mt4 backtesting - custom fields / better optimization
This project was successfully completed by ilyabukalov for $450 USD in 7 days.Get free quotes for a project like this
Project Budget$250 - $750 USD
Completed In7 days
It is well know that Metatrader has poor backtesting optimization. For example, if you observe the "Optimization Results" tab in the MT4 tester, you can sort by profit or drawdown columns, but there is no combination of the two. What I mean by this is one pass may have 10% more profit than another pass, but if it has 3 times as much drawdown, I would consider the less profitable pass better setting for potential success in the future, since risk on that passes settings could be increased to make it more profitable.
I would like to add either additional columns with special calculations, to the "Optimization Results" tab inside MT4. I am guessing this is not possible, but this would be prefered. Assuming that is not possible, I would like to have a DLL created that will be called by my MT4 startegy. My MT4 strategy code would call the DLL with the pass number (if possible or optimized settings if not possible) and the trade results for each trade. It would then compile this trade data for each pass using calculations that are more useful in determining a profitable strategy. I can explain the precise calculations I am looking for to qualified bidders, but I can say the calculations is geometric and statistical. All these results would then be output to a CSV file, so they can be reviewed in a tool like Excel, or maybe a custom application that can read those results.
I have a somewhat tight budget, but I am willing to exceed it if I feel confident that my idea will be fully and successfully executed. I am also open to the testing being done in MT5, but then I would also need to convert my strategies to MT5 as well.
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