MT5 backtesting tool

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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. 




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项目信息

预算
80 - 500 USD