Discussion of article "MQL5 Cookbook: Trading strategy stress testing using custom symbols"
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New article MQL5 Cookbook: Trading strategy stress testing using custom symbols has been published:
The article considers an approach to stress testing of a trading strategy using custom symbols. A custom symbol class is created for this purpose. This class is used to receive tick data from third-party sources, as well as to change symbol properties. Based on the results of the work done, we will consider several options for changing trading conditions, under which a trading strategy is being tested.
The below table shows my strategy testing results with different spread values, using EURUSD data (Table 1).
Table 1. Testing results with different spread values
Column "Spread 1" reflects results with a real floating spread (12-17 points with five-digit quotes).
With a higher spread, the number of trades was less. This resulted in a decrease in drawdown. Moreover, the trade profitability has increased in this case.
Author: Denis Kirichenko