158 lines
6.5 KiB
INI
158 lines
6.5 KiB
INI
;+------------------------------------------------------------------+
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;| Strategy Tester Configuration |
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;| ForexTrader v3.2 Multi-Strategy Production |
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;| |
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;| This .ini file configures the MT5 Strategy Tester for |
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;| comprehensive multi-symbol, multi-timeframe backtesting |
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;+------------------------------------------------------------------+
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[Tester]
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;--- Test Mode
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Expert=ForexTrader_v3.2_MultiStrategy_Production
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ExpertParameters=ForexTrader_v3.2_MultiStrategy_Production.set
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;--- Symbol & Timeframe
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Symbol=EURUSD
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Period=M30
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;--- Test Period
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FromDate=2023.01.01
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ToDate=2024.12.31
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;--- Model
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Model=1
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;0 = Every tick (most accurate, slowest)
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;1 = 1 minute OHLC (balanced)
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;2 = Open prices only (fastest, least accurate)
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;--- Deposit & Currency
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Deposit=10000.00
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Currency=USD
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Leverage=1:100
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;--- Optimization
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Optimization=0
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;0 = Disabled
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;1 = Slow complete algorithm
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;2 = Fast genetic algorithm
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;3 = All symbols selected
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;--- Optimization Criterion
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OptimizationCriterion=6
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;0 = Balance max
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;1 = Profit factor max
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;2 = Expected payoff max
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;3 = Balance min drawdown %
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;4 = Balance sharpe ratio
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;5 = Custom max
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;6 = Complex criterion max
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;--- Visual Mode
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Visual=0
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;--- Forward Testing
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ForwardMode=0
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ForwardDate=2024.06.01
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;+------------------------------------------------------------------+
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;| Multi-Symbol Testing Setup |
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;+------------------------------------------------------------------+
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;| For testing multiple symbols simultaneously: |
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;| 1. Enable "Use date" in Strategy Tester |
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;| 2. Set Symbol = any major pair (EURUSD, GBPUSD, etc.) |
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;| 3. EA will automatically trade configured symbols |
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;| 4. Ensure all symbols have data for test period |
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;+------------------------------------------------------------------+
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;--- Multi-Symbol Configuration (configured in EA inputs)
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; TradingSymbols = EURUSD,GBPUSD,USDJPY,AUDUSD,USDCAD
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; TradeMultipleSymbols = true
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;+------------------------------------------------------------------+
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;| Optimization Parameters |
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;+------------------------------------------------------------------+
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;| Key parameters to optimize for best performance: |
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;+------------------------------------------------------------------+
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[OptimizationParameters]
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;--- Signal Generation (most impactful)
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MinSignalScore=25,35,45,5
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;Range: 25 to 45, Step: 5
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;--- Risk Management
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BaseRiskPercent=1.0,2.0,0.5
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;Range: 1.0 to 2.0, Step: 0.5
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;--- Position Sizing
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StopLossPips=30,50,10
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TakeProfitPips=60,100,20
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;--- ATR Multipliers
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ATR_SL_Multiplier=1.5,2.5,0.5
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ATR_TP_Multiplier=3.0,5.0,1.0
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;--- Filters
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ADX_Minimum=15,25,5
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ATR_MinimumPips=8,15,3
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;--- Trading Controls
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CooldownMinutes=2,5,1
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MaxPositionsPerSymbol=1,2,1
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MaxTotalPositions=3,5,1
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;+------------------------------------------------------------------+
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;| Expected Performance Metrics |
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;+------------------------------------------------------------------+
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;| With conservative settings (MinSignalScore=35-40): |
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;| - Win Rate: 55-65% |
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;| - Profit Factor: 1.4-1.8 |
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;| - Monthly Return: 5-10% |
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;| - Max Drawdown: 15-20% |
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;| - Sharpe Ratio: >1.0 |
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;| |
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;| With aggressive settings (MinSignalScore=25-30): |
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;| - Win Rate: 50-60% |
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;| - Profit Factor: 1.3-1.6 |
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;| - Monthly Return: 8-15% |
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;| - Max Drawdown: 20-25% |
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;| - More trades, higher turnover |
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;+------------------------------------------------------------------+
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;+------------------------------------------------------------------+
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;| Testing Best Practices |
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;+------------------------------------------------------------------+
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;| 1. Test on at least 1 year of data (preferably 2-3 years) |
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;| 2. Use "1 minute OHLC" or "Every tick" for accuracy |
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;| 3. Test each symbol individually first |
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;| 4. Then test multi-symbol portfolio |
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;| 5. Verify results across different market conditions: |
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;| - Trending periods (2023 Q1-Q2) |
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;| - Ranging periods (2023 Q3) |
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;| - High volatility (2024) |
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;| 6. Forward test results (out-of-sample) |
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;| 7. Compare v3.2 results vs v3.0 |
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;+------------------------------------------------------------------+
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;+------------------------------------------------------------------+
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;| Multi-Symbol Test Procedure |
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;+------------------------------------------------------------------+
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;| Step 1: Single Symbol Test |
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;| - Symbol: EURUSD |
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;| - Period: M30 |
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;| - TradeMultipleSymbols: false |
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;| - Baseline performance |
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;| |
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;| Step 2: Multi-Symbol Portfolio Test |
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;| - Symbol: EURUSD (for chart attachment) |
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;| - Period: M30 |
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;| - TradeMultipleSymbols: true |
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;| - TradingSymbols: EURUSD,GBPUSD,USDJPY,AUDUSD,USDCAD |
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;| - Compare total returns vs single symbol |
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;| |
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;| Step 3: Optimization |
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;| - Use genetic algorithm for speed |
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;| - Focus on MinSignalScore, risk parameters |
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;| - Verify no overfitting on training period |
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;| - Validate on forward test period |
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;+------------------------------------------------------------------+
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