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Strategy Tester – How to Backtest MPGO MT5
Quote from Support@fxpip.one on 16/10/2023, 12:44Quote from eternityapple on 16/10/2023, 12:38Quote from masedki on 16/10/2023, 12:01I’m sorry for the stupid request to post the settings you use because when I read all the forum discussions I found: default settings + overlap. As for me, I have access to servers at my university but they’re on Linux. If there’s any way I can install mt5 console and test using wine, I can really optimise with 250 cores.
you can install port proton, and run MT5 in it,
You will also need to install dependencies:
$ sudo dpkg –add-architecture i386
$ sudo add-apt-repository multiverse
$ sudo apt update && sudo apt upgrade
$ sudo apt install bubblewrap curl gamemode icoutils tar vulkan-tools libvulkan1 libvulkan1:i386 wget zenity zstd steam cabextract
$ wget -c -T 5 https://portwine-linux.ru/ftp/portwine/PortProton-95 && sh “./PortProton-95”
After installation, it is possible to immediately launch PortProton to configure Wine. In the install section, you can install windows applications, after installation, the corresponding icon will appear in the applications menu.
as for me after installation i like to use WineFile in Portproton:
Quote from eternityapple on 16/10/2023, 12:38Quote from masedki on 16/10/2023, 12:01I’m sorry for the stupid request to post the settings you use because when I read all the forum discussions I found: default settings + overlap. As for me, I have access to servers at my university but they’re on Linux. If there’s any way I can install mt5 console and test using wine, I can really optimise with 250 cores.
you can install port proton, and run MT5 in it,
You will also need to install dependencies:
$ sudo dpkg –add-architecture i386
$ sudo add-apt-repository multiverse
$ sudo apt update && sudo apt upgrade
$ sudo apt install bubblewrap curl gamemode icoutils tar vulkan-tools libvulkan1 libvulkan1:i386 wget zenity zstd steam cabextract
$ wget -c -T 5 https://portwine-linux.ru/ftp/portwine/PortProton-95 && sh “./PortProton-95”
After installation, it is possible to immediately launch PortProton to configure Wine. In the install section, you can install windows applications, after installation, the corresponding icon will appear in the applications menu.
as for me after installation i like to use WineFile in Portproton:
Quote from codeblue702 on 18/10/2023, 13:37I am just using regular VPS with 2 cores and it has been 2 days now and its still loading to backtest. I am not high level with programming and networking like some here but if anybody has backtest results soon, please share. thank you
I am just using regular VPS with 2 cores and it has been 2 days now and its still loading to backtest. I am not high level with programming and networking like some here but if anybody has backtest results soon, please share. thank you
Quote from Support@fxpip.one on 18/10/2023, 14:19Quote from masedki on 13/10/2023, 14:27according to my last comment, may be this function that check if market is open can help you :
bool trade_session()
{
datetime time_now = TimeCurrent();
MqlDateTime time;
TimeToStruct(time_now, time);
uint week_day_now = time.day_of_week;
uint seconds_now = (time.hour * 3600) + (time.min * 60) + time.sec;
if(week_day_now == 0)
day_of_week = SUNDAY;
if(week_day_now == 1)
day_of_week = MONDAY;
if(week_day_now == 2)
day_of_week = TUESDAY;
if(week_day_now == 3)
day_of_week = WEDNESDAY;
if(week_day_now == 4)
day_of_week = THURSDAY;
if(week_day_now == 5)
day_of_week = FRIDAY;
if(week_day_now == 6)
day_of_week = SATURDAY;
datetime from, to;
uint session = 0;
while(SymbolInfoSessionTrade(_Symbol, day_of_week, session, from, to))
{
session++;
}
uint trade_session_open_seconds = uint(from);
uint trade_session_close_seconds = uint(to);
if(trade_session_open_seconds < seconds_now && trade_session_close_seconds > seconds_now && week_day_now >= 1 && week_day_now <= 5)
return(true);
return(false);
}Very big code)) can be easier code and more semantic :
VoidOnTick()
{
if(MQLInfoInteger(MQL_TESTER)==1)
{if (DayofWeek()==6 || DayofWeek()==7) {return;} }
…
} // end VoidOnTick—————————————-
int DayofWeek() // function
{
MqlDateTime tm;
TimeCurrent(tm);
return(tm.day_of_week);
}Added into EA MPGOv4.9.5 soon updates.
