PFA Merger

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

  1. The PFA Exporter, built into the EA, exports backtest positions to individual CSV files per setup. 
  2. The PFA Merger, this script, merges all exported CSV files into a single, clean, sorted file ready for simulation. 
  3. 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.

  1. The script scans the Terminal/Common/Files/PFA/ folder and finds all PFA_pos*.csv files automatically. 
  2. 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. 
  3. When the duplicate removal option is enabled, the script detects and removes duplicate entries identified by the same entry timestamp and symbol. 
  4. Each file's column structure is validated before processing, and malformed files are skipped gracefully. 
  5. A per-file summary and a final merge report are printed to the Experts log. 
  6. 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

  1. Run backtests with any compatible EA with the PFA Exporter enabled for each desired symbol/configuration.
  2. Place all exported PFA_pos*.csv files in the Terminal/Common/Files/PFA/ folder (Common Files).
  3. Attach PFA Merger to any chart and run it as a script.
  4. Check the Experts log for the merge summary and confirmation.
  5. 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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Trade Copier Ultimate - Telegram to MT5 Signal Copier Trade Copier Ultimate automatically copies Telegram trading signals into MetaTrader 5. The EA can read signal messages, detect the symbol, order type, entry price, Stop Loss, Take Profit levels and selected update commands, then execute or manage the trade in MT5 using your lot and risk settings. It is more than a basic Telegram to MT5 copier. TCU also supports Bot API and user-account Bridge workflows, Discord signal routing, local MT5 to MT
Trade Manager Panel Pro MT5
Kareem Abbas
5 (6)
Utilità
Scrivimi dopo l’acquisto per ricevere il kit completo del manuale + 3 giorni di prova dell’API OpenAI per testare le funzionalità AI + un altro regalo bonus Il prezzo attuale è uno sconto limitato per l’aggiornamento del rilancio di agosto — assicurati subito la tua edizione prima che il prezzo aumenti. Prossimo prezzo: $340 È completamente diverso da qualsiasi pannello di trading tu abbia mai provato o visto sul mercato. È uno dei pannelli di trading basati sull’IA più innovativi attualmente d
FarmedHedge Pair Trading Dashboard
Tanapisit Tepawarapruek
5 (3)
Utilità
Farmed Hedge Yield Farming | All Markets (Manual - Hybrid - Semi/Automated EA) VERIFIED TRADING RESULTS - Farmed Hedge Yield Axi Copy:  https://www.mql5.com/en/signals/2356376 - Farmed Hedge Yield Exn Copy:   https://www.mql5.com/en/signals/2356404 - Farmed Hedge Yield V Copy:  https://www.mql5.com/en/signals/2357156 * Before purchasing, please feel free to send me a message if you have any questions about the product or setup. ** After purchase,  Contact me via private message to receive t
Order flow footprint chart
Abdul Jalil
4.4 (5)
Utilità
Footprint Chart Pro — Professional OrderFlow EA for MetaTrader 5 Version 6.34 | Professional tool for real traders | Institutional-Grade Visualization DEMO USERS - PLEASE SELECT EVERY TICK / REAL TICK WHEN TESTING AND YOU HAVE DOWNLOADED HISTORICAL DATA. IF YOU SEE A WAITING SCREEN AND IT IS NOT DOWNLOADING, IT MEANS YOU HAVE LOW HISTORICAL DATA. TRY 1 MIN AND 5 MIN FIRST ON 1 DAY DATA. ONE DAY DATA SHOULD BE THE NEWEST AND MOST CURRENT DATE. PLEASE WAIT UNTIL THE MARKET HAS ROLLED OVER PERIOD.
Trading View ToMT5
Mirel Daniel Gheonu
Utilità
The Ultimate TradingView to MT5 Bridge Automation Basta trading manuale e problemi di latenza. TradingView to MT5 Copier PRO è il bridge più veloce e affidabile per eseguire i tuoi alert di TradingView direttamente su MetaTrader 5. Che tu usi indicatori personalizzati, script dello Strategy Tester o disegni manuali, questo EA esegue i tuoi trade istantaneamente utilizzando la tecnologia WebSocket ad alta velocità . A differenza dei semplici copiatori, questa versione PRO include Arena Statistics
News Filter EA
Rashed Samir
5 (1)
Utilità
News Filter EA: Advanced Algo Trading Assistant News Filter EA is an advanced algo trading assistant designed to enhance your trading experience. By using the News Filter EA , you can integrate a Forex economic news filter into your existing expert advisor, even if you do not have access to its source code. In addition to the news filter, you can also specify trading days and hours for your expert. The News Filter EA also includes risk management  and equity protection features. MT4 Version Ma
Quant AI Agents
Ho Tuan Thang
5 (1)
Utilità
Quant AI Agents are independent trading Expert Advisors. Instead of trading using a fixed strategy like other conventional EAs, Quant AI Agents   is a   multi-agent AI trading framework   that turns natural-language strategy prompts into live.  WANT THE SAME RESULTS AS MY LIVE SIGNAL?   Use the exact same brokers I do:   IC MARKETS , IC TRADING   .  Unlike the centralized stock market, Forex has no single, unified price feed.  Every broker sources liquidity from different providers, creating un
Copy Cat More Trade Copier MT5
Dilwyn Tng
5 (8)
Utilità
Scarica la demo funzionante Copy Cat More (Gatto Copione) — Copiatore di Trade (Trade Copier) MT5 è un copiatore locale di trade e un framework completo di gestione del rischio e di esecuzione, progettato per le sfide di trading di oggi. Dalle challenge delle prop firm alla gestione di portafogli personali, si adatta a ogni situazione con una combinazione di esecuzione robusta, protezione del capitale, configurazione flessibile e gestione avanzata dei trade. Il copiatore funziona in entrambe l
Telegram to MT5 Coppy
Sergey Batudayev
5 (10)
Utilità
Da Telegram a MT5:   la soluzione definitiva per la copia del segnale Semplifica il tuo trading con Telegram su MT5, il moderno strumento che copia i segnali di trading direttamente dai canali e dalle chat di Telegram sulla tua piattaforma MetaTrader 5, senza bisogno di DLL. Questa potente soluzione garantisce un'esecuzione precisa dei segnali, ampie opzioni di personalizzazione, fa risparmiare tempo e aumenta la tua efficienza. [ Instructions and DEMO ] Caratteristiche principali Integrazione d
VirtualTradePad One Click Trading Panel
Vladislav Andruschenko
4.59 (74)
Utilità
Pannello di trading per MetaTrader 5 — controllo professionale del trading in un clic dal grafico e dalla tastiera Un pannello di trading avanzato progettato per trader attivi, pensato per aprire, gestire e chiudere operazioni molto più velocemente rispetto all’interfaccia standard di MetaTrader. Questa soluzione è dedicata a chi desidera controllare posizioni, ordini pendenti, profitto totale ed esecuzione da un unico spazio di lavoro professionale. Non si tratta di un semplice utilitario. È u
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PFA Simulator
Victor Paula Oberto
Utilità
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)
FREE
SteelTrend EA
Victor Paula Oberto
Experts
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
Shunkan EA
Victor Paula Oberto
Experts
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
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