MT5 (MQL5)Tick backtesting
Rule‑Parity Automation for a Discretionary Breakout Strategy
MT5 Expert Advisor with trade‑by‑trade audit overlays and risk guardrails.
Problem
The trader had a profitable manual routine but inconsistent execution and difficulty scaling across sessions. Prior attempts failed because edge cases and discretionary “exceptions” were not captured clearly.
Approach
- • Extracted decision rules from documents, screenshots, and chat history.
- • Wrote an unambiguous spec (entries, exits, filters, sessions, risk).
- • Built an EA with deterministic logging and audit‑friendly outputs.
- • Validated parity using side‑by‑side chart overlays and per‑trade reasoning.
Deliverables
- • document specification + test cases
- • MT5 EA source code
- • Tick‑backtest report + trade audit sample
- • Deployment checklist + handover session
Images
Backtest assumptions: 1.2 pip spread, $7 commission per lot, tick‑level data. Past performance does not guarantee future results. Out‑of‑sample validation recommended before live deployment.
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Highlights
- • Converted trader notes + screenshots into a signed document specification.
- • Instrumented every trade with “which rules triggered” tags.
- • Iterated via annotated chart screenshots until rule‑parity was achieved.
Key metrics
47
Total trades
6‑month tick‑data backtest
57%
Win rate
27 wins / 20 losses
1.38
Profit factor
Avg win 38.7 pip · Avg loss 28.4 pip
8.1%
Max drawdown
4‑trade losing streak in Nov
0.94
Sharpe ratio
Annualised, risk‑free 5%
100%
Audit coverage
Every trade tagged with rule IDs