Strategy Health Monitor
- Utilities
- Version: 1.0
- Activations: 5
Strategy Health Monitor compares a saved baseline snapshot with a later trade history and reports statistical difference signals under the selected settings. This is a manual, point-in-time MT5 utility. It reads one user-supplied Strategy Tester HTML or HTM report, or a comma-separated trade CSV with a recognizable profit column. It does not monitor accounts continuously or fetch account history by itself. HOW IT WORKS 1. On the first run, the utility creates a baseline snapshot from the supplied cleaned trade history. 2. On a later run, it loads the same baseline file and compares the new history against it. 3. It writes a plain-English Human Report and a reproducible Evidence Pack. WHAT IT COMPARES - Probabilistic Sharpe Ratio (PSR) change - A direction-neutral permutation mean-series difference test - Max-drawdown percentage against the configured baseline band - Cleaned comparison-series and input hashes - EA/report name, symbol, and period when those fields are available These are comparison signals, not causes, diagnoses, operating decisions, or predictions. A small permutation p-value does not identify a cause or imply that an EA should be changed or stopped. A p-value above alpha does not prove that no change exists. BASELINE SAFETY Use one baseline snapshot file name per EA or strategy. When both files contain EA/report name, symbol, or period, a mismatch is rejected. For MT5 period labels, the tested date range is ignored when the timeframe is unchanged. Parser placeholder names such as `(csv)` are treated as unavailable and recorded as a caveat. The baseline is always stored in MT5 Common/Files. Set InpResetBaseline=true only for a run that should deliberately replace the saved baseline, then set it back to false. SUPPORTED INPUT AND OUTPUT - MT5 Strategy Tester HTML or HTM report - Comma-separated trade CSV with a recognizable profit column - At least three closed trades; the permutation test requires at least five observations in each series and remains unevaluated for three or four - <prefix>__human_report.txt - <prefix>__evidence_pack.txt - A user-named baseline snapshot in MT5 Common/Files FAIL-CLOSED AND LOCAL-ONLY Unsupported input, invalid numeric values, malformed snapshots, missing snapshot hashes, and conflicting subject identity are rejected instead of repaired. No comparison signal table is produced for rejected input. The product runs locally as an EX5 utility. It does not import DLLs, make web requests, upload files, connect to a broker, execute orders, or change an EA. IMPORTANT BOUNDARY This product reports statistical difference signals against a user-supplied baseline. It does not diagnose an EA or strategy, decide whether an EA should be started, stopped, or changed, predict future profit, recommend an EA, provide investment or trading advice, certify a strategy, or guarantee prop-firm or account outcomes. SUPPORT COVERS - Installation - Input and output file locations - Supported report and CSV formats - Baseline file location and reset behavior - Basic input and configuration errors - Documented field definitions and status codes SUPPORT DOES NOT COVER - Deciding whether an EA is broken, degraded, safe, or profitable - Deciding whether to start, stop, modify, or replace an EA - Future-performance prediction - Trading, investment, broker, account, or prop-firm advice - Repairing malformed third-party reports or baseline files - Rewriting or debugging user EAs
