MetaTrader 5 Help

Journal of Testing

The entire process of testing and optimization is logged in the journal in details. Let's see what happens after Start button is clicked in the strategy tester.

Preparing price history

Before launching testing/optimization, the tester prepares the environment. The presence of a tested symbol history is checked and the entire history stored in the trade server is synchronized. If the platform has no history for a tested symbol, synchronization with the trade server may take a few minutes.

Tester  EURCAD: preliminary downloading of M1 history started

starting the preliminary download of EURCAD M1 history

Tester  EURCAD: 20% history downloaded

20% of download complete

Tester  EURCAD: 95% history downloaded

95% of download complete

Tester  EURCAD: preliminary downloading of M1 history completed in 0:14.640

download complete in 0:14.640

Tester  EURCAD: history data begins from 2014.12.29 00:00

symbol's minute data are present from 2014.12.29 00:00

If testing is performed based on real ticks, the platform synchronizes the existing ticks within testing dates. Tick download may take a long time.

Tester  EURCAD: preliminary downloading of history ticks started, it may take quite a long time

starting preliminary download of EURCAD ticks, it may take quite a long time

Tester  EURCAD: "bases\MetaQuotes-Demo\ticks\EURCAD\201609.tkc" download

ticks for September 2016 downloaded to the specified path

Tester  EURCAD: "bases\MetaQuotes-Demo\ticks\EURCAD\201608.tkc" download (823.38 Kb/sec)

ticks for October 2016 downloaded to the specified path

Tester  EURCAD: 21% ticks downloaded (796.02 Kb/sec)

21% of download complete, download speed - 796.02 Kb/sec

Tester  EURCAD: "bases\MetaQuotes-Demo\ticks\EURCAD\201604.tkc" download (764.22 Kb/sec)

ticks for April 2016 downloaded to the specified path

Tester  EURCAD: preliminary downloading of history ticks completed, 116.78 Mb in 2:32.063 (786.40 Kb/sec)

tick download complete in 2:32.063, downloaded ticks size - 116.78 MB

Tester  EURCAD: ticks data begins from 2016.04.01 00:00

EURCAD tick data are present from 2016.04.01 00:00

The presence of cross pairs is checked afterwards. For example, if testing is performed on EURCAD, while the deposit currency is USD, EURUSD and USDCAD symbols are necessary to calculate profit and margin requirements when performing trades. Therefore, full synchronization of history and these symbols is performed. If necessary, tick data are synchronized as well. Price data preparation is described in the tester journal in details:

Tester  EURUSD: preliminary downloading of history ticks started, it may take quite a long time

starting preliminary download of EURUSD ticks, it may take quite a long time

Tester  EURUSD: preliminary downloading of history ticks completed, 1021.82 Kb in 0:03.218 (317.53 Kb/sec)

tick download complete in 0:03.218, downloaded ticks size - 1021.82 KB

Tester  EURUSD: ticks data begins from 2011.12.19 00:00

EURUSD tick data are present from 2011.12.19 00:00

Tester  USDCAD: preliminary downloading of M1 history started

starting the preliminary download of USDCAD M1 history

Tester  USDCAD: preliminary downloading of M1 history completed in 0:00.203

download complete in 0:00.203

Tester  USDCAD: preliminary downloading of history ticks started, it may take quite a long time

starting preliminary download of USDCAD ticks, it may take quite a long time

Tester  USDCAD: "bases\MetaQuotes-Demo\ticks\USDCAD\201609.tkc" download

ticks for September 2016 downloaded to the specified path

Tester  USDCAD: "bases\MetaQuotes-Demo\ticks\USDCAD\201608.tkc" download (683.69 Kb/sec)

ticks for August 2016 downloaded to the specified path, download speed - 683.69 Kb/sec

Tester  USDCAD: preliminary downloading of history ticks completed, 103.25 Mb in 2:30.109 (704.36 Kb/sec)

tick download complete in 2:30.109, downloaded ticks size - 103.25 MB

Tester  USDCAD: ticks data begins from 2015.01.01 00:00

USDCAD tick data are present from 2015.01.01 00:00

Testing/optimization start

Testing/optimization starts only after all necessary history (as well as ticks if you test/optimize strategy using real ticks) is synchronized.

