Build a Script to Automate MT5 Optimization & Forward Validation

명시

1. Objective
Create an MT5 automation script (or set of scripts) that fully automates my strategy optimization workflow, including:
• Batch optimization runs
• Automatic filtering of results
• Automatic forward testing
• Exporting and organizing results into structured files/folders
The goal is to reduce manual work and allow one‑click execution of the entire pipeline.

2. Platform & Environment
• MetaTrader 5
• Windows 11
• EA already exists (I will provide the .mq5 or .ex5 file)
• Script must work with MT5 Strategy Tester
• No DLLs unless absolutely necessary

3. Required Features
3.1 Optimization Automation
• Launch optimization automatically with predefined inputs:
• Symbol
• Timeframe
• Date range
• Optimization mode (Genetic / All symbols selected / etc.)
• Parameter ranges
• Ability to run multiple optimization batches sequentially (different symbols, timeframes, or parameter sets).
3.2 Result Filtering
After each optimization run, the script must automatically filter results based on criteria such as:
• Minimum number of trades
• Minimum profit factor
• Maximum drawdown
• Minimum expected payoff
• Custom filters (I will specify exact thresholds)
Filtered results must be exported automatically.
3.3 Forward Testing Automation
For each filtered optimization result:
• Launch a forward test using a predefined forward period
• Collect forward test metrics
• Export results automatically
• Organize results by:
• Symbol
• Timeframe
• Optimization batch
• Parameter set
3.4 File Output & Organization
• Export optimization and forward results to CSV or XLSX
• Include all key metrics (profit factor, drawdown, trades, etc.)
• Create a clean folder structure:
• /OptimizationResults
• /ForwardResults
• /Logs
• Include timestamps and parameter sets in filenames

4. User Interface (Simple)
A simple input panel or .ini file where I can define:
• Symbols
• Timeframes
• Optimization ranges
• Forward test period
• Filtering thresholds
• Output folder
No complex GUI required.

5. Logging
• Detailed logs of each step
• Errors must be clearly reported
• Summary log at the end of each batch

6. Deliverables
• Fully working .mq5 script(s)
• Source code required
• Short documentation explaining:
• How to run the automation
• How to change parameters
• Folder structure
• Troubleshooting notes

7. Developer Requirements
• Experience with MT5 Strategy Tester automation
• Strong MQL5 scripting skills
• Ability to write clean, modular code
• Good communication during development

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