MetaTrader 4 Backtesting

DO’s and DONT’s of MT4 Backtesting

16 October 2017

This post presents a number of best practices for backtesting trading strategies in the MetaTrader 4 Strategy Tester. Simulating a strategy’s historical performance correctly, increases the probability of it generalizing well to unseen market data in future. As such, it’s important that all backtesting be conducted robustly, careful attention being paid to any factors that […]

ZeroMQ - Distributed Trading Infrastructure

ZeroMQ – How To Interface Python/R with MetaTrader 4

27 August 2017

In this post, we present a technique employing ZeroMQ (an Open Source, Asynchronous Messaging Library and Concurrency Framework) for building a basic – but easily extensible – high performance bridge between external (non-MQL) programming languages and MetaTrader 4.   Reasons for writing this post: Lack of comprehensive, publicly available literature about this topic on the […]