在MetaTrader 5策略测试器中分析测试结果并进行优化

Anatoli Kazharski 2018.01.27 19:12

让我们来看看对一个和几个字符的测试结果。测试将在All ticks 模式下进行。你可以使用你自己的多符号EA方案来重现这个问题并分享你的结果。

让我们来表示这个问题。例如，如果你测试一个符号，测试时间需要1分钟。如果再增加一个字符，测试需要4分钟，而不是预期的2分钟。如果我们再增加一个字符（共3个），测试时间是再增加一个字符的8倍，以此类推。

让我们试着找出测试所需时间比预期短的原因。其中一个原因可能是对账户历史的处理不正确。如果我们要求提供整个历史记录，随着历史记录的增加，可能会大大减慢测试时间。在这种情况下，测试开始时花费的时间将与测试结束时花费的时间有显著差异。当一个测试中有大量的交易（数以万计）时，可以很好地看到这一点。

如果在上述情况下一切操作正确，结果将如下表所示。最初的测试时间是固定的（2017.01.01）。然后，每次测试的时间范围都会增加一个月。当前和以前的结果之间的差异（差异 栏）将大致相同。对账户历史中的交易量没有依赖性。

在测试中使用了一个专家顾问，其中指标正在运行，为检查条件要求提供条形和指标的数据，并执行交易。

2018.01.27 18:10:50.318 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.031. Test passed in 0:00:36.641 (including ticks preprocessing 0:00:01.297).
2018.01.27 18:10:50.318 Core 1  EURUSD,M5: total time from login to stop testing 0:00:36.672 (including 0:00:00.031 for history data synchronization)
2018.01.27 18:10:50.318 Core 1  891 Mb memory used including 8 Mb of history data, 512 Mb of tick data

在这种情况下，测试的总时间是37秒。使用两个符号的预期测试时间为37秒。x 2 =1分钟。14秒。而 对于三个符号37秒。x 3 =1分钟。51秒。

两个字符的测试结果。总测试时间2分钟。16秒。

2018.01.27 18:13:49.957 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.031. Test passed in 0:02:16.125 (including ticks preprocessing 0:00:01.344).
2018.01.27 18:13:49.957 Core 1  EURUSD,M5: total time from login to stop testing 0:02:16.156 (including 0:00:00.046 for history data synchronization)
2018.01.27 18:13:49.957 Core 1  53911219 total ticks for all symbols
2018.01.27 18:13:49.957 Core 1  EURUSD: passed to tester 26169180 ticks
2018.01.27 18:13:49.957 Core 1  GBPUSD: generate 27742039 ticks in 0:00:01.344, passed to tester 27742039 ticks
2018.01.27 18:13:49.957 Core 1  1497 Mb memory used including 17 Mb of history data, 1024 Mb of tick data

三个字符的测试结果。总测试时间5分钟。22秒。

2018.01.27 18:20:07.658 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.062. Test passed in 0:05:22.360 (including ticks preprocessing 0:00:03.547).
2018.01.27 18:20:07.658 Core 1  EURUSD,M5: total time from login to stop testing 0:05:22.422 (including 0:00:00.062 for history data synchronization)
2018.01.27 18:20:07.658 Core 1  86509916 total ticks for all symbols
2018.01.27 18:20:07.658 Core 1  EURUSD: passed to tester 26169180 ticks
2018.01.27 18:20:07.658 Core 1  GBPUSD: passed to tester 27742039 ticks
2018.01.27 18:20:07.658 Core 1  USDJPY: generate 32598697 ticks in 0:00:03.547, passed to tester 32598697 ticks
2018.01.27 18:20:07.658 Core 1  2090 Mb memory used including 26 Mb of history data, 1472 Mb of cached tick data (total memory for tick data 1663 Mb)

Anatoli Kazharski 2018.01.27 19:13 #1

现在，让我们试着找出交易是否以及对测试时间的影响程度。让我们完全禁用专家顾问中检查条件和进行交易的块，并再次对一个和几个符号进行一系列测试。让我们离开指标手柄和请求条形图和指标的数据。

