Dashboard Backtest

 

Hello,

I have a question. Is it possible to create an offline version of MetaTrader for backtesting multi-timeframe dashboards?

Specifically, I would like the dashboard to receive historical data from multiple timeframes (such as M1, M5, M15, H1, and H4) during a backtest and operate exactly as it does in live trading. Is this technically possible, or do MetaTrader's backtesting limitations prevent this functionality?

I am looking for something similar to Forex Tester, where I can replay historical market data and perform realistic backtesting.

However, I have one important requirement: I need to be able to run my existing MetaTrader EX4 files (Expert Advisors or Indicators) during the backtest.

The main limitation of Forex Tester for my needs is that it does not support running EX4 files directly.

Is it possible to create or provide a solution that works like Forex Tester but supports EX4 files and multi-timeframe dashboards for backtesting?

Thank you.

Testing trading strategies on real ticks
Testing trading strategies on real ticks
  • 2016.08.04
  • www.mql5.com
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.
Files:
121.png  109 kb
 
mehdi mohammadi:
Is it possible to create or provide a solution that works like Forex Tester but supports EX4 files and multi-timeframe dashboards for backtesting?

MQL4 is rather limited in contrast to MQL5, so you'd have to use external DLL's─basically, write a Windows program.

In MQL5, you'd have access MQL5 services and Python integration. As your screenshot shows multiple symbols in addition to multiple timeframes, Python would likely be the way to go.

This is a good job for a full stack developer in Freelance.


By the way, this is the MT5 forum.

@Modertators, please move this thread to the MT4 sub-forum.