Articles on strategy testing in MQL5
How to develop, write and test a trading strategy, how to find the optimal system parameters and how to analyze the results? The MetaTrader platform offers developers of trading robots rich functionality for fast and accurate testing of trading ideas. Read these articles to learn how to test multi-currency robots and how to use MQL5 Cloud Network for optimization purposes.
Developers of automated trading systems are recommended to start with the testing fundamentals and tick generation algorithms in the strategy tester.
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Testing Visualization: Account State Charts
Enjoy the process of testing with charts, displaying the balance - now all the necessary information is always in view!
Tester in the Terminal MetaTrader 4: It Should Be Known
The elaborate interface of the terminal MetaTrader 4 is a forefront, but beside this the terminal includes a deep-laid tester of strategies. And while the worth of MetaTrader 4 as a trading terminal is obvious, the quality of the tester's strategy testing can be assessed only in practice. This article shows the advantages and conveniences of testing in MetaTrader 4.
Genetic Algorithms vs. Simple Search in the MetaTrader 4 Optimizer
The article compares the time and results of Expert Advisors' optimization using genetic algorithms and those obtained by simple search.
Testing Visualization: Manual Trading
Testing manual strategies on history. Check how your trading algorithm works turning a deaf ear to programming niceties!
Testing Visualization: Functionality Enhancement
The article describes software that can make strategy testing highly similar to the real trading.
Testing Visualization: Trade History
The article describes the possibilities of convenient viewing the trade history when visualizing tests. Starting from build 196, MetaTrader 4 Client Terminal offers testing visualization function. It allows controlling the Expert Advisors' testing on a brand new level. Now, the trading programmer can watch every action of his or her Expert Advisor checking its operation on history!
Testing of Expert Advisors in the MetaTrader 4 Client Terminal: An Outward Glance
What happens after you have clicked on the "Start" button? The article answers this and many other questions.
My First "Grail"
Examined are the most frequent mistakes that lead the first-time programmers to creation of a "super-moneymaking" (when tested) trading systems. Exemplary experts that show fantastic results in tester, but result in losses during real trading are presented.
Genetic Algorithms: Mathematics
Genetic (evolutionary) algorithms are used for optimization purposes. An example of such purpose can be neuronet learning, i.e., selection of such weight values that allow reaching the minimum error. At this, the genetic algorithm is based on the random search method.
How to Evaluate the Expert Testing Results
The article gives formulas and the calculation order for data shown in the Tester report.
What the Numbers in the Expert Testing Report Mean
Article explains how to read testing reports and to interpret the obtained results properly.
Testing Features and Limits in MetaTrader 4
This article allows to find out more about features and limits of Strategy Tester in MetaTrader 4.
Strategy Tester: Modes of Modeling during Testing
Many programs of technical analysis allow to test trading strategies on history data. In the most cases, the testing is conducted on already completed data without any attempts to model the trends within a price bar. It was made quickly, but not precisely