在测试单个符号时，与之前的数据年（2017.01.01 - 2018.01. 01）的测试相比，测试时间减少了13秒。两个符号的预期测试时间为24秒。x 2 =48秒。 而对于三个字符24秒。x 3 =1分钟。12秒。

2018.01.27 16:20:50.271 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.047. Test passed in 0:00:23.640.
2018.01.27 16:20:50.271 Core 1  EURUSD,M5: total time from login to stop testing 0:00:23.687 (including 0:00:00.047 for history data synchronization)
2018.01.27 16:20:50.271 Core 1  823 Mb memory used including 8 Mb of history data, 512 Mb of tick data

在测试两个字符时，与之前的数据年（2017.01.01 - 2018.01. 01）的测试相比，测试时间减少了31秒。

2018.01.27 16:24:23.759 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.047. Test passed in 0:01:44.469 (including ticks preprocessing 0:00:01.422).
2018.01.27 16:24:23.759 Core 1  EURUSD,M5: total time from login to stop testing 0:01:44.516 (including 0:00:00.047 for history data synchronization)
2018.01.27 16:24:23.759 Core 1  53911219 total ticks for all symbols
2018.01.27 16:24:23.759 Core 1  EURUSD: passed to tester 26169180 ticks
2018.01.27 16:24:23.759 Core 1  GBPUSD: generate 27742039 ticks in 0:00:01.422, passed to tester 27742039 ticks
2018.01.27 16:24:23.759 Core 1  1409 Mb memory used including 17 Mb of history data, 1024 Mb of tick data

当测试三个字符时，测试时间减少了1分钟。7秒，与之前的数据年（2017.01.01-2018.01. 01）的测试相比。

2018.01.27 16:30:07.790 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.062. Test passed in 0:04:21.141 (including ticks preprocessing 0:00:04.312).
2018.01.27 16:30:07.790 Core 1  EURUSD,M5: total time from login to stop testing 0:04:21.203 (including 0:00:00.062 for history data synchronization)
2018.01.27 16:30:07.790 Core 1  86509916 total ticks for all symbols
2018.01.27 16:30:07.790 Core 1  EURUSD: passed to tester 26169180 ticks
2018.01.27 16:30:07.790 Core 1  GBPUSD: passed to tester 27742039 ticks
2018.01.27 16:30:07.790 Core 1  USDJPY: generate 32598697 ticks in 0:00:04.312, passed to tester 32598697 ticks
2018.01.27 16:30:07.790 Core 1  1863 Mb memory used including 26 Mb of history data, 1408 Mb of cached tick data (total memory for tick data 1663 Mb)

//---

在这个系列中也没有达到预期的测试时间。

Anatoli Kazharski 2018.01.27 19:13 #2

现在让我们试着禁用获取指标句柄和请求数据的块。从本质上讲，它现在只是一个空白的专家顾问，在一个新的条形图形成事件中只测试一个条件。

在测试一个符号时，与之前的数据年（2017.01.01 - 2018.01.01）的测试相比，测试时间减少了8秒。两个符号的预期测试时间为16秒。x 2 =32秒。 对于三个字符16秒。x 3 =48秒。 对于四个字符16秒。x 4 =1分钟。4秒。

2018.01.27 17:49:39.855 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.062. Test passed in 0:00:16.438 (including ticks preprocessing 0:00:01.281).
2018.01.27 17:49:39.855 Core 1  EURUSD,M5: total time from login to stop testing 0:00:16.500 (including 0:00:00.062 for history data synchronization)
2018.01.27 17:49:39.855 Core 1  787 Mb memory used including 8 Mb of history data, 512 Mb of tick data

