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AUTOMATE BACKTESTING ON MTQ4 TESTER

MQL4 エキスパート 相談

指定

Hello!


I have to backtest a large amount of strategies on 28 pairs and all timeframes. It would be a waste of time doing it manually, so I need to generate some system that works automatically giving few parametres. I dont know how to do it, so I am open to receive suggestions.


MY IDEA


  1. OPTIMIZATION

1.1 Setting Optimization parameters

- I would have a preset file for each time frame for each strategy (EA-M1.set/EA-M5.set....)


1.2 Setting a particular Period (2015-2019)


1.3 Discard results that:

  • Profit: lower than "x"
  • PF: lower than "x"
  • Return/Drawdone:lower than "x"
  • Minimum Ops: "x"
  • DD: Bigger than "x"


2. SAVE OPTIMIZATION RESULTS

2.1 Saving reports

 2.1.1  Save optimization report on .xls file (excel)

- Each file should be named like this EANAME+PAIR+TIMEFRAME+YEARS

- We should have a custom template. So we can add for example an extra column - Return/Drowdawn. We sort strategies based on R/D previously added

2.1.2 Save all optimzation results also in .set format (There would be a lot of them ,no problem)

2.1.3 Save also report with all parametres used on xls format. (we should use same name like  reports.


Hope you can help me to find a way to batch all these procees.


Thanks!




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