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By the way, the MFE and MAE are already presented in the MT5 Strategy Tester report, so you don't need anything extra to measure these in your back-tests.
By the way, the MFE and MAE are already presented in the MT5 Strategy Tester report, so you don't need anything extra to measure these in your back-tests.
Hey Fernando , thank you very much for your answer. I do miss this vocabulary , but thanks to you , im a little less ignorant now.
It seems like i also lack some clarity in explaining myself. Sorry for that.
I am not interested in the strategy tester anymore as everything is ready on this side of the workflow , but right now i need to record minut per minut or even tick by tick the equity of each position generated by my bots. The goal is to find some average values where i can pinpoint stops and tps more acurately. I might run also a fake system later with auto comparision between fake and live system and auto correction , but that is another story.
i have tried Lorentzos Roussos suggestion , but the script is heavy and cpu intensive , and i need something ligher. So far and after many hours of searching , i have found this gem here : https://www.mql5.com/en/forum/27068
i didnt have the time to look into it today , but basically ill have to create one offline chart per magic number as you suggest.
Thank you again very much for helping me these past days :)
Hey Fernando , thank you very much for your answer. I do miss this vocabulary , but thanks to you , im a little less ignorant now.
It seems like i also lack some clarity in explaining myself. Sorry for that.
I am not interested in the strategy tester anymore as everything is ready on this side of the workflow , but right now i need to record minut per minut or even tick by tick the equity of each position generated by my bots. The goal is to find some average values where i can pinpoint stops and tps more acurately. I might run also a fake system later with auto comparision between fake and live system and auto correction , but that is another story.
i have tried Lorentzos Roussos suggestion , but the script is heavy and cpu intensive , and i need something ligher. So far and after many hours of searching , i have found this gem here : https://www.mql5.com/en/forum/27068
i didnt have the time to look into it today , but basically ill have to create one offline chart per magic number as you suggest.
Thank you again very much for helping me these past days :)
So technically you could go back in time and extract these values in points by using the historical ticks provided by the broker .
Although i see there is a benefit in comparing $equity across symbols because its a more "apples" to "apples" comparison .
MQL5 does have Custom Symbols but that is much more complex and is not well suited to serve for an "Equity Recorder".
By the way, the MFE and MAE are already presented in the MT5 Strategy Tester report, so you don't need anything extra to measure these in your back-tests.
so the lines are averages of the sums of profits by dd and profits by du (per trade)?
The graphs show the MFE and MAE for each trade versus their final profit or loss. The line is a the least-mean-square approximation of the chart data. It helps identify the strategy's ability to capture favourable moves and to cut losses short.
The graphs show the MFE and MAE for each trade versus their final profit or loss. The line is a the least-mean-square approximation of the chart data. It helps identify the strategy's ability to capture favourable moves and to cut losses short.
Thanks @Fernando Carreiro , this is very interesting for a custom criteria optimization .
it seems like i have failed again to explain myself clearly :D
I need to record equity fluctuations during live trading operations , not in the strategy tester :D
Thank you again Mr Carreiro , after working too much today , i didnt see it was for mt4 , but it seems like the thread was worth it for Mr Roussos anyway !
Ill keep looking for a way to record equity fluctuations per magic number on a tick by tick or minut per minut basis , in a live trading setup.
thank you
If it is on a live account where multiple EAs are running then you cannot monitor equity per magic number. That is impossible.
You can only monitor the floating profit/loss for the basket (same magic number) of positions.
You can then output the monitored data to some file format that you can display in some application with graphing capabilities.
You can also output to the old Offline Chart format to view in MetaTrader 4.
If you really wanted too, you could also output to the Custom Symbols and view them on MetaTrader 5 itself, but as I stated they are quite complex and may be too much for your current coding skills.
On a side note, see if maybe there is some free Market product that does what you want.
Thanks everyone for their interesting answers.
To continue a bit on the subject , i have three solutions in mind
1. make a custom windows app who will track graphically and record the equity fluctuations and read all fields to later plot a graph.
2. wrap my head around mt5 and python and do the same in python
3.take a screenshot of the system every second and at the end of the day have it compiled as a movie.
option 3 obviously the easiest....
side question.....probably a stupid one but who knows... is it possible to run a windows command from mql5 code ? If so , i could launch a record program and stop the recording when the order is closed..... but im 99.99 percent sure it isnt possible.