mt5-robot-tester

Select the best MetaTrader 5 trading robots (Expert Advisors) that have not been backtested yet, by running the MT5 Strategy Tester from the command line through a 3-round pipeline. Use when the user wants to batch-test MT5 bots/EAs, screen robots across all symbols, optimize EA parameters, or move

By tradermonty · 1,049 installs

npx skills add tradermonty/claude-trading-skills --skill mt5-robot-tester

Source repository · Upstream listing

MT5 Robot Tester Overview Select the best MetaTrader 5 robots (Expert Advisors) from a candidates folder by driving the Strategy Tester from the command line through a 3 round pipeline , moving each bot between folders as it advances, and learning across runs to improve selection each loop. The whole run is checkpointed and resumable. Round 1 — screening (all pairs): backtest the EA on each symbol in the configured common.symbols list (one Optimization=0 backtest per symbol — MT5 build 6061 leaves the Optimization=3 XML empty, so per symbol backtests are used). Gate: ≥5 symbols profitable AND best symbol ≥3× deposit . Round 2 — best pair backtest: single backtest on the best symbol; analyze net profit %, worst drawdown %, % positive months, all years positive, LR Correlation, months to new high. Round 3 — sequential parameter optimization: optimize the 5–6 inputs after MagicNumber , one at a time, range ±50% step 5%; then a final backtest. Finalist: optimized result improves on Round 2 and profit ≥4× deposit and worst drawdown ≤12% . Tested bots move to in testing ; finalists are also copied to finalists with their optimized .set . When to Use "Prueba robots / bots / EAs en MetaTrader 5." Screen a folder of MT5 Expert Advisors and pick the best across all pairs. Optimize EA parameters and decide finalists by profit/drawdown/consistency. Resume an interrupted testing run. Prerequisites Windows + MetaTrader 5 installed (the tester runs terminal64.exe ). Broker tick data downloaded (default modeling is real ticks, Model=4 ). The three folders under MQL5\Experts : candidates , in testing , finalists . common.symbols set in the config — the pairs Round 1 backtests (your Market Watch symbols). Optional per bot .set files (config sets dir ) for the Round 2 baseline and Round 3 parameter optimization. Every input is fixed during optimization except the one parameter currently being searched; without a .set , Round 3 is skipped and the verdict comes from Round 2. Close MetaTrader 5 before running — the tester needs exclusive use of the data folder. Python 3.9+ (standard library only). No paid API. Workflow Step 1 — Configure Copy assets/pipeline config.template.json , fill in the three folder paths and (optionally) terminal path . Never commit real personal paths — pass the config at run time. Defaults already encode the agreed settings (2020.01.01→2026.06.30, H1, Model=4, 10000 USD, 1:100, gates and thresholds). Step 2 — Dry run (optional) Verify the generated Round 1 INIs without launching MT5: Step 3 — Run the pipeline Each bot flows R1 → R2 → R3 → finalist decision. Progress is written to state.json and run.log after every step. Step 4 — Resume if interrupted resume skips completed bots and reuses finished rounds only while the execution config, EA binary, and input .set fingerprints still match. A changed period, symbol list, binary, or .set restarts that bot safely. Optional — HTML control panel Launch a local dashboard to see the bots in each folder, each bot's phase and verdict, and a Launch button — no CLI needed after starting it: It serves http://127.0.0.1:8765/ (opens automatically, localhost only). The page auto refreshes every 3 s: folder contents, per bot phase (R1/R2/R3/done), pass/fail verdicts, summary counts, and the live run.log . Start/stop requests are limited to the exact local origin and require the per server CSRF token. Step 5 — Read the results leaderboard <ts .md / .json — ranking with verdict and key metrics. learnings.json / learnings.md — what the skill learned this loop (parameter impact and symbol priors) under the configured output directory. mt5 reports/ and mt5 ini/ — raw MT5 reports and configs per bot/round. Round details Round 1 gate (both required) 1. count positive profit(passes) ≥ round1 min positive (default 5). 2. best symbol profit ≥ round1 min profit multiple × deposit (default 3×). Fail → bot rejected (moved to in testing ). Round 2 quality profile (reference thresholds) Net profit ≥300%, worst DD <15% (larger of balance/equity %), positive months 70%, all years positive, LR Correlation ≥0.80 , months to new high ≤3. Reported per bot; the hard finalist gate is Round 3. Round 3 sequential optimization For each of the 5–6 inputs after MagicNumber (learned order first), optimize that single parameter over [V×0.5, V×1.5] step V×0.05 ( Optimization=1 ) while fixing every other .set input, fix its best value, then continue. Run a final backtest with the exact complete input set saved for a finalist. Finalist evaluate finalist : improved on Round 2 and profit ≥4× deposit and worst DD ≤12%. → copied to finalists with <bot .set . Self learning across loops learnings.json accumulates, per run: parameter average profit improvement (reorders Round 3 optimization so the most impactful parameters are tried first), symbol priors (how often each is a best pair), and per bot verdicts. This makes selection converge faster each loop. Deterministic — plain aggregate statistics. Output Format leaderboard <ts .json — list of {name, verdict, best symbol, r2 profit, final profit, final dd pct, lr, reason} sorted finalists first by profit. leaderboard <ts .md — same as a table. state.json — resumable per bot/per round checkpoint. Resources scripts/mt5 batch tester.py — pipeline orchestrator + INI builders (CLI). scripts/parse mt5 optimization.py — optimization report (XML/HTML) parser + Round 1 gate. scripts/parse mt5 report.py — backtest report parser + balance series metrics. scripts/mt5 learnings.py — cross run learning store. scripts/mt5 common.py — shared parsing helpers (EN/ES headers, numbers). references/mt5 cli reference.md — MT5 [Tester] / [TesterInputs] keys, enums, report formats and caveats. assets/pipeline config.template.json — config template with placeholders. Key Principles 1. Never commit personal paths — folders/terminal come from config/ENV/args. 2. Relative Report= names because build 6061 ignores absolute report paths; collect completed reports from the terminal data directory. 3. Real ticks ( Model=4 ) need broker tick data; it is slow — expect long runs. 4. Resumable : every round checkpoints; resume reuses only fingerprint matching work and retries execution errors. 5. Fail closed : incomplete, timed out, stale, or unparsable reports never reject, promote, or move a candidate. Every unique Round 1 symbol must finish. 6. Single MT5 owner : an OS lock is held for the process lifetime for each shared MT5 data folder. If child termination cannot be confirmed, the whole run stops and writes a .blocked marker; verify the recorded PID/process tree has exited before removing that marker manually. 7. Full period metrics : months without deals at the start, end, or across a full year remain part of the configured test period. 8. Learn each loop : parameter/symbol statistics bias future runs toward wins. 9. Verify against your build : report layout (esp. the deals table) and the 32 ms delay mapping can differ — see the reference's (verify) notes.