Connection to a selected testing agent is established during a single test. The agent can be either local or network.

Core 1  agent process started

agent process launched at the first processor core

Core 1  connecting to 127.0.0.1:3000

connecting to 127.0.0.1:3000

Core 1  connected

connection established

Core 1  authorized (agent build 1395)

authorization passed, agent build - 1395

Local agent data folder name corresponds to its address and port.

After connection is established, the environment is synchronized according to testing settings.

Tester  EURCAD,H1 (MetaQuotes-Demo): testing of Experts\Moving Average.ex5 from 2016.04.01 00:00 to 2016.06.01 00:00

launching Moving Average EA testing on EURCAD H1, MetaQuotes-Demo server, testing period - from 2016.04.01 00:00 to 2016.06.01 00:00

Core 1  common synchronization completed

total synchronization complete

From this moment on, the agent starts keeping its own journal sending its data to the tester one. Local agent journal can be opened from the tester journal context menu. The journal shows environment synchronization details between the terminal and the agent.

Environment initialization and synchronization:

Startup MetaTester 5 x64 build 1395 (19 Aug 2016)

launching testing agent, build 1395 as of August 19, 2016

Server  MetaTester 5 started on 127.0.0.1:3000

testing agent launched on 127.0.0.1:3000

Startup initialization finished

initialization finished

127.0.0.1       login (build 1395)

platform has been connected to the agent

Network 38520 bytes of account info loaded

agent downloaded 38520 bytes of information about the trading account parameters

Network 1482 bytes of tester parameters loaded

agent downloaded 1482 bytes of information about the testing parameters

Network 2236 bytes of input parameters loaded

agent downloaded 2236 bytes of information about the EA inputs

Network 22730 bytes of symbols list loaded

agent downloaded 22730 bytes of information about symbols

Synchronizing testing parameters and tested symbol data:

Tester  expert file added: Experts\Examples\Moving Average\Moving Average.ex5. 53048 bytes loaded

agent downloaded the EA file, the file size is 53048 bytes

Tester  initial deposit 10000.00 USD, leverage 1:100

initial deposit before testing - 10 000 USD, leverage - 1:100

Tester  successfully initialized

testing initialized

Network 68 Kb of total initialization data received

total volume of the data obtained by the agent during initialization - 68 KB

Tester  Intel Core i7-3770  @ 3.40GHz, 16351 MB

configuration of the PC the agent is launched at

Symbols EURCAD: symbol to be synchronized

EURCAD symbol synchronization

Symbols EURCAD: symbol synchronized, 3384 bytes of symbol info received

symbol synchronized, 3384 bytes of data received

History EURCAD: load 4.51 Mb of history data to synchronize in 0:00:00.594

downloaded 4.51 MB of history data within 594 milliseconds

History EURCAD: history synchronized from 2015.01.02 to 2016.06.01

EURCAD history synchronized from 2015.01.02 to 2016.06.01

Ticks   EURCAD: ticks synchronization started

starting EURCAD tick synchronization

Ticks   EURCAD: load 48.66 Mb of tick data to synchronize in 0:00:00.969

48.66 MB of data downloaded during synchronization within 969 milliseconds

Ticks   EURCAD: history ticks synchronized from 2016.04.01 to 2016.05.31

EURCAD tick history synchronized from 2016.04.01 to 2016.05.31

History EURCAD,H1: history cache allocated for 8862 bars and contains 7729 bars
       from 2015.01.02 09:00 to 2016.03.31 23:00

history cache of 8862 bars created, the cache contains 7729 bars from 2015.01.02 09:00 to 2016.03.31 23:00

History EURCAD,H1: history begins from 2015.01.02 09:00

EURCAD history starts from 2015.01.02 09:00

Tester  EURCAD,H1 (MetaQuotes-Demo): generating based on real ticks

testing is to be launched on real ticks

Tester  EURCAD,H1: testing of Experts\Examples\Moving Average\Moving Average.ex5
       from 2016.04.01 00:00 to 2016.06.01 00:00 started with inputs:

testing Moving Average EA from 2016.04.01 00:00 to 2016.06.01 00:00 is to be launched with the following inputs:

