I'm loving the power of the strategy tester in MT5... awesome. I've been getting stuck into Optimizing based on Custom Max, and I'm loving it. But I have a question...
After I run an optimization, I see a table of results. This table includes things like Profit Factor, Sharpe Ratio... etc. One of the things is doesn't include is maximum equity drawdown in dollars (not %, I know it gives this). I need to know this for each of my results. I know I could just run each result individually to find out, but I test over 5 years, and have 30-40 results I want the answer to for each currency pair. Long story short, it's not practicle.
I tried to write the results to a file (with standard "FileOpen()...), but it seems to only write files of tests that happen on my local machine, and not the tests that are happing on the cloud.
Does anyone know how I can get extra information (either within MT5, or in a file, or any other way) from the strategy tester when using the cloud?
Thanks in advance
this is something i am trying to achieve also.
First i would like to state that lots of stuff is possible in MT5, and this is also documented somewhere, but rather hard to find.
I don't know if you have found a .xml file in MT5\tester\cache\ that contains all calculations of every iteration.This is something i am doing in DeInit(), analysing the complete pass and writing the information in a tester\file\ directory,as there are some calculations that are not done and i am using it.
MT5 offers following methods:OnTester methods (OnTester/Init/DeInit/Pass) and Frame methods.At the moment i am trying to find a way how to use this methods to have a complete log of all iterations with all results.
However it is clear out of documentation: On cloud metatester, logging/file writing/dll's are not allowed.Consequence is that the cache file (all results compiled) is not filled out completely with informations from iterations done on cloud.I have tried out this and this needs to be changed.
IMO, methods that will fill out the .xml table with additional data, and also from cloud are ESSENTIAL AND NECESSARY.