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Backtest Functions

Backtest là một việc bắt buộc đối với người lập trình robot (EA) giao dịch

Đối với MT4 chế độ backtest (strategy tester) hoạt động khá hiệu quả và tùy theo việc ta lựa chọn phương pháp test, dữ liệu test và lựa chọn các tham số để phù hợp với từng loại robot sẽ cho ta một kết quả test rất tốt. Tuy nhiên việc backtest này không thể xuất ra dữ liệu lịch sử và xuất ra các thông số kỹ thuật quan trọng mà một người lập trình robot cần đến. Chính thì thế thư viện này sẽ giúp người lập trình làm việc đó.

* Thư viện gồm 3 hàm sau:

void tester_oninit();

void tester_ontick();

void tester_ondeinit();

Việc đơn giản là ta sẽ đặt 3 hàm này vào đúng thứ tự trong robot như tên của hàm. Sau đó ta chạy backtest.

Kết quả sau quá trình backtest sẽ được tự động xuất ra file csv và txt

* Trong đó

- backtest_history.csv (chứa toàn bộ các lệnh đã chạy backtest)

- report.csv (chứa kết quả backtest tương tự MT4)

- backtest_resulft.csv (chứa lãi kép, rủi ro của robot, hiệu quả giao dịch theo thời gian)


//+------------------------------------------------------------------+
//|                                                    EA Tester.mq4 |
//|                         Copyright 2021, Ferox Technologies Corp. |
//|                                              dat.ngtat@gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, Ferox Technologies Corp."
#property link      "dat.ngtat@gmail.com"
#property version   "1.00"
#property strict
#import "Backtest.ex4"
void tester_oninit();
void tester_ontick();
void tester_ondeinit();
#import
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
{  
   tester_oninit();
   return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   tester_ondeinit();
}
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
   tester_ontick();
}
//+------------------------------------------------------------------+