Tester    MaximumRisk=0.02

MaximumRisk=0.02

Tester    DecreaseFactor=3.00

DecreaseFactor=3.00

Tester    MovingPeriod=12

MovingPeriod=12

Tester    MovingShift=6

Tester    MovingShift=6

Moving Average (EURCAD,H1)      2016.04.01 00:00:00   expert initialized

Moving Average EA initialized

Ticks   EURCAD : real ticks begin from 2016.04.01 00:00:00

EURCAD real ticks are present from 2016.04.01 00:00:00

Synchronizing cross rates:

Symbols EURUSD: symbol to be synchronized

synchronizing EURUSD symbol

Symbols EURUSD: symbol synchronized, 3384 bytes of symbol info received

symbol synchronized, 3384 bytes of data received

History EURUSD: load 27 bytes of history data to synchronize in 0:00:00.000

downloaded 27 bytes of history data within 000 milliseconds

History EURUSD: history synchronized from 2014.01.01 to 2016.09.02

EURUSD history synchronized from 2014.01.01 to 2016.09.02

Ticks   EURUSD: ticks synchronization started

starting EURUSD tick synchronization

Ticks   EURUSD: load 34 bytes of tick data to synchronize in 0:00:00.000

48.66 MB of data downloaded during synchronization within 969 milliseconds

Ticks   EURUSD: history ticks synchronized from 2016.01.04 to 2016.09.02

EURUSD tick history synchronized from 2016.04.01 to 2016.05.31

Symbols USDCAD: symbol to be synchronized

USDCAD symbol synchronization

Symbols USDCAD: symbol synchronized, 3384 bytes of symbol info received

symbol synchronized, 3384 bytes of data received

History USDCAD: load 27 bytes of history data to synchronize in 0:00:00.094

downloaded 27 bytes of history data within 94 milliseconds

History USDCAD: history synchronized from 2013.01.01 to 2016.08.01

USDCAD history synchronized from 2013.01.01 to 2016.08.01

Ticks   USDCAD: ticks synchronization started

starting USDCAD tick synchronization

Ticks   USDCAD: load 43.10 Mb of tick data to synchronize in 0:00:00.890

43.10 MB of data downloaded during synchronization within 890 milliseconds

Ticks   USDCAD: history ticks synchronized from 2016.04.01 to 2016.05.31

USDCAD tick history synchronized from 2016.04.01 to 2016.05.31

Tick sequences

Tick sequences are generated before testing. The more ticks are used, the bigger delay before testing.

If you test on real ticks, correctness of a downloaded tick data relative to minute bars is checked. If the data is correct, the journal contains only one entry (for each symbol):

Ticks   EURCAD : real ticks begin from 2016.04.01 00:00:00

EURCAD real tick data are present from 2016.04.01 00:00:00

Otherwise, a detailed statistics is shown allowing users to evaluate the quality of the tick history.

Ticks   EURUSD : real ticks begin from 2015.01.01 00:00:00

EURUSD real tick data are present from 2015.01.01 00:00:00

Ticks   EURUSD : 2015.01.01 00:00 - 2016.01.01 00:00  tick volumes not matched for 4 minute bars

tick volume has shown mismatch at 4 minute bars within 2015.01.01 00:00 - 2016.01.01 00:00

Ticks   EURUSD : 2015.01.01 00:00 - 2016.01.01 00:00  last prices absent for 16217 minute bars, bid prices used

no last prices detected for 16217 minute bars within 2015.01.01 00:00 - 2016.01.01 00:00, bid prices are to be used instead

Ticks   EURUSD : 2015.01.01 00:00 - 2016.01.01 00:00  last prices absent for 22 whole days, bars built by bid prices

no last prices detected for 22 full days within 2015.01.01 00:00 - 2016.01.01 00:00, bars have been generated using bid prices

Ticks   EURUSD : 2015.01.01 00:00 - 2016.01.01 00:00  last prices translation turned off for 881 minute bars, bid and last prices used

last price translation for 881 minute bars interrupted within 2015.01.01 00:00 - 2016.01.01 00:00, both last and bid prices are to be used instead