对于双字测试，相对于数据年（2017.01.01-2018.01. 01）的前一次测试，测试时间减少了40秒。

2018.01.27 17:51:35.343 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.032. Test passed in 0:01:04.593 (including ticks preprocessing 0:00:01.359).
2018.01.27 17:51:35.343 Core 1  EURUSD,M5: total time from login to stop testing 0:01:04.625 (including 0:00:00.048 for history data synchronization)
2018.01.27 17:51:35.343 Core 1  53911219 total ticks for all symbols
2018.01.27 17:51:35.343 Core 1  EURUSD: passed to tester 26169180 ticks
2018.01.27 17:51:35.343 Core 1  GBPUSD: generate 27742039 ticks in 0:00:01.359, passed to tester 27742039 ticks
2018.01.27 17:51:35.343 Core 1  1336 Mb memory used including 17 Mb of history data, 1024 Mb of tick data

在测试三个字符时，与之前的数据年（2017.01.01-2018.01. 01）的测试相比，测试时间减少了1分38秒。

2018.01.27 17:55:00.938 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.047. Test passed in 0:02:41.000 (including ticks preprocessing 0:00:02.766).
2018.01.27 17:55:00.938 Core 1  EURUSD,M5: total time from login to stop testing 0:02:41.047 (including 0:00:00.063 for history data synchronization)
2018.01.27 17:55:00.938 Core 1  86509916 total ticks for all symbols
2018.01.27 17:55:00.938 Core 1  EURUSD: passed to tester 26169180 ticks
2018.01.27 17:55:00.938 Core 1  GBPUSD: passed to tester 27742039 ticks
2018.01.27 17:55:00.938 Core 1  USDJPY: generate 32598697 ticks in 0:00:02.766, passed to tester 32598697 ticks
2018.01.27 17:55:00.938 Core 1  1892 Mb memory used including 26 Mb of history data, 1536 Mb of cached tick data (total memory for tick data 1663 Mb)

让我们再试试对数据年（2017.01.01.01 - 2018.01.01）的四个字符的测试。

2018.01.27 18:00:24.607 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:02.266. Test passed in 0:04:30.140 (including ticks preprocessing 0:00:05.125).
2018.01.27 18:00:24.607 Core 1  EURUSD,M5: total time from login to stop testing 0:04:32.406 (including 0:00:02.375 for history data synchronization)
2018.01.27 18:00:24.607 Core 1  107227636 total ticks for all symbols
2018.01.27 18:00:24.607 Core 1  AUDUSD: generate 20717720 ticks in 0:00:05.125, passed to tester 20717720 ticks
2018.01.27 18:00:24.607 Core 1  EURUSD: passed to tester 26169180 ticks
2018.01.27 18:00:24.607 Core 1  GBPUSD: passed to tester 27742039 ticks
2018.01.27 18:00:24.607 Core 1  USDJPY: passed to tester 32598697 ticks
2018.01.27 18:00:24.607 Core 1  1680 Mb memory used including 35 Mb of history data, 1280 Mb of cached tick data (total memory for tick data 2047 Mb)

//---

在这个系列中也没有达到预期的测试时间。

Anatoli Kazharski 2018.01.27 19:15 #3

问题。

是否有可能在MQL中创建一个多符号EA方案，以便在测试中添加字符时，测试的持续时间不会重复增加？

//---

如果这是不可能的，终端的开发者的选择之一是增加一种模式，这时你可以逐个符号运行测试，而不是一次性运行所有符号。这将在最后产生预期的测试时间。问题是，多符号的EA很多时候只是用于那些情况。

需要更多的数据进行测试。
在更多的价格行为、条件（价差、止损/限价水平）等方面测试交易算法，参数相同。

正是在这种情况下，我们需要一种新的模式，使我们能够大大减少测试的时间并优化参数。而已经为最后的测试，同时测试所有的符号。

fxsaber 2018.01.27 22:13 #4

专家顾问

#include <TesterBenchmark.mqh> // https://www.mql5.com/ru/code/18804

input int AmountSymbols = 1;

double Sum2 = 0;
const bool Init = EventSetTimer(1);

double GetBid( const string Symb )
{
  static MqlTick Tick;      

  return(SymbolInfoTick(Symb, Tick) ? Tick.bid : 0);
}

void OnTimer()
{
  static const string Symbols[] = {"EURUSD", "GBPUSD", "AUDUSD"};
  
  for (int i = 0; i < AmountSymbols; i++)    
    Sum2 += GetBid(Symbols[i]);
}

void OnTick()
{
}

void OnDeinit( const int )
{
  Print(Sum2);
}

EURUSD M1 MetaQuotes-Demo, Hedge, USD, no lag, Core1-agent only, real ticks 01.09.2017 - 26.01.2018。

