For Those Looking for the "Grail"

Chinese traders joking ... I found the thread in Chinese language with backtesting results and with some comments.

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"To interpret this graph - take a look at the test history from the start and to the end time of testing, and look at this delightful amplitude/time line":



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"Since 1971? My sister was born at this time, now she is almost 50 years old. Since foreign exchange transactions do not allow you to make quick money, there's nothing to talk about":



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I did not find EAs which they were tested sorry ...

Lucky - expert for MetaTrader 4

Who said that "GRAIL" CANNOT BECOME PROFITABLE? - one of the authors of an article about grails. I can tell you the opposite. Lucky is also a grail, but after 3 months of working over it, it started to bring profit without using the intrabar trading. You need proofs? See reports from a demo and a real account.

In the first article I introduced programming paradigms and focused on how to implement procedural programming in MQL5. I also explored functional programming. After gaining a deeper understanding of how procedural programming works, we created a basic price action expert advisor using the exponential moving average indicator (EMA) and candlestick price data.


This article will take a deeper dive into the object-oriented programming paradigm. We'll then apply this knowledge to transform the procedural code of the previously developed expert advisor from the first article into object-oriented code. This process will deepen our understanding of the main differences between these two programming paradigms.

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I was also looking for the "Holy Grail" of trading.

In the previous article, we have implemented the ability to choose the strategy option - with a constant position size and with a variable position size. This allowed us to introduce normalization of the results of the strategies' work according to the maximum drawdown and provided the possibility of combining them into groups, for which the maximum drawdown was also within the specified limits. For the sake of demonstration, we manually selected several of the most attractive combinations of inputs from the optimization results of a single strategy instance and tried to combine them into one group or even into a group of three groups of three strategies. We got the best results in the latter case.

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Having been distracted a bit by the risk manager in the last article, let's get back to the main topic — test automation. In one of the previous articles, we outlined several stages that should be completed while optimizing and searching for the best parameters of the final EA. We have already implemented the first stage, at which we optimized the parameters of a single trading strategy instance. Its results were saved in the database.

The next stage is a selection of good groups of single instances of trading strategies that, when working together, will improve trading parameters — reduce drawdown, increase the linearity of the balance curve growth, and so on. We already looked at how to carry out this stage manually in the sixth part of the series.

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