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MQL5 전문가 설계 Strategy optimization Product Design

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separate file with the MQPROJ extension, which stores program settings, compilation parameters and information about all files used in the project. A separate tab in the Navigator is provided for a convenient work with the project. All files, such as include, resource, header and other files are arranged into categories in this tab.

Project example

You see, the project is not just a set of files and folders arranged under a separate directory. It allows breaking down a complex program into elements arranged into a well-balanced structure. All the required information is at hand:
set files with input parameters for testing and optimization
source codes of OpenCL programs
image and sound media files
resources and other data
All connections between program parts are clearly visible in the project, so you can easily navigate between all used files. Furthermore, multiple programmers can collaborate on a project via the built-in MQL5 Storage.

Creating a Project
A new project is created using the MQL5 Wizard as an ordinary MQL5 program. Click "New project" and go through the required steps: set the program name, add input parameters and specify utilized event handlers. Upon the completion of the MQL5 Wizard, an MQPROJ file will be opened. This file allows managing project properties.

Project Properties>


Here you can specify the version, set a program description, add an icon and manage additional options:
Maximum optimization — optimization of the EX5 executable file for maximum performance. If the option is disabled, compilation of the source code can be completed faster, but the resulting EX5 file can run much slower.
Check floating point dividers — check whether real numbers of double and float types are not equal to zero in division operations. The operation speed can be higher if the option is disabled. However, you should be totally confident in your code.
Use tester optimization cache — the tester is enabled by default, and thus the tester saves all results of completed passes to the optimization cache. The data can further be used in re-calculations. The cache can be disabled using the tester_no_cache property. Optionally, you can uncheck the relevant option in the project.
If the project file is closed, it can be reopened using the appropriate command of the Properties context menu. For a deeper understanding of the MQPROJ file contents, you can open it in the text format using the Open command. Thus, you can view the internal structure of projects.
{
  "platform" :"mt5",
  "program_type":"expert",
  "copyright" :"Copyright 2019, MetaQuotes Software Corp.",
  "link" :"https:\/\/www.mql5.com",
  "version" :"1.00",
  "description" :"The mean reversion strategy: the price breaks the channel border outwards and reverts back towards the average. The channel is represented by Bollinger Bands. The Expert Advisor enters the market using limit orders, which can only be opened in the trend direction.",
  "icon" :"Mean Reversion.ico",
  "optimize" :"1",
  "fpzerocheck" :"1",
  "tester_no_cache":"0",
  "tester_everytick_calculate":"0",

  "files":
  [
    {
      "path":".\\Mean Reversion.mq5",
      "compile":"true",
      "relative_to_project":"true"
    },
    {
      "path":"MQL5\\Include\\Trade\\Trade.mqh",
      "compile":"false",
      "relative_to_project":"false"
    },
....

Trading rules
Let us apply classical rule: enter the market when the price touches a Bollinger Band. This is one of the trading strategies,

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