Backtest Depth - Long-term Robustness (10 years) vs. Recent Adaptation (5 years)? - page 4

 
Enrique Dangeroux #:

No, i am using MT4Orders. Highly recommend considering writing trading logic in MT4 style is much easier, faster and the lib handles all kinds of MT5 quirks and nuances you no longer have to deal with yourself.

Regarding not compiling. All the fxsaber libraries compile fine without errors and are actively maintained and updated. You do need to check the depenencies and always download individual files from the codebase, never the zip file as the zip often is out of sync/date in case the code is updated. This is a general codebase issue lasting for decades already.

" never the zip file as the zip often is out of sync/date in case the code is updated." ; ouch, so that's why. i'll give another try.
 

no ... 

i can swear something is going wrong even with manually downloaded files : 

2026.05.25 09:29:41.786 MQL5    wrong program type, loading of eatomath_example failed
2026.05.25 09:29:41.786 Tester  loading of *\MQL5\Experts\fxsaber\eatomath_example.ex5 failed
 

I put that here if someone wanna give a try : 

# To download all files and dependencies manually, you'll need wget and to open a terminal at the root of your MQL5 folder : 

# --- MQL5/Include/fxsaber/EAToMath/ ---
wget -P "MQL5/Include/fxsaber/EAToMath/" "https://www.mql5.com/en/code/download/61283/data_tester.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/EAToMath/" "https://www.mql5.com/en/code/download/61283/filemap.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/EAToMath/" "https://www.mql5.com/en/code/download/61283/eatomath.mqh" --no-check-certificate

# --- MQL5/Experts/fxsaber/ ---
wget -P "MQL5/Experts/fxsaber/" "https://www.mql5.com/en/code/download/61283/ea_test.mq4" --no-check-certificate
wget -P "MQL5/Experts/fxsaber/" "https://www.mql5.com/en/code/download/61283/eatomath_example.mq5" --no-check-certificate

# --- MQL5/Include/fxsaber/TicksShort/ ---
wget -P "MQL5/Include/fxsaber/TicksShort/" "https://www.mql5.com/en/code/download/61126/ticksshort.mqh" --no-check-certificate

# --- MQL5/Include/fxsaber/MultiTester/ ---
wget -P "MQL5/Include/fxsaber/MultiTester/" "https://www.mql5.com/en/code/download/26132/mttester.mqh" --no-check-certificate

# --- MQL5/Include/fxsaber/Virtual/ ---
wget -P "MQL5/Include/fxsaber/Virtual/" "https://www.mql5.com/en/code/download/22577/virtual.mqh" --no-check-certificate

# --- MQL5/Include/fxsaber/HistoryTicks/ ---
wget -P "MQL5/Include/fxsaber/HistoryTicks/" "https://www.mql5.com/ru/code/download/20298/data_string.mqh" --no-check-certificate

# --- MQL5/Include/ ---
wget -P "MQL5/Include/" "https://www.mql5.com/en/code/download/16280/typetobytes.mqh" --no-check-certificate
wget -P "MQL5/Include/" "https://www.mql5.com/en/code/download/18801/report.mqh" --no-check-certificate
wget -P "MQL5/Include/" "https://www.mql5.com/ru/code/download/16006/mt4orders.mqh" --no-check-certificate

# --- MQL5/Include/fxsaber/ ---
wget -P "MQL5/Include/fxsaber/" "https://www.mql5.com/en/code/download/19003/expert.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/" "https://www.mql5.com/ru/code/download/31446/sequence.mqh" --no-check-certificate

# Then it indeed builds correctly

# But ... 

*>ls MQL5\Experts\fxsaber\eatomath_example.ex5
'MQL5\Experts\fxsaber\eatomath_example.ex5'

But the error : 
2026.05.25 09:35:59.066	MQL5	wrong program type, loading of eatomath_example failed
2026.05.25 09:35:59.066	Tester	loading of ***\MQL5\Experts\fxsaber\eatomath_example.ex5 failed
2026.05.25 09:36:03.314	Tester	Experts\fxsaber\eatomath_example.ex5 not found

 

Look inside:

MQL5\Experts\fxsaber\eatomath_example.mq5

And follow the instructions. Unfortunately the world is full of situation that forces you to work inside the box, this is a result of such case.

 
Enrique Dangeroux #:

Look inside:

And follow the instructions. Unfortunately the world is full of situation that forces you to work inside the box, this is a result of such case.

Did you read what I wrote ?
 
