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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Alfiya Fazylova
4.61 (57)
Utilità
Trade Copier è un'utilità professionale progettata per copiare e sincronizzare le transazioni tra conti di trading. La copiatura avviene dal conto/terminale del fornitore al conto/terminale del destinatario, che sono installati sullo stesso computer o vps. Prima di acquistare, puoi testare la versione demo su un account demo. Versione demo qui . Istruzioni complete qui . Funzionalità e vantaggi principali: Supporta la copia degli ordini: MT5> MT5, MT4> MT5, MT5> MT4, inclusi i conti di compensaz
The Patch
Mian Rameez Ali
Utilità
The Patch It never opens a trade. It walks behind the ones that did. Every open position, every pending order — checked twice a second for the one thing that's easy to forget: a stop, a target. Found bare, it doesn't ask. It writes the missing number in, measured in points from wherever the position began, and moves on to the next. No strategy, no opinion on direction. Just the quiet assumption that nothing should ever sit on the market unprotected — not because someone decided it shouldn't,
EA Overfitter
Stephen J Martret
5 (1)
Utilità
That backtest looks great. But will it still be making money tomorrow, next week, next month? EA Overfitter re-runs your EA on 100 price histories it has never seen. One score tells you if the edge is real. A backtest tells you what an EA did on one price history — the one that happened to occur. What you cannot tell from it is how much of that result was the strategy and how much was the particular path. EA Overfitter answers that. It builds up to 100 synthetic price histories your EA has n
Anchor Trade Manager
Kalinskie Gilliam
5 (9)
Utilità
Your EAs cannot see each other, but Anchor can. Anchor gives you one place to coordinate your EAs, manage risk, and decide when trading is allowed. It works alongside the trading bots you already use without any changes to them. The Problem One EA opens a trade. Then another starts trading. The next thing you know, you wake up to multiple grids built across your account. Each EA may be doing exactly what it was designed to do, but together they can place far more risk on your account than you in
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
Trade Dashboard MT5
Fatemeh Ameri
4.94 (135)
Utilità
Trade Dashboard simplifies how you open, manage, and control your trades, with built-in lot size calculation. It allows you to execute trades, manage risk, and control positions directly on the chart, with tools such as partial close, breakeven, and trailing stop. Designed to reduce manual work and help you stay focused on your trading decisions. A demo version is available for testing. Detailed explanations of features are provided within the MQL5 platform. Installation instructions are include
The News Filter MT5
Leolouiski Gan
4.79 (24)
Utilità
Questo prodotto filtra tutti gli esperti consulenti e i grafici manuali durante il periodo delle notizie, così non dovrai preoccuparti di improvvisi picchi di prezzo che potrebbero distruggere le tue impostazioni di trading manuali o le negoziazioni effettuate da altri esperti consulenti. Questo prodotto viene fornito anche con un sistema completo di gestione degli ordini che può gestire le tue posizioni aperte e gli ordini in sospeso prima della pubblicazione di qualsiasi notizia. Una volta che
Floor Watch
Syed Tauqeer Hussain Shah
Utilità
Floor Watch One number, watched every thirty seconds: how far equity has fallen since the day began — or since its highest point, if it's told to trail the peak instead of the open. Cross the line and it doesn't argue. Every open position closes, every pending order vanishes, and anything that slips through afterward gets shut the moment it appears. Not asked. Removed. The floor holds until the clock turns 5 AM Pakistan time — then, and only then, does the day start over. One rule. No except
MT5 to Telegram Signal Provider
Lukas Roth
4.87 (31)
Utilità
MT5 to Telegram Signal Provider è un'utilità facile da usare e completamente personalizzabile che consente l'invio di segnali specificati a una chat, canale o gruppo Telegram, rendendo il tuo account un fornitore di segnali. A differenza della maggior parte dei prodotti concorrenti, non utilizza importazioni DLL. [ Dimostrativo ] [ Manuale ] [ Versione MT4 ] [ Versione Discord ] [ Canale Telegram ]  New: [ Telegram To MT5 ] Configurazione Una guida utente passo-passo è disponibile. Nessuna cono
Order flow footprint chart
Abdul Jalil
4.4 (5)
Utilità
RETAILBERG FOOTPRINT CHART PRO — Order-Flow Workspace for MetaTrader 5 Version 7.00  |  Professional System  |  31 tools  |  One chart A full 150-page illustrated User Manual is included. Please read the full manual to understand this feature packed footprint chart elements and ui. https://www.mql5.com/en/blogs/post/777982 DEMO / STRATEGY TESTER — PLEASE READ FIRST
Altri dall’autore
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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