Discussing the article: "Python-MetaTrader 5 Strategy Tester (Part 05): Multi-Symbols and Timeframes Strategy Tester"
Build a Strategy Tester in Python is just an experiment or is there any real world usage for it ?
Build a Strategy Tester in Python is just an experiment or is there any real world usage for it ?
- www.mql5.com
Hello, I’m really impressed by your project. I have one question because I’m very interested in studying it and maybe developing it further as an open-source project.
In MetaTrader’s Strategy Tester, we usually use an Expert Advisor or an indicator to run a strategy. So I’m curious: where is the MQL strategy code implemented in this project, or is there no MQL strategy code here at all?
Hello, I’m really impressed by your project. I have one question because I’m very interested in studying it and maybe developing it further as an open-source project.
In MetaTrader’s Strategy Tester, we usually use an Expert Advisor or an indicator to run a strategy. So I’m curious: where is the MQL strategy code implemented in this project, or is there no MQL strategy code here at all?
There is, that's why we have this: https://www.mql5.com/en/docs/python_metatrader5
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Check out the new article: Python-MetaTrader 5 Strategy Tester (Part 05): Multi-Symbols and Timeframes Strategy Tester.
This article presents a MetaTrader 5–compatible backtesting workflow that scales across symbols and timeframes. We use HistoryManager to parallelize data collection, synchronize bars and ticks from all timeframes, and run symbol‑isolated OnTick handlers in threads. You will learn how modelling modes affect speed/accuracy, when to rely on terminal data, how to reduce I/O with event‑driven updates, and how to assemble a complete multicurrency trading robot.
In the previous article, we were able to utilize real ticks, generated ticks, and bars obtained from the MetaTrader 5 terminal in our custom strategy tester. Despite ending up with a first successful strategy tester action, we are yet to fully handle and process data across various instruments and timeframes (something the MetaTrader 5 strategy tester does really well).
Author: Omega J Msigwa