Quote from masedki on 13/10/2023, 14:27according to my last comment, may be this function that check if market is open can help you :
bool trade_session()
{
datetime time_now = TimeCurrent();
MqlDateTime time;
TimeToStruct(time_now, time);
uint week_day_now = time.day_of_week;
uint seconds_now = (time.hour * 3600) + (time.min * 60) + time.sec;
if(week_day_now == 0)
day_of_week = SUNDAY;
if(week_day_now == 1)
day_of_week = MONDAY;
if(week_day_now == 2)
day_of_week = TUESDAY;
if(week_day_now == 3)
day_of_week = WEDNESDAY;
if(week_day_now == 4)
day_of_week = THURSDAY;
if(week_day_now == 5)
day_of_week = FRIDAY;
if(week_day_now == 6)
day_of_week = SATURDAY;
datetime from, to;
uint session = 0;
while(SymbolInfoSessionTrade(_Symbol, day_of_week, session, from, to))
{
session++;
}
uint trade_session_open_seconds = uint(from);
uint trade_session_close_seconds = uint(to);
if(trade_session_open_seconds < seconds_now && trade_session_close_seconds > seconds_now && week_day_now >= 1 && week_day_now <= 5)
return(true);
return(false);
}
Very big code)) can be easier code and more semantic :
VoidOnTick()
{
if(MQLInfoInteger(MQL_TESTER)==1)
{if (DayofWeek()==6 || DayofWeek()==7) {return;} }
…
} // end VoidOnTick—————————————-
int DayofWeek() // function
{
MqlDateTime tm;
TimeCurrent(tm);
return(tm.day_of_week);
}
Added into EA MPGOv4.9.5 soon updates.
Quote from Support@fxpip.one on 18/10/2023, 14:22Quote from codeblue702 on 18/10/2023, 13:37I am just using regular VPS with 2 cores and it has been 2 days now and its still loading to backtest. I am not high level with programming and networking like some here but if anybody has backtest results soon, please share. thank you
Not good idea use VPS for Strategy Tester, especially so slow parameters
The slow work of testr is becsuse of server data and signal MQL protection
Quote from codeblue702 on 18/10/2023, 13:37I am just using regular VPS with 2 cores and it has been 2 days now and its still loading to backtest. I am not high level with programming and networking like some here but if anybody has backtest results soon, please share. thank you
Not good idea use VPS for Strategy Tester, especially so slow parameters
The slow work of testr is becsuse of server data and signal MQL protection
Quote from Darryl.T on 20/10/2023, 08:10Masedki do you feel confortable to organise a backtesting task for everyone ? I tried to optimize and i had something like 900 hours to finish. Im ready to make my computer work. its not powerful but its and i3 4th generation with 16Gb RAM.
Masedki do you feel confortable to organise a backtesting task for everyone ? I tried to optimize and i had something like 900 hours to finish. Im ready to make my computer work. its not powerful but its and i3 4th generation with 16Gb RAM.
Quote from Support@fxpip.one on 20/10/2023, 08:30Today Compiling new version EA MPGOv4.9.5 with Weekends filter from Masedki . soon will post
Today Compiling new version EA MPGOv4.9.5 with Weekends filter from Masedki . soon will post
Quote from lucaorioli on 24/10/2023, 08:50Hi, have you reached the goal? Because v4.9.5p I downloaded doesn’t work in tester… It stops suddenly with no trading time error
Hi, have you reached the goal? Because v4.9.5p I downloaded doesn’t work in tester… It stops suddenly with no trading time error
Quote from Support@fxpip.one on 24/10/2023, 09:18Quote from lucaorioli on 24/10/2023, 08:50Hi, have you reached the goal? Because v4.9.5p I downloaded doesn’t work in tester… It stops suddenly with no trading time error
all works v4.9.5p . checked twice (now and before posting update)
Quote from lucaorioli on 24/10/2023, 08:50Hi, have you reached the goal? Because v4.9.5p I downloaded doesn’t work in tester… It stops suddenly with no trading time error
all works v4.9.5p . checked twice (now and before posting update)
Uploaded files:
Quote from lucaorioli on 25/10/2023, 07:12In october it works for me, but previous months it gives this error:
For attach image use this Service https://imgtr.ee/
In october it works for me, but previous months it gives this error:
For attach image use this Service https://imgtr.ee/
Quote from Support@fxpip.one on 25/10/2023, 07:13Quote from lucaorioli on 25/10/2023, 07:12In october it works for me, but previous months it gives this error:
Problem not in robot – problem in your terminal and history of terminal . Learn more in internet how use Strategy Tester of MT5
Quote from lucaorioli on 25/10/2023, 07:12In october it works for me, but previous months it gives this error:
Problem not in robot – problem in your terminal and history of terminal . Learn more in internet how use Strategy Tester of MT5
Quote from masedki on 26/10/2023, 13:41Sorry Alex my proposal to manage the loss of time during the weekend in the tester remains there, my solution has not solved the problem the tests lose a crazy amount of time during the weekend periods.
