;+------------------------------------------------------------------+ ;| Strategy Tester Configuration | ;| ForexTrader v3.2 Scalper Production | ;| | ;| This .ini file configures the MT5 Strategy Tester for | ;| high-frequency scalping backtest on M1/M5 timeframes | ;+------------------------------------------------------------------+ [Tester] ;--- Test Mode Expert=ForexTrader_v3.2_Scalper_Production ExpertParameters=ForexTrader_v3.2_Scalper.set ;--- Symbol & Timeframe Symbol=EURUSD Period=M5 ;Use M1 or M5 for scalping tests ;--- Test Period FromDate=2024.01.01 ToDate=2024.12.31 ;Shorter period for M1/M5 due to data size ;--- Model Model=0 ;0 = Every tick (required for accurate scalping test) ;1 = 1 minute OHLC (acceptable for M5) ;2 = Open prices only (not recommended) ;--- Deposit & Currency Deposit=10000.00 Currency=USD Leverage=1:100 ;--- Optimization Optimization=0 ;0 = Disabled ;1 = Slow complete algorithm ;2 = Fast genetic algorithm ;--- Optimization Criterion OptimizationCriterion=6 ;6 = Complex criterion max (best for scalping) ;--- Visual Mode Visual=0 ;Disable for speed ;--- Forward Testing ForwardMode=0 ForwardDate=2024.09.01 ;+------------------------------------------------------------------+ ;| Scalping Testing Requirements | ;+------------------------------------------------------------------+ ;| CRITICAL: Use "Every tick" mode for accurate scalping tests | ;| Reason: Scalping depends on tick-level precision | ;| | ;| Data Requirements: | ;| - High-quality tick data from broker | ;| - Minimum 3 months for M1 tests | ;| - Minimum 6 months for M5 tests | ;| - Real spread data is essential | ;+------------------------------------------------------------------+ ;+------------------------------------------------------------------+ ;| Optimization Parameters (Scalping) | ;+------------------------------------------------------------------+ [OptimizationParameters] ;--- Signal Generation MinSignalScore=15,25,5 ;Range: 15 to 25, Step: 5 ;--- Risk Management BaseRiskPercent=0.5,1.5,0.25 ;Range: 0.5 to 1.5, Step: 0.25 ;--- Position Sizing (Critical for scalping) StopLossPips=8,15,2 TakeProfitPips=12,20,2 ;Keep TP/SL ratio around 1.2:1 to 1.5:1 ;--- Spread Filter (Most critical) MaxSpreadPips=1.5,3.0,0.5 ;Very important for scalping profitability ;--- Momentum & Breakout MinMomentumPips=2,5,1 BreakoutMinPips=4,8,2 ;--- Breakeven (Important for scalping) BreakevenTriggerPips=3,7,2 ;--- Trailing Stop TrailingStopPips=6,10,2 TrailingActivationPips=4,8,2 ;+------------------------------------------------------------------+ ;| Expected Scalping Performance | ;+------------------------------------------------------------------+ ;| With optimal settings: | ;| - Win Rate: 60-70% (higher than swing trading) | ;| - Profit Factor: 1.3-1.6 | ;| - Average Trade: 3-8 pips profit | ;| - Trade Frequency: 10-50 trades per day (per symbol) | ;| - Max Drawdown: 10-15% | ;| - Recovery Factor: >3.0 | ;| | ;| Key Metrics to Monitor: | ;| - Average Win vs Average Loss ratio | ;| - Cost per trade (spread + commission) | ;| - Slippage impact | ;| - Execution speed | ;+------------------------------------------------------------------+ ;+------------------------------------------------------------------+ ;| Scalping Best Practices | ;+------------------------------------------------------------------+ ;| 1. ALWAYS test on "Every tick" mode | ;| 2. Use real spread data from your broker | ;| 3. Account for realistic slippage (1-2 pips) | ;| 4. Test during high liquidity hours only | ;| 5. Verify execution speeds with your broker | ;| 6. Start with longer periods (M5) before M1 | ;| 7. Monitor costs: spread + commission + slippage | ;| 8. Scalping requires VPS with <10ms latency | ;| 9. Not all brokers allow scalping - verify first | ;| 10. Forward test on demo with live spreads | ;+------------------------------------------------------------------+ ;+------------------------------------------------------------------+ ;| Scalping Test Procedure | ;+------------------------------------------------------------------+ ;| Step 1: Single Symbol M5 Test | ;| - Symbol: EURUSD (most liquid) | ;| - Period: M5 | ;| - Mode: Every tick | ;| - Duration: 6 months minimum | ;| - Verify: Win rate >60%, PF >1.3 | ;| | ;| Step 2: Multi-Symbol M5 Test | ;| - Symbols: EURUSD,GBPUSD,USDJPY,AUDUSD | ;| - Verify: No correlation issues | ;| - Check: Max concurrent positions | ;| | ;| Step 3: M1 High-Frequency Test (Advanced) | ;| - Period: M1 | ;| - Duration: 3 months | ;| - WARNING: Very data-intensive | ;| - May require >32GB RAM for backtest | ;| | ;| Step 4: Optimization | ;| - Focus on spread tolerance | ;| - Optimize BreakevenTrigger | ;| - Fine-tune TP/SL ratio | ;| - Validate on out-of-sample data | ;| | ;| Step 5: Real-World Validation | ;| - Forward test on demo (1 month minimum) | ;| - Monitor during different sessions | ;| - Compare backtest vs forward test spreads | ;| - Verify execution speed acceptable | ;+------------------------------------------------------------------+ ;+------------------------------------------------------------------+ ;| Broker Requirements for Scalping | ;+------------------------------------------------------------------+ ;| REQUIRED: | ;| - ECN/STP execution (no dealing desk) | ;| - Low spreads (EURUSD <1 pip average) | ;| - Fast execution (<50ms) | ;| - No scalping restrictions | ;| - Low/zero commission | ;| | ;| RECOMMENDED: | ;| - VPS hosting near broker server | ;| - Latency <10ms to broker | ;| - Tick-by-tick data feed | ;| - Level 2 pricing (if available) | ;+------------------------------------------------------------------+ ;+------------------------------------------------------------------+ ;| Scalping Profitability Checklist | ;+------------------------------------------------------------------+ ;| [ ] Win rate >60% | ;| [ ] Profit factor >1.3 | ;| [ ] Average win > average loss | ;| [ ] Max drawdown <15% | ;| [ ] Cost per trade <30% of average profit | ;| [ ] Execution speed verified (<50ms) | ;| [ ] Spread acceptable during test hours | ;| [ ] Forward test matches backtest (±20%) | ;| [ ] Broker allows scalping (verified) | ;| [ ] VPS or stable connection available | ;+------------------------------------------------------------------+