awhipp / montecarlo-on-mt4-backtests

Run MetaTrader 4 backtests through a Montecarlo Simulation

Execute MonteCarlo Simulation on MetaTrader 4 Strategy Results

What does this do

The following python script allows Forex traders who run backtests through the MetaTrader 4 platform to run a Montecarlo Simulation on their results.

This script will do the following:

1. Convert your .htm file to a .csv (this is because MT4 does not output results in a usable format).
2. Run a MonteCarlo Simulation on the results and provide you with the simulation results.

To Run

Put this script in the same folder as the backtest results (typically StrategyTester.htm) and then execute py MT4_Results_To_MonteCarlo.py and it will do the rest.

Requirements

• Python 3.4+
• pip
• pip install pandas
• pip install numpy
• pip install pandas_montecarlo