Sorry Alex my proposal to manage the loss of time during the weekend in the tester remains there, my solution has not solved the problem the tests lose a crazy amount of time during the weekend periods.
Quote from Support@fxpip.one on 26/10/2023, 14:04Quote from masedki on 26/10/2023, 13:41Sorry Alex my proposal to manage the loss of time during the weekend in the tester remains there, my solution has not solved the problem the tests lose a crazy amount of time during the weekend periods.
what makes you think its because of weekends ? as for me EA now start pass weekends at all and not trade at weekends in wersion v4.9.5 – i mean no messages in tester during weekends as it was.
I also repeat total speed of EA in Strategy Tester also because of Signal Data Connection between EA and Server
Quote from masedki on 26/10/2023, 13:41Sorry Alex my proposal to manage the loss of time during the weekend in the tester remains there, my solution has not solved the problem the tests lose a crazy amount of time during the weekend periods.
what makes you think its because of weekends ? as for me EA now start pass weekends at all and not trade at weekends in wersion v4.9.5 – i mean no messages in tester during weekends as it was.
I also repeat total speed of EA in Strategy Tester also because of Signal Data Connection between EA and Server
Quote from Darryl.T on 28/10/2023, 20:03The strategy 5 (triangle + usd hedge) is just for news time ? I ask because the signal = 50 and the strengh of pairs on the colum use to be less than 10. So its could be many days without any single trade. Is that right or i have to reduce signal entry ?
The strategy 5 (triangle + usd hedge) is just for news time ? I ask because the signal = 50 and the strengh of pairs on the colum use to be less than 10. So its could be many days without any single trade. Is that right or i have to reduce signal entry ?
Quote from Support@fxpip.one on 28/10/2023, 20:07Quote from Darryl.T on 28/10/2023, 20:03The strategy 5 (triangle + usd hedge) is just for news time ? I ask because the signal = 50 and the strengh of pairs on the colum use to be less than 10. So its could be many days without any single trade. Is that right or i have to reduce signal entry ?
First of all, it is not necessary to use signal strength = 50 …
all i wanted is you all start to discuss this power of signals … you can use 10 20 21 22 … any you like …if you feel it will work?
Quote from Darryl.T on 28/10/2023, 20:03The strategy 5 (triangle + usd hedge) is just for news time ? I ask because the signal = 50 and the strengh of pairs on the colum use to be less than 10. So its could be many days without any single trade. Is that right or i have to reduce signal entry ?
First of all, it is not necessary to use signal strength = 50 …
all i wanted is you all start to discuss this power of signals … you can use 10 20 21 22 … any you like …if you feel it will work?
Quote from masedki on 31/10/2023, 11:15hello Alex, from what I’ve understood, the overlap is triggered manually when you have a high DD. As this is a situation that cannot be simulated in tester, i.e. either the overlap option is permanently on or permanently off, do you have any idea of the DD threshold at which you feel the overlap should be triggered? and on the other hand, is it relevant to set an option for the DD percentage at which the overlap should be triggered?
hello Alex, from what I’ve understood, the overlap is triggered manually when you have a high DD. As this is a situation that cannot be simulated in tester, i.e. either the overlap option is permanently on or permanently off, do you have any idea of the DD threshold at which you feel the overlap should be triggered? and on the other hand, is it relevant to set an option for the DD percentage at which the overlap should be triggered?