一个符号

i = 0 Pass = 0 OnTester = 3.728 s.: Count = 9753093, 2616173.0 unit/sec, Agent = C:\Program Files\Alpari Limited MT5\Tester\Agent-127.0.0.1-3000 build = 1755
i = 1 Pass = 1 OnTester = 3.727 s.: Count = 9753093, 2616875.0 unit/sec, Agent = C:\Program Files\Alpari Limited MT5\Tester\Agent-127.0.0.1-3000 build = 1755

两个符号

i = 0 Pass = 0 OnTester = 7.946 s.: Count = 9753093, 1227421.7 unit/sec, Agent = C:\Program Files\Alpari Limited MT5\Tester\Agent-127.0.0.1-3000 build = 1755
i = 1 Pass = 1 OnTester = 7.614 s.: Count = 9753093, 1280942.1 unit/sec, Agent = C:\Program Files\Alpari Limited MT5\Tester\Agent-127.0.0.1-3000 build = 1755

三个符号。

i = 0 Pass = 0 OnTester = 10.300 s.: Count = 9753093, 946902.2 unit/sec, Agent = C:\Program Files\Alpari Limited MT5\Tester\Agent-127.0.0.1-3000 build = 1755
i = 1 Pass = 1 OnTester = 10.236 s.: Count = 9753093, 952822.7 unit/sec, Agent = C:\Program Files\Alpari Limited MT5\Tester\Agent-127.0.0.1-3000 build = 1755

似乎在可扩展性方面做得很好。

Anatoli Kazharski 2018.01.28 08:07 #5

fxsaber:

...

在可扩展性方面，一切似乎都很好。

需要一个所有蜱虫进来的EA。通过每个符号上的指标的自定义事件。

关于交易、自动交易系统和交易策略测试的论坛

MT5中的多币种测试

fxsaber, 2016.11.13 14:04

这正是关于OnTick的调用。对于多币种的EA来说，只有两种正确的拼写方式（第二种是有缺陷的）。

多币种OnTick。它是通过首先发送每个符号的指标来实现的。其中，指标向OnCalculate发送一个自定义事件。在专家顾问本身中，OnChartEvent从所有指标中捕捉自定义事件并执行交易逻辑。这个专家顾问中的标准OnTick根本不存在。
...

Anatoli Kazharski 2018.01.28 08:09 #6

把指标放在MQL5/指标中

//+------------------------------------------------------------------+
//|                                            EventsSpyTickOnly.mq5 |
//|                        Copyright 2018, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2018, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
//---
#property indicator_chart_window
#property indicator_plots 0
//+------------------------------------------------------------------+
//| Перечисление событий                                             |
//+------------------------------------------------------------------+
enum ENUM_CHART_EVENT_SYMBOL
  {
   CHARTEVENT_INIT =0,         // Событие "инициализация" 
   CHARTEVENT_NO   =0,         // События отключены
   CHARTEVENT_TICK =0x00200000 // Событие "новый тик"
  };
//--- Внешние параметры
input long                    chart_id;                 // идентификатор графика-получателя события
input ushort                  custom_event_id;          // идентификатор события  
input ENUM_CHART_EVENT_SYMBOL flag_event=CHARTEVENT_NO; // флаг, определяющий тип события.
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate (const int rates_total,
                 const int prev_calculated,
                 const int begin,
                 const double& price[])

  {
   if(prev_calculated==0)
     {
      EventCustom(CHARTEVENT_INIT);
      return(rates_total);
     }
//--- New tick
   if(flag_event==CHARTEVENT_TICK)
      EventCustom(CHARTEVENT_TICK);
//--- Return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| Пользовательское событие                                         |
//+------------------------------------------------------------------+
void EventCustom(ENUM_CHART_EVENT_SYMBOL event)
  {
   EventChartCustom(chart_id,custom_event_id,(long)event,0.0,_Symbol);
  }
//+------------------------------------------------------------------+

