Different Optimization methods with custom objective and walk forward optimization

MQL5 专家 脚本

指定

Strategy : Default EA MACD from the MT5
Testing: Be able to test all timeframe & symbols same time 
Optimization

    - Different optimization option with more input details into the optimization option. ex if                
      am using evolutionary algorithm for optimization I want to input the probability distributions...
      Advise what options you can provide plz..

    - Different optimization period rather than walk forward. I would prefer rolling walk forward.

    - Custom Optimization objectives rather than the default one; I would like following objectives :
           - Max ( % of profitable trades)
           - Sortino Ratio
           - Max ( Avg Profitable Trade * % Winning Trades ) 


Minor optionality also :

Export all market data and trades data to excel
Implement statistics tests on all data and export

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