I suppose the MT5 uses special libraries for optimisation & tester, eg. genetic algorithm, etc ..
Would be fine some of these libraries to be exported and made avialable as API in MQL5 so that the
developer can use them. For example, the Genetic module you use in optimisation could be exported and
used in MQL5. Similar for Tester and Optimizer engines.
For example I would be very satisifed to have posibilities like this while running and EA.
CGeneticAlgoritm * aGenAlg = new CGeneticAlgoritm(..parameters);
results = aGenAlf->Results(); // inside MQL5
similar for tester:
CTesterEngine * aTE = new CTesterEngine(params);
The tester/optimizer & genetic API, perhaps with some limited posibilities, would permit to test some developer's routines and semi/strategies
in real time during EA running. Coupled with RDBMS, and good design the MQL5 will allow 'killer' EAs to be developed.
though this request got no answer, I cannot agree more with it. Allowing a real
time optimization using the built-in genetic algorithm capabilities would be a
huge step towards developing adaptable strategies. Also, providing
configuration capabilities over the tester genetic optimization algorithm would
be nice too