Zenith-FX/STRATEGY_TESTER_GUIDE.md

Strategy Tester .ini Files Guide

Overview

This repository now includes .ini configuration files for each EA variant to facilitate comprehensive testing in the MetaTrader 5 Strategy Tester. These files enable:

• Multi-pair testing: Test the EA across multiple currency pairs simultaneously
• Multi-timeframe testing: Evaluate performance across different timeframes
• Optimization setup: Pre-configured optimization parameters for each EA
• Consistent testing: Standardized test configurations for reproducible results

Available .ini Files

File	EA Version	Description
ForexTrader_EA_Base_Version.ini	Base Version	Original EA with basic MA strategy
ForexTrader_v1.2_Tuned_By_User.ini	v1.2	User-tuned improvements
ForexTrader_v2_MultiStrategy.ini	v2	Multi-strategy implementation
ForexTrader_v3_Production.ini	v3 Production	Recommended - Production-ready single-pair
ForexTrader_v3_MultiStrategy_Production.ini	v3 Multi	Recommended - Production-ready multi-strategy

How to Use .ini Files in MT5 Strategy Tester

Method 1: Quick Testing (Single Symbol)

1. Open Strategy Tester (Ctrl+R in MT5)
2. Select Expert Advisor from the dropdown
3. Choose Symbol (e.g., EURUSD)
4. Select Timeframe (e.g., M30 or H1)
5. Set Test Period (From date and To date)
6. Load Settings:
   • Click "Expert Properties" button
   • In the "Inputs" tab, click "Load"
   • Navigate to the .set file in the Config folder (e.g., ForexTrader_v3_Conservative.set)
7. Start Test - Click "Start"

Method 2: Multi-Symbol Testing (Using .ini Files)

Unfortunately, MT5's Strategy Tester does not directly load .ini files. The .ini files in this repository serve as:

1. Reference configurations - Showing recommended test setups
2. Optimization templates - Defining parameter ranges for optimization
3. Multi-pair testing guides - Listing which symbols to test

To test multiple symbols, you need to:

Option A: Manual Multi-Symbol Testing

1. Run the tester for each symbol individually
2. Use the same settings (.set file) for each symbol
3. Compare results across all tests
4. Track results in a spreadsheet

Option B: Automated Multi-Symbol Testing (Advanced)

1. Use MT5's built-in "Optimization" feature
2. Set up custom scripts to iterate through symbols
3. Use the MT5 API to automate testing

Method 3: Optimization Testing

1. Open Strategy Tester (Ctrl+R)
2. Select Expert Advisor
3. Choose Symbol and Timeframe
4. Enable Optimization:
   • Check "Optimization" checkbox
   • Select "Slow complete algorithm" or "Fast genetic algorithm"
5. Configure Parameters:
   • Click "Expert Properties"
   • In the "Inputs" tab, enable checkboxes next to parameters you want to optimize
   • Set Start, Stop, and Step values (refer to the .ini file for recommended ranges)
6. Set Optimization Criteria:
   • Choose "Balance", "Profit Factor", "Sharpe Ratio", etc.
7. Start Optimization
8. Review Results:
   • Check the "Optimization Results" tab
   • Sort by your chosen criteria
   • Select best parameter combinations

.ini File Structure Explained

Each .ini file contains these sections:

[Tester]

• Model: Testing model (0=Every tick, 1=1 min OHLC, 2=Open prices)
• FromDate/ToDate: Testing period
• ForwardMode/ForwardDate: Forward testing configuration
• Deposit: Initial balance
• Leverage: Account leverage

[Symbols]

• Symbol1-N: List of symbols to test
• Example: EURUSD, GBPUSD, USDJPY, etc.