I would have liked to be able to use it to run a full optimization and see the true potential of my EAs, but it's not an absolute necessity. So you know what? Don't bother with it any more than I am...
 

Come on... do not let youself be defeated so easily. Imagine how many millions you just threw away by giving up.

Did i read what? Point out to me what i missed. Granted i did not read what is irrelevant. I only paid attention to this

2026.05.25 09:36:03.314	Tester	Experts\fxsaber\eatomath_example.ex5 not found

Not found. Most likely because either it is not compiled OR it compiled as a script:

#define FAKE // Remove - workaround for placing code in KB.

#ifdef FAKE
  void OnStart () {}
#else // #ifdef FAKE

#property tester_no_cache

#include <MT4Orders.mqh> // https://www.mql5.com/ru/code/16006

// #define EATOMATH_ADVANCED_SETTINGS // Additional EAToMath settings.
#define EATOMATH_BENCHMARK         // Enables EAToMath performance measurement.
#include <fxsaber\EAToMath\EAToMath.mqh> // Backtesting in MT5 tester's math mode

#include "EA_Test.mq4" // Any tick MT4-style Expert Advisor.
#endif // #ifdef FAKE #else
  
 
Enrique Dangeroux #:

Come on... do not let youself be defeated so easily. Imagine how many millions you just threw away by giving up.

Did i read what? Point out to me what i missed. Granted i did not read what is irrelevant. I only paid attention to this

Not found. Most likely because either it is not compiled OR it compiled as a script:

pfffffffffffffffffffffffffffff 
 
Enrique Dangeroux #:

Come on... do not let youself be defeated so easily. Imagine how many millions you just threw away by giving up.

Did i read what? Point out to me what i missed. Granted i did not read what is irrelevant. I only paid attention to this

Not found. Most likely because either it is not compiled OR it compiled as a script:

Enrique wants to recruit me in the eatomath lib dev team ... 

undeclared identifier 'IsMathMode'      EAToMath.mqh    168     21
is supposed to exist in MTTESTER, but it's not
 

If anyone runs into this and wants to make millions by compiling this thing, I'm leaving all the links here. If you're more dexterous than me, go ahead and share (the method, not the millions!)

wget -P "MQL5/Include/fxsaber/EAToMath/" "https://www.mql5.com/en/code/download/61283/data_tester.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/EAToMath/" "https://www.mql5.com/en/code/download/61283/filemap.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/EAToMath/" "https://www.mql5.com/en/code/download/61283/eatomath.mqh" --no-check-certificate
wget -P "MQL5/Experts/fxsaber/" "https://www.mql5.com/en/code/download/61283/ea_test.mq4" --no-check-certificate
wget -P "MQL5/Experts/fxsaber/" "https://www.mql5.com/en/code/download/61283/eatomath_example.mq5" --no-check-certificate
wget -P "MQL5/Include/fxsaber/TicksShort/" "https://www.mql5.com/en/code/download/61126/ticksshort.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/MultiTester/" "https://www.mql5.com/en/code/download/26132/mttester.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/Virtual/" "https://www.mql5.com/en/code/download/22577/virtual.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/HistoryTicks/" "https://www.mql5.com/ru/code/download/20298/data_string.mqh" --no-check-certificate
wget -P "MQL5/Include/" "https://www.mql5.com/en/code/download/16280/typetobytes.mqh" --no-check-certificate
wget -P "MQL5/Include/" "https://www.mql5.com/en/code/download/18801/report.mqh" --no-check-certificate
wget -P "MQL5/Include/" "https://www.mql5.com/ru/code/download/16006/mt4orders.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/" "https://www.mql5.com/en/code/download/19003/expert.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/" "https://www.mql5.com/ru/code/download/31446/sequence.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/TicksShort/" "https://www.mql5.com/en/code/download/61126/tickshort.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/EAToMath/"  "https://www.mql5.com/en/code/download/61283/filemap.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/Virtual/"  "https://www.mql5.com/en/code/download/22577/orders.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/Virtual/"  "https://www.mql5.com/en/code/download/22577/order.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/Virtual/"  "https://www.mql5.com/en/code/download/22577/string.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/Virtual/"  "https://www.mql5.com/ru/code/download/22577/symbol_base.mqh" --no-check-certificate
wget -P "MQL5/Include/fxsaber/MultiTester/" "https://www.mql5.com/ru/code/download/26132/runme.mq5" --no-check-certificate
wget -P "MQL5/Include/Forester/" "https://www.mql5.com/ru/code/download/48059/Control_Trade_Sessions.mqh" --no-check-certificate