Real-Time Visualization of Optimization Results

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MetaTrader 5 Strategy Tester provides statistical parameters of a trading system after each testing pass. These parameters can be obtained using a specific function within the testing environment.

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With the introduction of new functions for optimization results (, , , and ), traders can now perform visual optimization. Data can be processed and displayed during the optimization of an Expert Advisor or while solving mathematical problems.


Visualizing Balance Dynamics During Optimization

1. Downloading Files
The 'moving averages_with_frames.mq5' Expert Advisor should be copied to the 'terminal_data_folder\mql5\experts' directory.
The following files are required for the Expert Advisor's operation:

- framegenerator.mqh - CFrameGenerator class for displaying optimization results.

- specialchart.mqh - CSpecialChart class for drawing balance charts.

- simpletable.mqh - CSimpletable class, a simple table with two columns.

- colorprogressbar.mqh - CColorProgressBar class, a progress bar with two colors.

These files should be copied to the 'terminal_data_folder\mql5\include' folder.
Codebase programs can be downloaded automatically via the MetaTrader 5 Terminal (CodeBase tab of the 'Toolbox' window). Select 'Download' to retrieve and place all codes in their respective folders.

1.2. Testing the Expert Advisor
Launch the 'moving averages_with_frames.mq5' Expert Advisor in the Strategy Tester with the following test settings:

- Fig. 2: Moving averages_with_frames.mq5 Test Settings

- Fig. 3: Moving averages_with_frames.mq5 Optimization Options

During optimization, the Expert Advisor displays balance dynamics and statistical data for each pass:

- Fig. 4: Moving averages_with_frames.mq5 Optimization

1.3. Expert Advisor Operation Principle
The 'moving averages_with_frames.mq5' Expert Advisor is based on 'moving averages.mq5', included in the standard MetaTrader 5 Terminal package (mql5\experts\examples\moving average).
The following code has been added for results visualization and can be used in any Expert Advisor:

The CFrameGenerator class is utilized for optimization results. It includes methods for handling Strategy Tester events (, , , ) and chart events (). Graphical objects are prepared in the onTesterInit() method of the CFrameGenerator class.

The onTester() method of the CFrameGenerator class is invoked after each test pass, calculating the balance curve dynamics based on trading results. The balance curve chart is a one-dimensional array, with its length determined by the number of deals.

The function is then used to request statistical data (net profit, profit factor, recovery factor, number of trades, deals, maximum drawdown, custom criteria value), and a frame (test pass data array) is generated and sent to the terminal using the function.

Frames are received and handled in the onTesterPass() method of the CFrameGenerator class. The function reads frame data, and the function requests the Expert Advisor's input parameters for the generated frame.

Data is displayed and updated using CSimpletable, CColorProgressBar, and CSpecialChart class methods. It's important to note that onTester() handling functions execute on the test agent after the current optimization pass is complete, enabling the utilization of distributed network capacities for complex mathematical calculations. Place the calculation code within the onTester event handler.

2. Working with CSimpletable, CColorProgressBar, and CSpecialChart Classes
The attached test_simpletable.mq5 and test_cspecialchart.mq5 scripts provide examples of working with these classes. Copy these scripts to the 'terminal_data_folder\mql5\scripts' directory:

- Fig. 5: test_simpletable.mq5 Script Operation Result

- Fig. 6: test_cspecialchart.mq5 Script Operation Result

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#property copyright "robotfx"
#property link "https://robotfx.org"
#property version   "1.00"
#include <trade\trade.mqh>
input double maximumrisk        = 0.02;    // maximum risk in percentage
input double decreasefactor     = 3;       // decrease factor
input int    movingperiod       = 12;      // moving average period
input int    movingshift        = 6;       // moving average shift
int   exthandle=0;
double tradesizeoptimized(void)

.......

• This tool is provided for educational and testing purposes only.
• Past performance does not guarantee future results.
• Trading involves substantial risk of loss. Use on a demo account first.
• Results may vary depending on market conditions, broker, and settings.
• We recommend thorough backtesting and forward testing before using with real funds.