vforce / mql5-python-backtesting

MQL5 based backtesting using python

MQL5-Python-Backtesting

MQL5 based backtesting using python

Instruction

• Get the path to MetaTrader5 folder. On Mac, it looks something like this. Let's call this ROOT_DIR

/Users/<username>/Library/Application Support/MetaTrader 5/Bottles/metatrader5/drive_c/Program Files/MetaTrader 5/MQL5/

• Copy the files in MQL5 folder into ROOT_DIR/MQL5/Experts
• On MT5, open the Strategy Tester interface. On tab Settings, select the expert py_json_csv_0204.ex5. Select the duration you want to test. Make sure to tick visual mode with the display of charts..... Click start to start an empty test for now.
• Make sure that in the folder ROOT_DIR/Tester/Agent-.../MQL5/Files/, there's a file name time_close_csv_test.csv. Once you have this file, you can start running the python file.
• Now run the main_DecisionMaker.py file
• Go back to the main window, press Start in the Strategy Tester tab to start back testing.

OLD instruction

Trading strategies send the buy, sell or hold signal to MQL5 Based on the signal Metatrader 5 perform the trading

How to run the Strategies:

1. open main_decisionmaker.py and import the trading strategy which is intended to run
2. Update the strategy and the signal line
3. Start the backtesting in Metatrader 5
4. Copy the python files along with the strategy folder(trading_strategies) into Metatrader 5 testing/files folder
5. copy other python files - main_decisionmaker.py, output.py and actionWriter.py
6. run main_decisionmaker.py

Explained in this video https://www.youtube.com/watch?v=ovKgQdiQsHE&t=764s