Hi
I would attach a MT5 history file as XML.
The EA will read the orders from file and run in "Strategy tester" to back test the orders.
Will run in Strategy tester -
Input:
0- Entry offset: With this parameter being negative or positive pips the strategy tester will offset in the order entry depending on the buy or sell order. Positive offset means order entry will be moved up in buy and moved down if it is sell, Negative is just the opposite. It might be the case that due to offset the order execution might not be possible. After order close time the opportunity of entering a trade is cancelled.
1- order file. Attached CSV format. (In reading the file make sure parellel processing in the MT5 optimiser functions properly. Developer must make sure optimizer in strategy tester works properly ie. Must avoid errors due to parallel executions trying to read from the same file.)
2- SL and TP (as pips or %) - (In the orders file there is "Close Pricing" available. If SL and TP is not set the EA should use the "close price". Either or both of the TP&SL can be declared or can be voided.
Output:
MFE and MAE for each order must be displayed next to standard order report in the strategy tester results file.
In default it just display the MFE and MAE as graph but I can not reach to the source list of orders. (May be you can suggest an alternative way...)
FYI:
Running the past orders in strategy tester as backtest calculates many important stats. This is the reason of backtesting. On the other hand I want to run optimiser to test different TP and SL levels and Offset values. Those require strategy tester optimiser runs...
SO I would need backtesting EA in Strategy tester and MFE+MAE results of each order...
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