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The Ultimate Guide to MT4 Backtesting

How to Perform Accurate Backtests in MT4 to Reach 99% Modelling Quality Using Free Tick Data and Real Variable Spread

MetaTrader 4 can reach 90% modelling quality at its best by default and it cannot incorporate real variable spread. But there’s a better way to run backtests and you will learn it in this tutorial.

Written by www.Autotrading.Academy

Why should you perform a highly accurate 99% quality backtest on every automated trading strategy (EA)

A standard backtesting on MetaTrader 4 terminal using the data from the MT4 history center is usually good enough for Expert Advisors (EA) that are not scalping or pip hunting.

However, if you’re dealing with a scalping EA or any EA that closes trades within 1-15 pips, even the smallest price feed differences might have a very large impact on the results.

The problem here is that the MetaTrader terminal does not have access to the real tick data. It only has access to minute bar data in the best case. Because of this, MT4 generate “false” price ticks through a process of interpolation using the data for the smallest timeframe available.

This is usually not so important to an Expert Advisor that uses stop loss and take profit targets of more than 100 pips, but in the case of scalping trading bots, your backtest will likely be completely misleading.

It is very important to backtest trading strategies (EA) using data of quality that is as high as possible. Every trader and programmer should learn how to backtest on MetaTrader 4.

Strategy Tester

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Not sure when to enter a trade? Check out Market Timing Secrets

Forex Strategy Tester Team develops the software tools to build and test trading strategies – both manual and automated.

Our Smart Forex Tester is EA-compatible on source code level. You can compile and run MQL EA in our Tester.

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All our tools are aimed at building profitable Forex strategies. Pivot points detection algorithm and trading strategy optimization are our primary focus.

If you are just starting: check out Forex practice videos and Forex Books (also read our Book Reviews). Take a look at miscellaneous.

Trading Automation can help in overcoming the human factor in Forex trading, so it is very important. Moreover, trading automation can also considerably improve Forex strategy testing efficiency, because testing of automated trading strategies can also be automated.

8 thoughts on “”

Wonder if the Strategy tab can include strategy with extension of ex4 instead of mq4?

Thanks for your feedback!

We only provide EA compatibility on source code level. Testing EAs as binaries with only 3rd party tools is virtually impossible without violating MT license.

Live chat not working at all. Support not working as well……………………………….

We don’t see any missed live chat request initiated with your email.

Neither have we received any support request from you. When did you send it?

The Forex Strategy Tester Team

Hi i need help download software but dont know how to install

Hi gulfam, did you check the User’s Guide?

I am very happy to find this website out. It is interested to me when searching a “cool” strategy to trade. And here is the supporting software to help feel confidence to make decision.

you nailed it – this is exactly what we want our software to be – the tool for identifying the high probability trading strategies and getting confidence in using them by rigorous testing. We see this as the only way to gain in unpredictable markets. Stay tuned, we have a lot more to come!

Thank you for your comment!
The Forex Strategy Tester Team

Trading Strategy Tester

Test and optimize a trading robot before real trading

MQL5 IDE includes the built-in Strategy Tester, which allows users to evaluate the efficiency of a trading robot before using it on a real account. The Tester operation is based on the history of financial instrument prices: a robot analyzes historical data over a selected period and performs virtual operations according to its algorithm. Testing results allow evaluating trading strategy efficiency and simulating possible behaviors during live trading. The main advantage of the Strategy Tester is the possibility to evaluate a robot performance prior to trading on a real account.

You can test your own programs as well as other applications in the Strategy Tester. Make sure to test trade robots before purchasing them from the Market: download a free demo version of the selected application and evaluate its behavior on historical data.

The MetaTrader 5 Strategy Tester offers several testing modes to achieve the optimal speed/quality ratio. The most accurate testing result can be obtained in the „Every tick based on real ticks“ mode, during which the tested robot uses real ticks from exchanges and liquidity providers. The „Open prices only“ mode provides a very quick and rough estimation.

The MetaTrader 5 Strategy Tester allows you to test multi-currency trading robots that are capable of analyzing multiple currencies and identifying the correlation between them.

The testing process can also be visualized in real time: all trades performed by the tested Expert Advisor can be displayed on a chart. A comprehensive testing report is generated after a test run, which allows detecting the week points of an Expert Advisor and make appropriate changes.


