Development plans for the MetaTrader 5 Strategy Tester - page 21

[fxsaber]

Sergey Lebedev:

The other day I tried to make a custom testing of my strategy and faced the same problems, which have been previously described and solutions proposed by fxsaber(here) and Francuz(here).

During this time the Tester's automation has become so flexible and reliable that the problem can be considered as solved.

You only need to add 3-4 simple standard functions already written in WinAPI to make automated tester available in the Market.

Forum on trading, automated trading systems and strategy testing

Libraries: MultiTester

fxsaber, 2021.04.21 14:26

I myself use only four functions:

MTTESTER::IsReady - Тестер готов к запуску.
MTTESTER::ClickStart - Нажать на кнопку Старт/Стоп.
MTTESTER::GetSettings - получить полные текушие настройки тестера.
MTTESTER::SetSettings2 - задать любые настройки тестера.

Forum on trading, automated trading systems and testing trading strategies

Libraries: MultiTester

fxsaber, 2021.04.21 15:02

And four more for more advanced use.

MTTESTER::GetPassesDone - количество выполненных прогонов идущей оптимизации.
MTTESTER::GetLastOptCache - последний opt-файл.
MTTESTER::GetLastTstCache - последний tst-файл.
MTTESTER::CloseNotChart - закрывает график оптимизации.

I do not use anything else.

[Sergei Lebedev]

From the point of view of minimal modifications you may be right. If we take the current IT architecture of MT5, we should start with the introduction of a new system function (event) such as OnTesterInit() and then move to the implementation of a complete set of built-in mql-functions.

[Aleksei Skrypnev]

There is no record of the following statisticalresults inthe testresults, which severely limits the selection of strategies.

https://www.mql5.com/ru/docs/constants/environment_state/statistics

LR Correlation:

Please add.

Also, e.g. the following is missing.

LR Standard Error:

AHPR

GHPR

Z-Score

Margin Level

[Konstantin Kulikov]

You could add more analysis to the backtests, namely:

profits and losses by the opening hours of the trades that these profits and losses brought about.

Now there areprofits and losses by hours of closing trades:

Thank you for your hard work.

[Михаил Шерстнёв]

Sergey Chalyshev optimization results the number of losing tradesSTAT_LOSS_TRADES,

I support you. All the time it seems that among 500 profitable variants there is a variant, where the number of losing trends is minimal.

And somehow simplify the introduction of broker's commission (there is - but crookedly works probably))). That would remove a lot of unnecessary results.

[fxsaber]

Konstantin Kulikov #:

You could add more analysis to the backtests, namely:

profits and losses by the opening hours of the trades that these profits and losses brought about.

Right now there areprofits and losses by hours of closing trades:

This is logical, but will not be done.