[Timeframes]

• Period1-N: List of timeframes to test
• Values: 1=M1, 5=M5, 15=M15, 30=M30, 60=H1, 240=H4, 1440=D1

[Parameters]

• All EA input parameters with default values
• Use these as reference when setting up tests

[Optimization]

• Parameter ranges for optimization
• Format: ParamName_Start, ParamName_Stop, ParamName_Step

[Genetic]

• Genetic algorithm settings for optimization
• Generations and Population size

Recommended Testing Workflow

Step 1: Initial Single-Pair Testing

EA: ForexTrader_v3_Production.mq5
Symbol: EURUSD
Timeframe: M30
Period: 6 months
Settings: Config/ForexTrader_v3_Conservative.set
Model: Every tick

Step 2: Multi-Pair Validation

Test the same settings on different pairs:

• GBPUSD
• USDJPY
• AUDUSD
• USDCHF

Document which pairs perform best with your settings.

Step 3: Timeframe Optimization

For the best-performing pairs, test across timeframes:

• M15
• M30
• H1
• H4

Identify optimal timeframe for each pair.

Step 4: Parameter Optimization

Use the optimization ranges from the .ini files:

1. Start with conservative ranges
2. Optimize one parameter category at a time:
   • MA periods
   • Risk parameters (SL/TP)
   • Filter thresholds (ADX, ATR)
3. Use forward testing to validate

Step 5: Forward Testing

• Use the "Forward Mode" settings from .ini files
• Split your test period: 70% backtest, 30% forward test
• Ensure forward test results are consistent with backtest

Step 6: Demo Testing

Before live trading:

1. Run optimized settings on demo account for minimum 1 month
2. Monitor performance daily
3. Adjust if necessary

Symbol Lists in .ini Files

Major Pairs (Best liquidity and spreads)

• EURUSD
• GBPUSD
• USDJPY
• AUDUSD
• USDCHF
• NZDUSD
• USDCAD

Cross Pairs (Higher spreads but good opportunities)

• EURJPY
• GBPJPY
• EURGBP
• AUDJPY
• CHFJPY

Timeframe Recommendations by EA Version

Base Version & v1.2

• Best: M30, H1
• Moderate: M15, H4
• Not Recommended: M1, M5 (too noisy)

v2 MultiStrategy

• Best: M15, M30 (multiple strategies benefit from more signals)
• Moderate: H1
• Experimental: H4

v3 Production

• Best: M30, H1 (optimal balance)
• Moderate: M15, H4
• Conservative: H4, D1

v3 MultiStrategy Production

• Best: M15, M30 (multi-timeframe analysis built-in)
• Moderate: H1
• Advanced: Simultaneous M15+M30+H1

Performance Targets by Test Type

Backtesting Targets

• Win Rate: >50%
• Profit Factor: >1.3
• Sharpe Ratio: >0.5
• Max Drawdown: <30%
• Recovery Factor: >2.0

Forward Testing Targets

• Results should match backtest within: ±20%
• Max Drawdown: Should not exceed backtest max
• Win Rate: Should be within ±10% of backtest

Optimization Best Practices

Do's

✅ Optimize one parameter group at a time ✅ Use conservative parameter ranges ✅ Validate with forward testing ✅ Test on multiple symbols ✅ Use "Every tick" model for accuracy ✅ Allow sufficient test period (6+ months)

Don'ts

❌ Don't over-optimize (curve fitting) ❌ Don't use too many parameters at once ❌ Don't ignore forward test results ❌ Don't optimize on short periods (<3 months) ❌ Don't skip demo testing after optimization

Common Issues and Solutions

Issue: EA Not Opening Positions in Tester

Possible Causes:

• ADX filter too strict (increase ADX_Minimum)
• Spread filter too strict (increase MaxSpreadPips)
• ATR filter blocking trades (adjust ATR range)
• Cooldown period too long

Solution:

1. Check the Journal tab for filter messages
2. Adjust filter parameters gradually
3. Verify symbol data quality

Issue: Too Many Losses in Testing

Possible Causes:

