MT5 backtest
This is th summary related to backtesting/optimization in MT5 (someone may reply in concrete way, and I just provided almost all the information by the links sorry):
Forum on trading, automated trading systems and testing trading strategies
All (not yet) about Strategy Tester, Optimization and Cloud
Alain Verleyen, 2013.08.20 19:47
A must ! Before using it or asking any question : please read the Online Help (Also accessible by F1 on your MT5 platform)
For Traders
- General overview of the possibilities.
- Overview of results : Visualize a Strategy in the MetaTrader 5 Tester
- If you are thinking to buy a product on the Market : How to Test a Tading Robot before buying.
- If you don't see all strategy tester fields, they are probably hidden.
- How to use settings resulting from EA Optimization in your EA (without manually changing it).
- New Testing trading strategies on real ticks and the explanation is on this post.
For Programmers
- Detailed description of it works : Testing trading strategies (documentation).
- As noted by erdah, SendNotification, SendMail, SendFTP don't work in Strategy Tester (of course).
- IndicatorParameters() doesn't work in StrategyTester.
- OnChartEvent() in Strategy Tester.
- CopyTicks() function doesn't work on Strategy Tester.
- General description of how to use it : The Fundamentals of Testing in MetaTrader 5
- How ticks are generated : The Algorithm of Ticks’ Generation
- Discussion about Strategy Tester mode (1 minute OHLC vs every tick)
- How to test a strategy for all timeframe and compare results ?
- Description of the algorithm used for fast optimization : Genetic Algorithm - It's easy.
- Creating Custom Criteria of Optimization of Expert Advisors
Running optimization from command line : https://www.mql5.com/en/forum/13468
- Don't expect too much from optimization and try to prevent curve over fit.
Announce of the launch : MQL5 Cloud Network launched.
As Users
- How it works, an overview : Speed Up Calculations with the MQL5 Cloud Network
- Tester agents/Remote agents/MQL5 Cloud Network agents/MetaTester 5 Agents Manager are no longer available for use in the 32-bit terminals: they can work only in the 64-bit systems: read more here
- Prohibition for using testing agents working on virtual OS in MQL5.Cloud - read more here
- Optimization by example : MQL5 Cloud Network : Are you Still Calculating ?
Some useful topic about usage of the Cloud :
- Error message : endless loop detected in OnInit function
- How much it will cost !
As Providers (agents)
- Frequently Asked Question about the Cloud Newtwork (FAQ) and How to Participate.
- When you start to provide agents on the Cloud, you have to be patient and use the search engine.
- An example of what you can expect as agents provider or 1 year of Cloud's agents providing
Work in progress, stay tuned !
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Hello!
I would like to know how do I perform a backtest on MT5 based on bollinger bands.
I would like that the MT5 backtest tool tell me when the price touches the BB upper line or lower line, then open an order to opposite side to five minutes then close the order.
Is it very hard to do? Im new on MT5.
Sorry for my bad english :(
Thanks a lot for the help!!!
Best Regards,
Erick