Quote from Support@fxpip.one on 31/10/2023, 11:19Quote from masedki on 31/10/2023, 11:15hello Alex, from what I’ve understood, the overlap is triggered manually when you have a high DD. As this is a situation that cannot be simulated in tester, i.e. either the overlap option is permanently on or permanently off, do you have any idea of the DD threshold at which you feel the overlap should be triggered? and on the other hand, is it relevant to set an option for the DD percentage at which the overlap should be triggered?
One of you (Arjun) in MT4 version proposed ON overlap when ( Balance – Equity ) > X . This X can be added into Inputs or Area with Buttons (for now i dont want to add any buttons but intime we can collect what we need and code some buttons for semiuatomated trading if it will be very necessarry and will not speedslow EA). So if (Balance – Equity) > 25% dd EA can auto ON Overlap but at the same time balance always grow because of LastTP … need to think about how move targets in balance and Equity for such function and what what part of Balance we can use in Overlap during such method… Means we use all additional balance from >25% DD up to <25% of DD… i need to think is it possible at all or not
Quote from masedki on 31/10/2023, 11:15hello Alex, from what I’ve understood, the overlap is triggered manually when you have a high DD. As this is a situation that cannot be simulated in tester, i.e. either the overlap option is permanently on or permanently off, do you have any idea of the DD threshold at which you feel the overlap should be triggered? and on the other hand, is it relevant to set an option for the DD percentage at which the overlap should be triggered?
One of you (Arjun) in MT4 version proposed ON overlap when ( Balance – Equity ) > X . This X can be added into Inputs or Area with Buttons (for now i dont want to add any buttons but intime we can collect what we need and code some buttons for semiuatomated trading if it will be very necessarry and will not speedslow EA). So if (Balance – Equity) > 25% dd EA can auto ON Overlap but at the same time balance always grow because of LastTP … need to think about how move targets in balance and Equity for such function and what what part of Balance we can use in Overlap during such method… Means we use all additional balance from >25% DD up to <25% of DD… i need to think is it possible at all or not
Quote from WhiteSlider on 01/11/2023, 10:36Hello Alex,
is it possible, that all Metatester Agents in the Network farm are not connected with my PC and are not working/calculating, if i do a optimization with Metatrader 5?
I can not see any calculated values in my other network maschines. If i do a optimization with a other MT5 expert advisor, it works.
Thank you for your answer.
Greetings
WhiteSlider
Hello Alex,
is it possible, that all Metatester Agents in the Network farm are not connected with my PC and are not working/calculating, if i do a optimization with Metatrader 5?
I can not see any calculated values in my other network maschines. If i do a optimization with a other MT5 expert advisor, it works.
Thank you for your answer.
Greetings
WhiteSlider
Quote from Support@fxpip.one on 01/11/2023, 10:37Quote from WhiteSlider on 01/11/2023, 10:36Hello Alex,
is it possible, that all Metatester Agents in the Network farm are not connected with my PC and are not working/calculating, if i do a optimization with Metatrader 5?
I can not see any calculated values in my other network maschines. If i do a optimization with a other MT5 expert advisor, it works.
Thank you for your answer.
Greetings
WhiteSlider
maybe possible – because of slow work EA in tester based at such mql protection
Quote from WhiteSlider on 01/11/2023, 10:36Hello Alex,
is it possible, that all Metatester Agents in the Network farm are not connected with my PC and are not working/calculating, if i do a optimization with Metatrader 5?
I can not see any calculated values in my other network maschines. If i do a optimization with a other MT5 expert advisor, it works.
Thank you for your answer.
Greetings
WhiteSlider
maybe possible – because of slow work EA in tester based at such mql protection
Quote from masedki on 07/11/2023, 01:27hello Alex, when I backtest with the new version (the second version you posted with the number v4.9.6p ), I get the impression that it doesn’t close a series of positions when the takeprofit is reached. Maybe there’s something I didn’t understand in the way it works. Here are two screenshots with the situation I’m describing and the corresponding parameters.
hello Alex, when I backtest with the new version (the second version you posted with the number v4.9.6p ), I get the impression that it doesn’t close a series of positions when the takeprofit is reached. Maybe there’s something I didn’t understand in the way it works. Here are two screenshots with the situation I’m describing and the corresponding parameters.
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