MQL5 Market - product description (English, paste-ready)
Product: GOLD Synthetic Market Generator (submitted file: GOLD Synthetic Market Generator.ex5)
Version: 5.04 (compiled for X64 Regular)
Copyright: TSU Trading Lab
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TITLE (product name field)
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GOLD Synthetic Market Generator
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SHORT DESCRIPTION (summary field)
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A market generation tool for MetaTrader 5. It builds synthetic GOLD-like M5 custom
symbols in three profiles and records their statistics, so you can test how an expert
advisor behaves when market conditions change. Version 5.04 adds Quick Run (three
inputs) and a RESULT tab for the statistics panel. Generation only. It does not trade.
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FULL DESCRIPTION
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What this program does
This is a market generation tool for MetaTrader 5. It does not trade.
The program creates synthetic custom symbols that imitate the character of the GOLD
market on the M5 timeframe. For each generated market it records a set of chart
features, such as volatility, drawdown, return range, efficiency ratio and trend
duration, and writes a summary to the Experts log. The result is a group of custom
symbols that you can load like ordinary symbols and use with your own expert advisor.
Because the markets are generated, the program is a way to look at one question:
how does my expert advisor behave when the market is not the one I optimized on.
It does not predict prices and it does not forecast profit.
Requirements
MetaTrader 5 with custom symbol support (standard in the desktop terminal).
The base symbol GOLD should be available in Market Watch. The program reads the
symbol properties (point, digits, tick size) from it, so the generated markets keep
the contract properties of that symbol.
The Market build of the EX5 is compiled for X64 Regular, as required by the MQL5
Market service.
The three generation modes
MODE1 Balanced. Realistic markets. Each generated market is kept inside the measured
range of the real GOLD market.
MODE3 Edge. The same realistic envelope, but the markets are pushed toward its edge.
Efficiency ratio bands are rotated in a fixed plan, so a run covers low, middle and
high trend-quality conditions.
MODE2 Extreme. Markets outside the realistic envelope, based on 13 extreme scenarios.
This mode is meant for checking the limits of an expert advisor rather than for
simulating normal conditions.
New in v5.04
- Quick Run. Three inputs are now all you need: generation mode (InpQuickMode), size
preset (InpQuickPlan) and the target EA (InpTargetEA), plus the seed. The detailed
settings remain available and are applied automatically when the program is attached.
- RESULT tab. Opens and closes the statistics and ranking table with one click (the
button turns green while open). The table never covers the action buttons.
- Action buttons are pinned to the top-left and always laid out in two rows, whatever
the chart size.
- Pressing GENERATE closes the result table automatically; bring it back with RESULT.
InpShowResultOnStart (default false) sets its state right after attach.
- Compact result layout: on low charts the ranking is trimmed to TOP5 / WORST5 so the
whole table fits. The full ranking is still written to the CSV and the journal.
- Aggregation filter by target EA: InpTargetEA aggregates only the reports of that EA
(empty = all reports).
- Generation is no longer started automatically on attach. InpRunGeneratorOnStart now
defaults to false: check the setup and press GENERATE (set it back to true to keep
the old auto-run behaviour).
- The generation engine and its data supply are unchanged since v5.01: the same
settings and the same seed reproduce the same markets, which you can confirm with
the logged checksums.
How to use
1. Open an M5 chart of GOLD and attach the program to it.
2. Choose the three quick inputs (mode, plan, target EA) and the seed.
3. Press GENERATE on the panel (or leave InpRunGeneratorOnStart = true to start
automatically on attach).
4. Wait for the run to finish. The panel shows the three steps
[1] generate -> [2] backtest -> [3] aggregate, and the details are written to the
Experts log with lines that start with GenR.
5. The generated custom symbols appear in Market Watch under the prefix given by
InpPrefix (default HYAKUSEN_GOLD).
6. Run your own test on a generated symbol in the Strategy Tester, save the report,
then press Reload on the panel to refresh the statistics and the ranking.
Input parameters
Quick Run
InpQuickMode selects MODE1 Balanced / MODE3 Edge / MODE2 Extreme.
InpQuickPlan selects one of 9 year x count presets (1 year x 10 up to 5 years x 20,
at most 100 market-years in total).
InpTargetEA sets the EA whose tester reports are aggregated (empty = all).
The seed is InpSeed / InpSeedBase (5 digits, 10000-99999).
Generation mode (advanced)
InpMode = 0 selects MODE1 Balanced, and 1 selects MODE2 Extreme.
InpEdgeMode = true switches InpMode = 0 from MODE1 Balanced to MODE3 Edge.
InpHyakusenCombo = 1..9 selects one of the preset combinations of years and market
count for MODE1 and MODE3. 0 means all.
MODE2 Extreme
InpFreeMarkets sets the number of markets and InpFreeYears the target length in years.
InpKuzenMode selects one of the 13 extreme scenarios, and InpKuzenRandomScen spreads
the scenarios across a multi-market run.
Common
InpPrefix sets the prefix of the generated symbols.
InpRunGeneratorOnStart starts a run automatically when the program is attached
(default false).
InpEnglishLabels selects the panel language (default true = English).
InpShowResultOnStart sets the state of the result table right after attach
(default false).
Data
The measured tables that the program needs are embedded in the EX5 file. No separate
files have to be installed. If you want to override them, place your own copies in
MQL5\Files\HyakusenRenmaPRO\data\ and set InpGapFile and InpGapFileDaily accordingly.
Reading the results
Each generated market produces one log line. The fields include the market name, the
seed, the measured features and a checksum. A checksum lets you confirm that two runs
made with the same settings and the same seed produced the same market.
The panel treats a set of results as final from 10 markets on; below that it is shown
as provisional. It reports mean, median, standard deviation, MAD, profit factor,
maximum drawdown, win rate and the bankruptcy / drawdown-exceed / survival rates, and
lets you re-rank TOP / WORST by a selectable metric. Results can be saved to
HyakusenRenmaPro_Summary.csv and to the panel CSV.
Notes and limitations
This program generates data. It does not place orders, and it holds no position.
It is not a trading strategy and its output is not a profit forecast.
A backtest on generated markets shows how an expert advisor behaves on those markets
only. It does not show how the expert advisor will behave on live prices.
Generation is CPU intensive (up to 100 market-years); the terminal may slow down
while it runs.
Generated symbols are technical data, not investment advice.
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