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PFA Merger

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Publié: 16 avril 2026

Version actuelle: 1.0

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PFA Merger

Utilitaires
Victor Paula Oberto
Victor Paula Oberto
Quantitative Developer à VPO LLC

Brésil

380
Algo Trading Engineer | MQL5, C/C++/C#, Python | HFT, Arb, SaaS & AI
Version: 1.0

PFA Merger – Portfolio Position Merger Script

Introduction

PFA Merger is an MQL5 script and an essential component of the Portfolio Analyzer (PFA) system, a portfolio analysis toolkit included with compatible Expert Advisors from this profile. The PFA system allows traders to build, merge, and simulate multi-asset, multi-strategy portfolios entirely within the MT5 Strategy Tester, with no external tools required.

The three-step PFA workflow

The PFA Exporter, built into the EA, exports backtest positions to individual CSV files per setup.
The PFA Merger, this script, merges all exported CSV files into a single, clean, sorted file ready for simulation.
The PFA Simulator, a separate EA also available in this profile, replays the merged portfolio inside the MT5 Strategy Tester to evaluate the true combined performance.

PFA Merger and PFA Simulator are compatible with any EA from this profile that includes the PFA Exporter module.

What the PFA Merger Does

After running backtests across multiple symbols and configurations, the user will have a collection of individual PFA_pos*.csv files, one per setup. PFA Merger automates the entire consolidation process.

The script scans the Terminal/Common/Files/PFA/ folder and finds all PFA_pos*.csv files automatically.
It reads and combines positions from all discovered files into a single dataset, then sorts all merged positions by entry timestamp to ensure correct simulation order.
When the duplicate removal option is enabled, the script detects and removes duplicate entries identified by the same entry timestamp and symbol.
Each file's column structure is validated before processing, and malformed files are skipped gracefully.
A per-file summary and a final merge report are printed to the Experts log.
The output file PFA_pos_STRAT_ALL_MERGED_SORTED.csv is written to the same folder, ready to be loaded by the PFA Simulator.

How to Use

Run backtests with any compatible EA with the PFA Exporter enabled for each desired symbol/configuration.
Place all exported PFA_pos*.csv files in the Terminal/Common/Files/PFA/ folder (Common Files).
Attach PFA Merger to any chart and run it as a script.
Check the Experts log for the merge summary and confirmation.
The output file PFA_pos_STRAT_ALL_MERGED_SORTED.csv is now ready for the PFA Simulator.

Parameters

Parameter	Default	Description
Input folder	PFA/	Folder inside Terminal/Common/Files/ where input CSVs are located.
Output filename	PFA_pos_STRAT_ALL_MERGED_SORTED.csv	Name of the merged output file.
Remove duplicates?	false	When set to true, it will remove duplicate positions by symbol and entry timestamp.

What You Get

PFA Merger Script – Ready to use, no configuration required for standard setups. Compatible with all PFA-enabled EAs from this profile.

PFA Merger is part of the PFA system. To complete the portfolio analysis workflow, also download the PFA Simulator EA from this profile.

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Risk Manager Pro MT5 is an account protection Expert Advisor for traders who want strict risk control inside MetaTrader 5. The utility monitors your account equity, daily and weekly results, drawdown, open positions, trade count, consecutive losses, and trading hours. When a configured limit is reached, it can automatically close positions, cancel pending orders, stop other EAs, send notifications, or close the terminal. Instead of relying on discipline during a stressful trading session, you de

65 USD

Seconds Chart - un outil unique pour créer des graphiques en secondes dans MetaTrader 5 . Grâce à Seconds Chart , vous pouvez créer un graphique avec une période définie en secondes, offrant une flexibilité et une précision idéales pour l'analyse, indisponibles sur les graphiques standards en minutes ou en heures. Par exemple, la période S15 indique un graphique avec des bougies d'une durée de 15 secondes. Vous pouvez utiliser n'importe quels indicateurs et experts advisors compatibles avec les

50 USD

PFA Simulator – Portfolio Simulation Expert Advisor Introduction The PFA Simulator is a MQL5 Expert Advisor and the final step of the Portfolio Analyzer (PFA) system — a portfolio analysis toolkit included with any compatible Expert Advisors from this profile. The PFA system allows traders to build, merge, and simulate multi-asset, multi-strategy portfolios entirely within the MT5 Strategy Tester — with no external tools required. The three-step PFA workflow: PFA Exporter (built into the EA)

SteelTrend EA – Professional Trend Trading Expert Advisor for High Volatile Assets. Introduction SteelTrend EA is a fully automated MT5 Expert Advisor built on a proprietary trend detection algorithm that identifies high-probability reversal and continuation zones with statistical precision. Unlike typical EAs that rely on AI, machine learning, or black-box techniques, the SteelTrend EA uses pure price action analysis with a reduced parameter set, which is less prone to overfitting bias. Dif

190 USD

Shunkan EA Shunkan is a Japanese word meaning instant or fleeting moment — the precise, decisive point in time when something happens. This name reflects the core philosophy of this Expert Advisor: every trade decision — from entry to exit — is governed by time. The range is defined by time, the breakout is triggered by time, and positions are managed and closed by time. In trading, as in life, the right moment is everything. Overview Shunkan EA is an automated Expert Advisor for MetaTrader 5

90 USD

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PFA Merger

Victor Paula Oberto