MT5 backtesting tool

Other 积分 C++ C# Python PHP HTML

指定

I would like to develop a tool that orchestrates bulk backtests in one or multiple MT5 terminals. 


The tool can spin up 1 or more MT5 instances (depending on the server capacity) and runs on Windows Server 2012. 


The tool runs a backtest based on: 

  • A start- and end-period 

  • A weekly or daily start

  • A run duration can be for a variable period (e.q. 30 or 60 days) 


User facing functionality:

  • Start / Stop bulk backtest

  • Select MT Terminal

  • Select EA

  • Select parallel Terminals

  • Select ini file(s) to test (1 if more they are queued)

  • Set Weekly or daily start (date increment 1 for daily, 7 for weekly)

  • Skip weekend (for strategies with a daily start)

  • Set Chunk size (depending on the challenge duration 30 or 60 or x days)


The reports are stored in a folder on the machine the folder name can be the same as the INI file. 

All reports are extracted and the following metrics are calculated / collected:

  • Total runs

  • Total Winrate (wins / losses)

  • 52 Weeks Winrate

  • 12 Weeks Winrate

  • EP hits 

  • Consecutive EP hits

  • Consecutive Win streak

  • Losing to winning streak index

  • Recency score

These results are visible in detail on an HTML page. 


The results are comparable over multiple INI files in one overview containing the metrics shared above. 

Proper functional and technical error handling is applied.


Please only apply if you have experience in building these kind of setups. 


A working application is available as a reference, without source code of course that is something you are going to deliver. 




反馈

1
开发者 1
等级
(57)
项目
72
22%
仲裁
13
46% / 15%
逾期
5
7%
空闲
2
开发者 2
等级
(5)
项目
4
50%
仲裁
4
0% / 75%
逾期
0
空闲
相似订单
Saya ingin dibuatkan Expert Advisor untuk MetaTrader 5 berbasis strategi EMA 50/200 + Breakout 20 candle dengan sistem risk percentage otomatis. EA harus memiliki fitur ATR stop loss, trailing stop, break even, max spread filter, dan daily loss limit. Dilarang menggunakan martingale, grid, atau averaging. Target RR minimal 1:2 dan drawdown di bawah 20%
I need a AI signal generating bot for forex trading that use the latest ai technology to track real time forex market, analyse and give signals. The bot should operate such that when i put it in a chart it will analyse the market, after several minutes it will display whether the trade is buying or selling. It should display the one minute, five minute,15minute, 30 minute, one hour, 4 hours and daily time frame
step by step and structure this into a full IEEE 830 / ISO/IEC/IEEE 29148 style Requirements Specification. This format will include: Introduction System Overview Functional and Performance Requirements Traceability Matrix (linking requirements to test cases) Verification and Validation Compliance Standards 1. Introduction 1.1 Purpose The purpose of this document is to define the technical requirements for the
i need an expert to help join 3 model i have in ninjatrader into one, kindly message me and i will be expecting from you and i need this work done in maximum of 4 days, so i need expert that can get it done
//+------------------------------------------------------------------+ //| XAUUSD Ultimate Institutional EA | //| Features: | //| - True swing-based market structure | //| - BOS sniper entries on M5 | //| - Liquidity sweep filter | //| - Partial TP + breakeven | //| - Visual BOS, swings, liquidity
Moving forward 100+ USD
Position Size = (Account Risk %) / (Stop Loss %) Example: $1000 account, 1% risk = $10 If SL = 0.75%, position = $10 / 0.0075 = $1333 moving average

项目信息

预算
80 - 500 USD