Reading MT5/4 history using read-only password and comparing trades vs strat stats

Hi,



1. Given that MT4/5 has read-only passwords, QA can use these passwords to download history from the broker servers, saving users the hassle of download from trade servers and upload to QA.


2. With the trading history and the strats that are generated, they can be matched according to the magic number. (MT).  With this matching, QA can analyze if the trades on live server is behaving according to the strategy that we have generated or if the performance is deviating from it.


e.g. if the generated strategy has a general win rate of 60%, then if over the last 20 trades, the live server win rate is 40% (or a statistically significant percent off the 60% expectation), then QA can flag the strat in live is not matching its expected stats.  Other than win rate, the range of amount won/loss per trade can also be compared between live and generated.

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  • Votes +2
  • Project QuantAnalyzer
  • Type Feature
  • Status New
  • Priority Low

History

AA
#1

AngelDuz

24.04.2023 17:15

Task created

AA
#2

AngelDuz

24.04.2023 17:57
3. monitor strats within QA that is not in the live trade server, if they meet a certain criteria (e.g. if the win rate over last 20 trades meets the same as when they were generated), they can be reinstated to the live trade server.
DC
#3

anuffi

26.04.2023 02:34
Voted for this task.
E
#4

Emmanuel

20.12.2023 19:41
Voted for this task.

Votes: +2

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