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简介 本产品是一个导出的系统函数库 包含交易,订单查询,数学计算,软件界面以及一些策略算法库等。 软件意义 节省开发者的开发周期,可以快速通过该程序实现自己想要的功能。  为初学者快速掌握mt4的系统库函数提供便利。 功能简介 交易函数,包含各种交易函数的重载。 订单函数,根据输入参数查询各种满足自己要求的订单,并返回价格,止损,编号等等信息 界面函数,通用界面,可以快为EA建立一般的操作节目。 信号函数库:包含各种交易指标的信号库,比如K线与均线的金叉和死叉,快慢线的金叉和死叉等。 字符串函数:包含各种字符串的处理等 绘图函数库:通用的mt4和mt5,绘制各种图形的函数库。 数学函数库:通用的数学计算函数。 策略函数库:已经封装的策略库,可以直接被调用、
39 USD
In this library there is embedded a function called newsAlertFTMO; this function returns a datetime value of the next news date (FTMO Restricted Event) for the specific currency selected (or 0 if there is no Restricted Event news found). With this library and the following integration code you can disable the EA during that news(with a buffer of 2 minutes before and after the news release). Here an example of how to import from the library: #import “News Scraping FTMO.ex4" datetime newsAlertFTM
39 USD
What's this? The Binance API Library is a library for working with the Binance cryptocurrency exchange. For convenience and full compatibility with the Binance exchange, all functions have been ported from the official documentation of the exchange, which is located at:  https://binance-docs.github.io/apidocs/spot/en/#market-data-endpoints . For more information on API functions, please learn above mentioned documentation and also the functionality of the BinanceApiLibrary.mqh header file! How
200 USD
Available with multi time frame choice to see quickly the TREND! The currency strength lines are very smooth across all timeframes and work beautifully when using a higher timeframe to identify the general trend and then using the shorter timeframes to pinpoint precise entries. You can choose any time frame as you wish. Every time frame is optimized by its own. Built on new underlying algorithms it makes it even easier to identify and confirm potential trades. This is because it graphically show
105 USD
CLicensePP
ADRIANA SAMPAIO RODRIGUES
MT4 library destined to LICENSING Client accounts from your MQ4 file Valid for: 1.- License MT4 account number 2.- License BROKER 3.- License the EA VALIDITY DATE 4.- License TYPE of MT4 ACCOUNT (Real and / or Demo) + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +++++++++++++++++++++++++++++++++++++++++++++++++++ ++++++ +++++++++++++++++++++++++++++++++++++++++++++++++++ ++++++
50 USD
MT4/5通用交易库(  一份代码通用4和5 ) #ifdef __MQL5__      #define KOD_TICKET ulong      #define KOD_MAGIC   long #else        #define KOD_TICKET long      #define KOD_MAGIC   int #endif class ODLIST; #import "K Trade Lib Pro 4.ex4"       //祝有个美好开始,运行首行加入    void StartGood() ;    //简单开单    long OrderOpen( int type, double volume, int magic, string symbol= "" , string comment= "" , double opprice= 0 , double sl= 0 , double tp= 0 , int expiration= 0 , bool slsetmode= false , bool tpsetmode= false );    //复杂开单
88.88 USD
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Future prediction is something any trader would love to know, through this simple prediction algorithm can give a picture of the future. This algorithm is based on past data and the average prices of the data to simulate future candles. This is an indicator that will be redrawn. This indicator is completely free, can be used as a trend reference but absolutely do not use for trading.
FREE
Idea: RSI ( Relative Strength Index) and CCI ( Commodity Channel Index ) are powerfull to solved the market.  This indicator has Smoothed Algorithmic signal of RSI and CCI. So that, it separates the market into buy and sell zones, these areas are marked with arrows, red for downtrend, green for uptrend. This algorithm has the effect of predicting the next trend based on the historical trend, so users need to be cautious when the trend has gone many candles. Please visit screenshots
1 500 USD
The breakout algorithm is a technique based on price, price features, to shape a breakout strategy. The strategy in this indicator will not be redrawn (none-repaint indicator), it is suitable for short or long term traders In the screenshot is the EURUSD pair, these currency pairs, commodities or stocks, it have similar strength *Non-Repainting (not redrawn) *For Metatrader4 Only *Great For Scalping *Great For Swing Trading *Arrow Entry, Green is Long, Red is Short *Works On Any Timeframe *Work
9 900 USD
Artificial intelligence is a trend of the times and its power in decoding the market has been demonstrated in this indicator. Using a neural network to train the indicator to recognize trends and remove noise areas caused by price fluctuations, this indicator has obtained a reasonable smoothness for analyzing price trends. This indicator is none repaint. Suitable for day traders or longer traders *Non-Repainting (not redrawn) *For Metatrader4 Only *Great For Swing Trading *Histogram Up is Long,
990 USD
The resistance and support lines are the position where the price will have a change, be it a breakout to follow the trend or reverse. The price rule will go from support to resistance and Long's resistance can be Short's support and the opposite is true. Accurately identifying support and resistance lines is the key to being able to trade well and profitably. This indicator is based on the Fractals indicator, the indicator will be redrawn by 2 candles. *Great For Swing Trading *Blue is Support
45 USD
Thư viện này bao gồm: * Mã nguồn struct của 5 cấu trúc cơ bản của MQL4: + SYMBOL INFO + TICK INFO + ACCOUNT INFO * Các hàm cơ bản của một robot + OrderSend + OrderModify + OrderClose * String Error Runtime Return * Hàm kiểm tra bản quyền của robot, indicator, script * Hàm init dùng để khởi động một robot chuẩn * Hàm định dạng chart để không bị các lỗi nghẽn bộ nhớ của chart khi chạy trên VPS * Hàm ghi dữ liệu ra file CSV, TXT * Hỗ trợ (mã nguồn, *.mqh): dat.ngtat@gmail.com
30 USD
Thư viện các hàm thống kê dùng trong Backtest và phân tích dữ liệu * Hàm trung bình * Hàm độ lệch chuẩn * Hàm mật độ phân phối * Hàm mode * Hàm trung vị * 3 hàm đo độ tương quan - Tương quan Pearson - Tương quan thông thường - Tương quan tròn # các hàm này được đóng gói để hỗ trợ lập trình, thống kê là một phần quan trọng trong phân tích định lượng # các hàm này hỗ trợ trên MQL4 # File MQH liên hệ: dat.ngtat@gmail.com
30 USD
Ferox Least Squares Regression is an algorithm that uses regression and is design by Ferox Quants-Labs to use method like typical quantitative algorithm, using statistics and use past data to predict the future. * None Repaint indicator *  Quantitative algorithm *Great For Swing Trading * Histogram Up is Long, Down is Short *Works On ALL Timeframe *Works On Any MT4 Pair
14 900 USD
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