Another important utility of the Strategy Tester is the function of optimization, which allows testing a trading robot with various input parameters and selecting optimal values. Optimization of complex robots can turn into a very extensive process, but can be significantly shortened through the use of genetic algorithms.

Optimization results can be visualized in 2D and 3D modes. In addition to the built-in features, there are also custom visualization methods available.

MetaTrader 5 provides extraordinary powerful tools crafted for developers of trading robots. Use the Strategy Tester to create truly effective MQL5 applications!

Articles on strategy testing in MQL5

How to develop, write and test a trading strategy, how to find the optimal system parameters and how to analyze the results? The MetaTrader platform offers developers of trading robots rich functionality for fast and accurate testing of trading ideas. Read these articles to learn how to test multi-currency robots and how to use MQL5 Cloud Network for optimization purposes.

Developers of automated trading systems are recommended to start with the testing fundamentals and tick generation algorithms in the strategy tester.

Continuous Walk-Forward Optimization (Part 3): Adapting a Robot to Auto Optimizer

The third part serves as a bridge between the previous two parts: it describes the mechanism of interaction with the DLL considered in the first article and the objects for report downloading, which

SQLite: Native handling of SQL databases in MQL5

The development of trading strategies is associated with handling large amounts of data. Now, you are able to work with databases using SQL queries based on SQLite directly in MQL5. An important

Continuous Walk-Forward Optimization (Part 2): Mechanism for creating an optimization report for any robot

The first article within the Walk-Through Optimization series described the creation of a DLL to be used in our auto optimizer. This continuation is entirely devoted to the MQL5 language

Exploring Seasonal Patterns of Financial Time Series with Boxplot

In this article we will view seasonal characteristics of financial time series using Boxplot diagrams. Each separate boxplot (or box-and-whiskey diagram) provides a good visualization of how values

Continuous Walk-Forward Optimization (Part 1): Working with Optimization Reports

The first article is devoted to the creation of a toolkit for working with optimization reports, for importing them from the terminal, as well as for filtering and sorting the obtained data

MQL5 Cookbook: Trading strategy stress testing using custom symbols

The article considers an approach to stress testing of a trading strategy using custom symbols. A custom symbol class is created for this purpose. This class is used to receive tick data from

Merrill patterns

In this article, we will have a look at Merrill patterns‘ model and try to evaluate their current relevance. To do this, we will develop a tool to test the patterns and apply the model to various data

Optimization management (Part II): Creating key objects and add-on logic

This article is a continuation of the previous publication related to the creation of a graphical interface for optimization management. The article considers the logic of the add-on. A wrapper for

Optimization management (Part I): Creating a GUI

This article describes the process of creating an extension for the MetaTrader terminal. The solution discussed helps to automate the optimization process by running optimizations in other terminals

Extract profit down to the last pip

The article describes an attempt to combine theory with practice in the algorithmic trading field. Most of discussions concerning the creation of Trading Systems is connected with the use of historic

Color optimization of trading strategies

In this article we will perform an experiment: we will color optimization results. The color is determined by three parameters: the levels of red, green and blue (RGB). There are other color coding

Studying candlestick analysis techniques (Part II): Auto search for new patterns

In the previous article, we analyzed 14 patterns selected from a large variety of existing candlestick formations. It is impossible to analyze all the patterns one by one, therefore another solution

Studying candlestick analysis techniques (part I): Checking existing patterns

In this article, we will consider popular candlestick patterns and will try to find out if they are still relevant and effective in today’s markets. Candlestick analysis appeared more than 20 years

Practical Use of Kohonen Neural Networks in Algorithmic Trading. Part II. Optimizing and forecasting

Based on universal tools designed for working with Kohonen networks, we construct the system of analyzing and selecting the optimal EA parameters and consider forecasting time series. In Part I, we

Separate optimization of a strategy on trend and flat conditions

The article considers applying the separate optimization method during various market conditions. Separate optimization means defining trading system’s optimal parameters by optimizing for an uptrend

100 best optimization passes (part 1). Developing optimization analyzer

The article dwells on the development of an application for selecting the best optimization passes using several possible options. The application is able to sort out the optimization results by a

Modeling time series using custom symbols according to specified distribution laws

The article provides an overview of the terminal’s capabilities for creating and working with custom symbols, offers options for simulating a trading history using custom symbols, trend and various

