Efficient way to extract results from strategy tester?

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Hey all!

Does anyone know of an effective way that I could extract the trade history from strategy tester after it is complete, into excel?

I am currently doing this manually at the moment, but is a very long process when I am back-testing on 20+ pairs...

Is it possible to use Macro's within excel to work with MT4?

Any thoughts will be greatly appreciated :)

 
DomGilberto:

Hey all!

Does anyone know of an effective way that I could extract the trade history from strategy tester after it is complete, into excel?

I am currently doing this manually at the moment, but is a very long process when I am back-testing on 20+ pairs...

Is it possible to use Macro's within excel to work with MT4?

Any thoughts will be greatly appreciated :)

You can write whatever you like to CSV files from your EA, or just import the report and use macros to order it how you want.
 
Ok thanks!

Would you say it's hard work to get macro's up and running? Are you able to point me in the right direction of some material I can read to learn more about how to do that?
 
DomGilberto:
Ok thanks!

Would you say it's hard work to get macro's up and running? Are you able to point me in the right direction of some material I can read to learn more about how to do that?
I've dabbled a tiny bit with Macros in Excel, they always take me a long time as I don't know what I'm doing . . . if it were me I would export the data I need via CSV files.
 

I don't understand how to export the data via CSV files into excel? I am essentially doing back-tests across 20 pairs (I have tick and high quality data)

It'll be more effective for me to learn a less time consuming way (other than manually) to extract the back-testing results (I know they're never completely accurate) so I can run some stats across it and optimize what I am doing. (Optimize, not curve fit :P)

This is a stab in the dark, but what about DDE? Is that really basic and just to do with extracting live time and bids on the given pair from the MT4 platform? Is there anything more fancy with it, or is that it?

 
DomGilberto:

I don't understand how to export the data via CSV files into excel? I am essentially doing back-tests across 20 pairs (I have tick and high quality data)

It'll be more effective for me to learn a less time consuming way (other than manually) to extract the back-testing results (I know they're never completely accurate) so I can run some stats across it and optimize what I am doing. (Optimize, not curve fit :P)

This is a stab in the dark, but what about DDE? Is that really basic and just to do with extracting live time and bids on the given pair from the MT4 platform? Is there anything more fancy with it, or is that it?

Write the data you want into a CSV file, one for each symbol with the symbol name in the file name, then you can import that data directly into excel. DDE from the Strategy Tester . . . I don't know that it will not work but I suspect not . . . feel free to try CSV files work from the Strategy Tester, I know that for certain.
 

What can you do with strategy tester results in excel ?

 
At the moment, it's a pain staking process!

I just collate all the results of all the pairs over 11 years of historical data.

I then reform some of the data so I can manipulate what would have happened with the exact same data and pairs, had I changed the risk profile. I also put it all in chronological order and adjust it for compounded growth, so over time, it gives me an idea how well my system has performed. (as opposed to just putting each run of ST results in chronological order in excel - the position sizing is not going to be correct based upon the previous equity balance. So I adjust this.)

I look at correlation too.

I am wanting to find a way to use Macro's to extract other data into excel alongside the trade results, so that I can look at things like ADR and ATR etc.
 

Hi Dominic,

I know it is quite a old post, but did you ever find a way to extract the strategy tester results into Excel or in a CSV file? 

I am just starting with MT4, running into the same kind of questions as you 5 years ago!

 
3.1415-R:

Hi Dominic,

I know it is quite a old post, but did you ever find a way to extract the strategy tester results into Excel or in a CSV file? 

I am just starting with MT4, running into the same kind of questions as you 5 years ago!

Right click in the results table, click "Copy All". Paste to an excel file.

 
Keith Watford:

Right click in the results table, click "Copy All". Paste to an excel file.

Wahoo, that was easy! Don't know how I missed that, thanks a lot!
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