mt5 EA strategy backtest method

For mq5 EA script development, please refer to the  mq5 EA template and double moving average golden cross dead cross trading EAdemo

After the script is compiled, open the MT5 strategy tester

The first step is to select the "single" icon in the overview to enter the following page

Configure EA basic information

1. According to the screenshot, select the expert, transaction type and time period

2. Choose custom test date, choose the cycle that needs test

3. The delay setting is based on your own network situation

4. The mode is selected according to the characteristics of my own EA. My EA only needs the opening price and closing price, so I choose the 1-minute OHLC mode, which means that only the opening price, highest price, lowest price, and closing price of the 1-minute chart are used to return. Measurement

5. Optimal selection of the complete algorithm or genetic algorithm, the complete algorithm will traverse all optimized parameter combinations, the genetic genetic algorithm will execute a part of the optimized parameter combination according to the algorithm to give the best parameters, so the genetic genetic algorithm optimization is faster

 The second step is to select "input" to enter the following page

Configure optimization parameters

1. Check the parameters that need to be optimized, input start, step, and stop. For example, 10, 10, 100 means to increase from 10 each time by 10 and continue testing to 100

After configuring the optimized parameters, you can click "Start" to perform back-testing

The third step is to view the optimization results

After the optimization is completed, some information is listed in the optimization results, focusing on profit, all transactions (number of transactions), reduction (funds withdrawal), and the following is the optimized parameter value

Double-click the optimization result to automatically perform a round of testing with the corresponding parameters

 Step 4: Run the test

1. Check the funding curve

2. View the test report

 

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Origin blog.csdn.net/wuchenlhy/article/details/112178506