Feature Request — MetaTrader 5 Strategy Tester - Minimum Guaranteed Profit and export .set files during an ongoing optimization

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Title: Add the ability to export .set files during an ongoing optimization and add a “Minimum Guaranteed Profit” optimization criterion

Hello MetaTrader 5 development team,

I would like to suggest two improvements to the Strategy Tester / Optimization system.

1. Export .set files while a mass optimization is still running

Currently, whesn running a large optimization, if I find a promising result and want to test its parameters separately on another computer, I have to stop the entire optimization in order to export the .set file.

For example:

  1. Start a large optimization.
  2. The optimization is still running.
  3. Some promising parameter combinations already appear in the results.
  4. Right-click one of those results.
  5. Add an option such as:
    “Export Parameters to .SET File”
  6. MT5 generates the .set file for that specific result.
  7. The optimization continues running normally in the background.

This would allow users to take promising parameter sets and test them on another computer while the main optimization continues.

Ideally, this option could be added directly to the existing right-click menu in Optimization Results, next to options such as “Optimized Input Parameters” and “Export to XML”.

This would be extremely useful for users performing long-running optimizations with thousands or millions of combinations. 

2. Add a “Minimum Guaranteed Profit” optimization criterion

I would also like to suggest a new optimization criterion similar to the concept we previously discussed regarding MaxMinTester.

The idea would be to allow the user to specify a minimum acceptable/guaranteed profit for an optimization.

For example:

Minimum Profit: R$ 5,000

The optimizer would then consider this minimum profit as a constraint and help identify parameter sets that maintain at least this level of profitability, rather than simply selecting the parameter combination with the highest total profit.

An even better implementation would be to allow something like:

Optimization Criterion: Minimum Guaranteed Profit

Minimum Profit: R$ 5,000

Optimization Goal: maximize another metric, such as:

  • Profit Factor
  • Expected Payoff
  • Recovery Factor
  • Sharpe Ratio
  • Minimum Drawdown
  • or another user-selected criterion

In other words, the user could define a profit floor/constraint, and the optimizer would only consider parameter sets that satisfy that minimum.

For example:

Find the parameter combination with the best Profit Factor, but only among configurations that generated at least R$ 5,000 of net profit.

This would be much more useful than simply optimizing for maximum profit, because the highest-profit result is not necessarily the most robust or desirable configuration.


Why these features would be valuable

The Strategy Tester is already extremely powerful, but long-running optimizations create two important limitations:

1. We cannot easily extract promising parameter sets while the optimization is still running.

2. The existing optimization criteria do not provide enough flexibility to impose practical constraints such as a minimum required profit.

Adding these two features would make the MT5 Strategy Tester much more useful for professional optimization workflows.

Thank you for considering these improvements.

Suggested features:

  • Export .SET from an individual optimization result while optimization is still running
  • Minimum Guaranteed Profit / Minimum Profit Constraint as an optimization criterion

Both features could significantly improve the workflow for users performing large-scale Strategy Tester optimizations.

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