Using indicators for optimizing Expert Advisors in real time

Efficiency of any trading robot depends on the correct selection of its parameters (optimization). However, parameters that are considered optimal for one time interval may not retain their

Automated Optimization of an EA for MetaTrader 5

This article describes the implementation of a self-optimization mechanism under MetaTrader 5

Developing stock indicators featuring volume control through the example of the delta indicator

The article deals with the algorithm of developing stock indicators based on real volumes using the CopyTicks() and CopyTicksRange() functions. Some subtle aspects of developing such indicators, as

Visualizing optimization results using a selected criterion

In the article, we continue to develop the MQL application for working with optimization results. This time, we will show how to form the table of the best results after optimizing the parameters by

Applying the Monte Carlo method for optimizing trading strategies

Before launching a robot on a trading account, we usually test and optimize it on quotes history. However, a reasonable question arises: how can past results help us in the future? The article

Visual strategy builder. Creating trading robots without programming

This article presents a visual strategy builder. It is shown how any user can create trading robots and utilities without programming. Created Expert Advisors are fully functional and can be tested in

Processing optimization results using the graphical interface

This is a continuation of the idea of processing and analysis of optimization results. This time, our purpose is to select the 100 best optimization results and display them in a GUI table. The user

Multi-symbol balance graph in MetaTrader 5

The article provides an example of an MQL application with its graphical interface featuring multi-symbol balance and deposit drawdown graphs based on the last test results

Visualizing trading strategy optimization in MetaTrader 5

The article implements an MQL application with a graphical interface for extended visualization of the optimization process. The graphical interface applies the last version of EasyAndFast library

Controlled optimization: Simulated annealing

The Strategy Tester in the MetaTrader 5 trading platform provides only two optimization options: complete search of parameters and genetic algorithm. This article proposes a new method for optimizing

Custom Strategy Tester based on fast mathematical calculations

The article describes the way to create a custom strategy tester and a custom analyzer of the optimization passes. After reading it, you will understand how the math calculations mode and the

Resolving entries into indicators

Different situations happen in trader’s life. Often, the history of successful trades allows us to restore a strategy, while looking at a loss history we try to develop and improve it. In both cases

Mini Market Emulator or Manual Strategy Tester

Mini Market Emulator is an indicator designed for partial emulation of work in the terminal. Presumably, it can be used to test „manual“ strategies of market analysis and trading

Optimizing a strategy using balance graph and comparing results with „Balance + max Sharpe Ratio“ criterion

In this article, we consider yet another custom trading strategy optimization criterion based on the balance graph analysis. The linear regression is calculated using the function from the ALGLIB

TradeObjects: Automation of trading based on MetaTrader graphical objects

The article deals with a simple approach to creating an automated trading system based on the chart linear markup and offers a ready-made Expert Advisor using the standard properties of the MetaTrader

Creating and testing custom symbols in MetaTrader 5

Creating custom symbols pushes the boundaries in the development of trading systems and financial market analysis. Now traders are able to plot charts and test trading strategies on an unlimited

The Flag Pattern

The article provides the analysis of the following patterns: Flag, Pennant, Wedge, Rectangle, Contracting Triangle, Expanding Triangle. In addition to analyzing their similarities and differences, we

Custom Walk Forward optimization in MetaTrader 5

The article deals with the approaches enabling accurate simulation of walk forward optimization using the built-in tester and auxiliary libraries implemented in MQL

Trading with Donchian Channels

In this article, we develop and tests several strategies based on the Donchian channel using various indicator filters. We also perform a comparative analysis of their operation

How Long Is the Trend?

The article highlights several methods for trend identification aiming to determine the trend duration relative to the flat market. In theory, the trend to flat rate is considered to be 30% to 70%

Comparative Analysis of 10 Trend Strategies

The article provides a brief overview of ten trend following strategies, as well as their testing results and comparative analysis. Based on the obtained results, we draw a general conclusion about

An Example of Developing a Spread Strategy for Moscow Exchange Futures

The MetaTrader 5 platform allows developing and testing trading robots that simultaneously trade multiple financial instruments. The built-in Strategy Tester automatically downloads required tick

LifeHack for trader: „Quiet“ optimization or Plotting trade distributions

Analysis of the trade history and plotting distribution charts of trading results in HTML depending on position entry time. The charts are displayed in three sections – by hours, by days of the week

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