Anatoli Kazharski 2018.01.28 08:09 #7

测试考官。

//+------------------------------------------------------------------+
//|                                                         Test.mq5 |
//|                        Copyright 2018, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2018, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
//+------------------------------------------------------------------+
//| Перечисление событий                                             |
//+------------------------------------------------------------------+
enum ENUM_CHART_EVENT_SYMBOL
  {
   CHARTEVENT_INIT =0,         // Событие "инициализация" 
   CHARTEVENT_NO   =0,         // События отключены
   CHARTEVENT_TICK =0x00200000 // Событие "новый тик"
  };
//--- Внешние параметры
input int AmountSymbols=1;
//---
static const string symbols[]={"EURUSD","GBPUSD","AUDUSD","USDJPY","USDCAD"};
long spy_indicator_handles[];
//---
double     sum2 =0;
const bool init =EventSetTimer(1);
//+------------------------------------------------------------------+ 
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit(void)
  {
   GetSpyHandles();
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int)
  {
   Print(sum2);
  }
//+------------------------------------------------------------------+
//| Timer function                                                   |
//+------------------------------------------------------------------+
void OnTimer(void)
  {
   //Strategy();
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick(void)
  {
   //Strategy();
  }
//+------------------------------------------------------------------+
//| ChartEvent function                                              |
//+------------------------------------------------------------------+
void OnChartEvent(const int    id,
                  const long   &lparam,
                  const double &dparam,
                  const string &sparam)
  {
//--- Если было событие "тик"
   if(lparam==CHARTEVENT_TICK)
     {
      Strategy();
      return;
     }
  }
//+------------------------------------------------------------------+
//| Get bid price                                                    |
//+------------------------------------------------------------------+
double GetBid(const string Symb)
  {
   static MqlTick Tick;
   return(SymbolInfoTick(Symb, Tick)? Tick.bid : 0);
  }
//+------------------------------------------------------------------+
//| Strategy                                                         |
//+------------------------------------------------------------------+
void Strategy(void)
  {
   for(int i=0; i<AmountSymbols; i++)
      sum2+=GetBid(symbols[i]);
  }
//+------------------------------------------------------------------+
//| Получает хэндлы агентов по указанным символам                    |
//+------------------------------------------------------------------+
void GetSpyHandles(void)
  {
   string path="EventsSpyTickOnly.ex5";
//---
   ::ArrayResize(spy_indicator_handles,AmountSymbols);
//--- Пройдемся по всем символам
   for(int s=0; s<AmountSymbols; s++)
     {
      //--- Получим хэндл индикатора
      spy_indicator_handles[s]=::iCustom(symbols[s],::Period(),path,::ChartID(),0,CHARTEVENT_TICK);
      //--- Если не удалось получить хэндл индикатора
      if(spy_indicator_handles[s]==INVALID_HANDLE)
         ::Print("Failed to install agent on "+symbols[s]+"");
     }
  }
//+------------------------------------------------------------------+

Anatoli Kazharski 2018.01.28 08:42 #8

结果。

1个字符。

2018.01.28 11:10:29.325 Core 1  EURUSD,M5 (MetaQuotes-Demo): every tick generating
2018.01.28 11:10:29.325 Core 1  EURUSD,M5: testing of Experts\Test.ex5 from 2017.01.01 00:00 to 2018.01.01 00:00 started with inputs:
2018.01.28 11:10:29.325 Core 1    AmountSymbols=1

2018.01.28 11:10:49.279 Core 1  final balance 10000.00 USD
2018.01.28 11:10:49.279 Core 1  2017.12.29 23:59:59   64793248.54125572
2018.01.28 11:10:49.279 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.032. Test passed in 0:00:26.015.
2018.01.28 11:10:49.279 Core 1  EURUSD,M5: total time from login to stop testing 0:00:26.047 (including 0:00:00.032 for history data synchronization)
2018.01.28 11:10:49.279 Core 1  778 Mb memory used including 8 Mb of history data, 512 Mb of tick data

