Discussing the article: "Creating an Interactive Portfolio Analyzer Dashboard with CCanvas in MQL5"

 

Check out the new article: Creating an Interactive Portfolio Analyzer Dashboard with CCanvas in MQL5.

This article presents a standalone Portfolio Analyzer dashboard implemented as an Expert Advisor for MetaTrader 5. It reads account deal history, reconstructs closed positions, and attributes results by magic number or normalized comment to deliver clear per-strategy metrics. The interface provides a vector equity curve, date filters, and strategy selectors, plus a Pearson correlation matrix to reveal strategy redundancy. You can attach it to a separate chart without modifying existing trading EAs.

A multi-strategy MetaTrader 5 account can hide strategy-level risk behind aggregate account metrics. Developers often run several independent systems on the same account to distribute exposure and stabilize returns. However, standard account-history reports generated by the terminal present only account-wide portfolio metrics. When multiple strategies run concurrently, these reports do not provide strategy attribution, dynamic date filtering, or cross-strategy correlation analysis.

This article presents the Portfolio Analyzer dashboard. It is a standalone Expert Advisor that reads account deal history, reconstructs closed positions, attributes them by magic number or normalized comment, and displays portfolio metrics without modifying any trading Expert Advisor running on the account.

The reader will obtain a complete Portfolio_Analyzer.mq5 source file that compiles into a self-contained chart overlay. The implementation focuses on Object-Oriented Programming (OOP), custom rendering with the MetaTrader 5 CCanvas library, an equity curve, strategy filters, and a Pearson correlation matrix for comparing daily strategy return.

Author: Roberto Danilo Riccio