Home

EdFuk / Publications

Forum

4

Sharpe Ratio in MT5 Strategy Tester Report

Hi everyone, I've been generating my own tester statistics and eveything is coming out well except for the Sharpe ratio. Here is an output from some test data and the Sharpe ration is coming out 8.39. What calculation is MT5 using to get this? I'm getting something below 1

25

MQL5 Changes

Hi everyone. I've been away for a couple of years. I had a Multi symbol EA that compiled and ran then but I have tried to run it now and it has generated 3 errors. I'm guessing the data type specification has changed for the FrameInputs function or they have been tightened up. Where can I find a

20

Custom symbol data still even after deleting from the list.

Well I've just been doing some testing and experienced some very strange behaviour. I was expecting 1 min OHLC and Open Prices to give very similar results as I had created two custom symbols , both with a spread of 1 point. What I got was two curves that diverged from each other (The red line and

4

Reading .txt file gives strange characters. Any ideas?

***UPDATE - SOLVED I should have done some more digging. I had to specify FILE_ANSI as a file open paramter. described here...... error when reading file.txt!! why print a txt in Japanese? Hi everyone, I'm trying to read some numbers from a .txt file which is opened in the OnTester() function. The

10

EA will not compile

Hi, edit... I have Metatrader 5. Version 5.00 build 4232 11 March 2024 I just made a very small change to my EA code and now it wont compile. I get the following error which I wasn't getting before. I haven't changed this bit of code at all. Code: int Lin_Reg_Slope( int diagFileHandle, double

10

Why are bid/ask values missing in symbol manager

Hi, When I retrieve tick data in the symbol manager there are some ticks which have a missing bid or ask value. Why is this? Many thanks

2

Should I be able to do this in the strategy tester?

Hi, Should I be able to do this? 1) Create custom symbol and import 1min OHLC bar data. This includes spread values (max value from any tick in bar interval) 2) go to the tester settings 3) Change the spread to a value (1 here) 4) Save the profile 5) Run the test 6) repeat 3) and 4) for different

25

Tester giving identical results even with a factor of 10 difference in spread Why?

In my quest to assess the sensitivity of spread values during testing I can't quite get my head around what it is doing. I created two custom symbols based on AUDCHF specification. I download bar data from tickstory and I modified the spread values in each file to 24 and 200, respectively. For each

5

Variability in results when using different modelling techniques

Hi everyone, I have been testing an EA using 1) Open Prices 2) 1 min OHLC 3) Real Ticks There is similarity between Open Prices and 1 min OHLC however there is a large difference when using real ticks. Well it's about 0.75% which I guess isn't too bad. It's just more than I was expecting. See the

2

Can someone explain this?

I have an expert which I back tested a couple of days and exported the results which included profit, swap and commission etc. Today I made a change to one part the code which shouldn't have affected the results and re ran it and exported the results. When comparing the net equity curves I noticed a