2个字符。

2018.01.28 11:11:49.343 Core 1  EURUSD,M5 (MetaQuotes-Demo): every tick generating
2018.01.28 11:11:49.343 Core 1  EURUSD,M5: testing of Experts\Test.ex5 from 2017.01.01 00:00 to 2018.01.01 00:00 started with inputs:
2018.01.28 11:11:49.343 Core 1    AmountSymbols=2

2018.01.28 11:13:18.421 Core 1  final balance 10000.00 USD
2018.01.28 11:13:18.421 Core 1  2017.12.29 23:59:59   411044644.6801022
2018.01.28 11:13:18.421 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.032. Test passed in 0:01:35.203 (including ticks preprocessing 0:00:01.360).
2018.01.28 11:13:18.421 Core 1  EURUSD,M5: total time from login to stop testing 0:01:35.235 (including 0:00:00.047 for history data synchronization)
2018.01.28 11:13:18.421 Core 1  53911219 total ticks for all symbols
2018.01.28 11:13:18.421 Core 1  EURUSD: passed to tester 26169180 ticks
2018.01.28 11:13:18.421 Core 1  GBPUSD: generate 27742039 ticks in 0:00:01.360, passed to tester 27742039 ticks
2018.01.28 11:13:18.421 Core 1  1330 Mb memory used including 17 Mb of history data, 1024 Mb of tick data

3个字符。

2018.01.28 11:14:27.847 Core 1  EURUSD,M5 (MetaQuotes-Demo): every tick generating
2018.01.28 11:14:27.847 Core 1  EURUSD,M5: testing of Experts\Test.ex5 from 2017.01.01 00:00 to 2018.01.01 00:00 started with inputs:
2018.01.28 11:14:27.847 Core 1    AmountSymbols=3

2018.01.28 11:17:43.325 Core 1  final balance 10000.00 USD
2018.01.28 11:17:43.325 Core 1  2017.12.29 23:59:59   1009249102.577681
2018.01.28 11:17:43.325 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.047. Test passed in 0:03:21.750 (including ticks preprocessing 0:00:01.047).
2018.01.28 11:17:43.325 Core 1  EURUSD,M5: total time from login to stop testing 0:03:21.797 (including 0:00:00.156 for history data synchronization)
2018.01.28 11:17:43.325 Core 1  74628939 total ticks for all symbols
2018.01.28 11:17:43.325 Core 1  AUDUSD: generate 20717720 ticks in 0:00:01.047, passed to tester 20717720 ticks
2018.01.28 11:17:43.325 Core 1  EURUSD: passed to tester 26169180 ticks
2018.01.28 11:17:43.325 Core 1  GBPUSD: passed to tester 27742039 ticks
2018.01.28 11:17:43.325 Core 1  1750 Mb memory used including 26 Mb of history data, 1408 Mb of tick data

4个字符。

2018.01.28 11:19:02.758 Core 1  EURUSD,M5 (MetaQuotes-Demo): every tick generating
2018.01.28 11:19:02.758 Core 1  EURUSD,M5: testing of Experts\Test.ex5 from 2017.01.01 00:00 to 2018.01.01 00:00 started with inputs:
2018.01.28 11:19:02.758 Core 1    AmountSymbols=4