• SL too tight for the timeframe
• Market conditions don't suit strategy
• Spread too high for short-term trades

Solution:

1. Increase StopLossPips
2. Enable UseDynamicSLTP for ATR-based SL
3. Test on different time periods
4. Try different symbols

Issue: Optimization Takes Too Long

Possible Causes:

• Too many parameters selected
• Test period too long
• "Slow complete" algorithm selected

Solution:

1. Use "Fast genetic algorithm"
2. Reduce test period to 3-6 months
3. Optimize fewer parameters at once
4. Use "Open prices only" model for initial screening

Testing Checklist

Before considering EA ready for demo/live:

• Backtested for minimum 6 months
• Forward tested for minimum 3 months
• Tested on minimum 3 major pairs
• Tested on recommended timeframes
• Win rate >50% achieved
• Profit factor >1.3 achieved
• Max drawdown <30%
• Optimization completed and validated
• Demo tested for minimum 1 month
• All parameters documented
• Risk per trade configured (1-2%)
• Max drawdown limit set

Advanced: Creating Custom Test Suites

You can modify the .ini files to create custom test configurations:

1. Copy an existing .ini file
2. Modify the [Symbols] section to test specific pairs
3. Adjust [Timeframes] for your preferred trading style
4. Update [Parameters] with your custom settings
5. Modify [Optimization] ranges based on your findings
6. Save with a descriptive name (e.g., ForexTrader_v3_MySetup.ini)

Support Resources

• Full EA Documentation: README_v3.md
• Quick Start Guide: QUICKSTART_v3.md
• Implementation Details: IMPLEMENTATION_V3.md
• Preset Configurations: Config/ folder (.set files)

Notes

1. Production EAs (v3.0) are recommended for all serious testing and live trading
2. Legacy versions (Base, v1.2, v2) have known flaws - use for reference only
3. Always test on demo before live trading
4. Start with conservative settings and gradually optimize
5. Monitor drawdown carefully during all testing phases

Version-Specific Testing Notes

ForexTrader_EA Base Version

⚠️ Not Recommended for Live Trading

• Has critical flaws (10x SL/TP error)
• Use only for educational/comparison purposes
• Test with small amounts if testing at all

ForexTrader_v1.2 Tuned By User

⚠️ Not Recommended for Live Trading

• Still has underlying flaws from base version
• User tuning improved some aspects but core issues remain

ForexTrader_v2 MultiStrategy

⚠️ Not Recommended for Live Trading

• Multi-strategy concept good but implementation flawed
• Same core issues as earlier versions

ForexTrader_v3_Production

✅ Production Ready

• All critical flaws fixed
• Comprehensive testing recommended
• Start with Conservative settings
• Best for beginners to intermediate traders

ForexTrader_v3_MultiStrategy_Production

✅ Production Ready

• Advanced multi-strategy with all fixes
• More complex but higher potential
• Requires understanding of multiple strategies
• Best for experienced traders

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Quick Reference: Testing Commands

Load .set File in Tester

1. Strategy Tester → Expert Properties → Inputs → Load
2. Navigate to: Config/ForexTrader_v3_Conservative.set
3. Click Open

Run Single Symbol Test

1. Select EA
2. Choose Symbol (e.g., EURUSD)
3. Set Period (2023.01.01 - 2024.01.01)
4. Select Timeframe (M30)
5. Load Settings (.set file)
6. Model: Every tick
7. Start

Run Optimization

1. Select EA and Symbol
2. Check "Optimization"
3. Expert Properties → Enable parameters to optimize
4. Set ranges (refer to .ini file)
5. Choose algorithm (Fast genetic)
6. Set criteria (Balance or Profit Factor)
7. Start

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Ready to test? Start with ForexTrader_v3_Production.ini and the Conservative .set file!

For questions or issues, please open a GitHub issue with:

• EA version
• Symbol and timeframe tested
• Test period
• Settings used
• Results or errors encountered