.

I think it is easy to understand why these options will add more mower to the MT5.

An optimized EA will look good on backtest but in real life it will fail 50%.  It should be optimized with stress factors included like above.

Thank you,

tek 

Documentation on MQL5: Standard Constants, Enumerations and Structures / Trade Constants / Order Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Trade Constants / Order Properties - Documentation on MQL5
Slava
Moderator
6918
Slava  

Yes. Some of your suggestions are planned to implement.

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