2018.01.28 11:25:57.059 Core 1  final balance 10000.00 USD
2018.01.28 11:25:57.059 Core 1  2017.12.29 23:59:59   63985236406.09325
2018.01.28 11:25:57.059 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.078. Test passed in 0:07:00.531 (including ticks preprocessing 0:00:06.719).
2018.01.28 11:25:57.059 Core 1  EURUSD,M5: total time from login to stop testing 0:07:00.609 (including 0:00:00.078 for history data synchronization)
2018.01.28 11:25:57.059 Core 1  107227636 total ticks for all symbols
2018.01.28 11:25:57.059 Core 1  AUDUSD: passed to tester 20717720 ticks
2018.01.28 11:25:57.059 Core 1  EURUSD: passed to tester 26169180 ticks
2018.01.28 11:25:57.059 Core 1  GBPUSD: passed to tester 27742039 ticks
2018.01.28 11:25:57.059 Core 1  USDJPY: generate 32598697 ticks in 0:00:06.719, passed to tester 32598697 ticks
2018.01.28 11:25:57.059 Core 1  1985 Mb memory used including 35 Mb of history data, 1600 Mb of cached tick data (total memory for tick data 2047 Mb)

5个字符。

2018.01.28 11:27:00.683 Core 1  EURUSD,M5 (MetaQuotes-Demo): every tick generating
2018.01.28 11:27:00.683 Core 1  EURUSD,M5: testing of Experts\Test.ex5 from 2017.01.01 00:00 to 2018.01.01 00:00 started with inputs:
2018.01.28 11:27:00.683 Core 1    AmountSymbols=5

2018.01.28 11:38:47.355 Core 1  final balance 10000.00 USD
2018.01.28 11:38:47.355 Core 1  2017.12.29 23:59:59   94559190795.58774
2018.01.28 11:38:47.355 Core 1  EURUSD,M5: 26169180 ticks, 74266 bars generated. Environment synchronized in 0:00:00.266. Test passed in 0:11:54.015 (including ticks preprocessing 0:00:08.734).
2018.01.28 11:38:47.355 Core 1  EURUSD,M5: total time from login to stop testing 0:11:54.281 (including 0:00:00.500 for history data synchronization)
2018.01.28 11:38:47.355 Core 1  130637614 total ticks for all symbols
2018.01.28 11:38:47.355 Core 1  AUDUSD: generate 20717720 ticks in 0:00:01.078, passed to tester 20717720 ticks
2018.01.28 11:38:47.355 Core 1  EURUSD: generate 26169180 ticks in 0:00:01.281, passed to tester 26169180 ticks
2018.01.28 11:38:47.355 Core 1  GBPUSD: generate 27742039 ticks in 0:00:01.406, passed to tester 27742039 ticks
2018.01.28 11:38:47.355 Core 1  USDCAD: generate 23409978 ticks in 0:00:01.188, passed to tester 23409978 ticks
2018.01.28 11:38:47.355 Core 1  USDJPY: generate 32598697 ticks in 0:00:03.781, passed to tester 32598697 ticks
2018.01.28 11:38:47.355 Core 1  2735 Mb memory used including 44 Mb of history data, 2304 Mb of cached tick data (total memory for tick data 2495 Mb)

fxsaber 2018.01.28 08:55 #9

还没有运行它，但这里似乎缺少一个亮点

关于交易、自动交易系统和策略测试的论坛

分析MetaTrader 5策略测试仪的测试和优化结果

Anatoli Kazharski, 2018.01.28 09:09

测试专家顾问。

void OnChartEvent(const int    id,
                  const long   &lparam,
                  const double &dparam,
                  const string &sparam)
  {
//--- Если было событие "тик"
   if(lparam==CHARTEVENT_TICK + CHARTEVENT_CUSTOM)
     {
      Strategy();
      return;
     }
  }

Anatoli Kazharski 2018.01.28 09:51 #10

fxsaber:
我还没有运行它，但它似乎缺少突出显示的内容

长参数（lparam）被检查。滴答事件的标识符被包含在其中。

用户事件的标识符（int id）为零。

可以这样写，使之更加清晰。

//+------------------------------------------------------------------+
//| ChartEvent function                                              |
//+------------------------------------------------------------------+
void OnChartEvent(const int    id,
                  const long   &lparam,
                  const double &dparam,
                  const string &sparam)
  {
//--- Если было пользовательское событие
   if(id>=CHARTEVENT_CUSTOM)
     {
      //--- Если было событие "тик"
      if(lparam==CHARTEVENT_TICK)
        {
         Strategy();
         return;
        }
      return;
     }
  }

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