Detailed statistics appears in the agent journal after the test:

Tester  final balance 7905.30 USD

final balance comprised 7905.30 USD

Tester  EURCAD,H1: 50056687 ticks, 6195 bars generated. Environment synchronized in 0:00:02.656.

generated 50056687 ticks and 6195 bars, environment synchronization performed for 0:00:02.656

Test passed in 0:01:40.906 (including ticks preprocessing 0:00:27.047).

testing carried out for 0:01:40.906 (including ticks preparation which took 0:00:27.047)

Tester  EURCAD,H1: total time from login to stop testing 0:01:43.562 (including 0:00:07.329 for history data synchronization)

time from connecting to the agent up to the test completion - 0:01:43.562 (including history data synchronization that took 0:00:07.329)

Tester  132757966 total ticks for all symbols

generated 132757966 ticks in total for all symbols

Tester  EURCAD: generate 50056687 ticks in 0:00:08.703, passed to tester 50056687 ticks

generated 50056687 ticks for EURCAD within 0:00:08.703, 50056687 ticks passed to the tester

Tester  EURUSD: generate 42615166 ticks in 0:00:09.235, passed to tester 42587228 ticks

generated 42615166 ticks for EURUSD within 0:00:09.235, 42587228 ticks passed to the tester

Tester  USDCAD: generate 40134644 ticks in 0:00:09.109, passed to tester 40114051 ticks

generated 40134644 ticks for USDCAD within 0:00:09.109, 40114051 ticks passed to the tester

Tester  546 Mb memory used including 0.94 Mb of history data, 320 Mb of cached tick data (total memory for tick data 3135 Mb)

used 546 MB of memory, including 0.94 MB for history data and 320 MB for cache ticks (3135 MB used in total for tick data)

Tester  log file "E:\MetaTrader5\Tester\Agent-127.0.0.1-3000\logs\20160908.log" written

agent journal file saved at the specified path

If only one symbol is tested, the journal displays total statistics instead of separate lines for each symbol:

Tester  final balance 1199.73 USD

final balance is 1199.73 USD

Tester  EURUSD,H1: 42668248 ticks, 6195 bars generated. Test passed in 0:00:41.360 (including ticks preprocessing 0:00:06.672).

generated 42668248 ticks and 6195 bars. Testing carried out for 0:00:41.360 (including ticks preparation which took 0:00:06.672)

Tester  489 Mb memory used including 0.94 Mb of history data, 320 Mb of cached tick data (total memory for tick data 1023 Mb)

used 489 MB of memory, including 0.94 MB for history data and 320 MB for cache ticks (1023 MB used in total for tick data)

Tester  log file "E:\MetaTrader5\Tester\Agent-127.0.0.1-3000\logs\20160908.log" written

agent journal file saved at the specified path

The minimum data exchange between the platform and the agent is performed at the synchronization stage during a repeated testing on the same history data. History cached in the agent memory is used. If the tick generation model remains unchanged, cached tick data is used as well. In this case, testing starts immediately:

Tester  account info found

trading account data found

Network 1482 bytes of tester parameters loaded

downloaded 1482 bytes of testing parameters

Tester  initial deposit 1000.00 USD, leverage 1:100

initial deposit before testing - 1 000 USD, leverage - 1:100

Tester  successfully initialized

testing initialized

Network 1614 bytes of total initialization data received

total volume of the data obtained by the agent during initialization - 1614 bytes

Tester  Intel Core i7-3770  @ 3.40GHz, 16351 MB

configuration of the PC the agent is launched at

History EURUSD,H1: history cached from 2014.01.01 23:00

EURUSD H1 history cached starting from 2014.01.01 23:00

Tester  EURUSD,H1 (MetaQuotes-Demo): every tick generating

launched testing on all ticks (MetaQuotes-Demo server)

Tester  EURUSD,H1: testing of Experts\Tester\MultyPairCrossMA.ex5 from 2015.01.01 00:00 to 2016.01.01 00:00 started with inputs:

testing Moving Average EA from 2015.01.01 00:00 to 2016.01.01 00:00 is to be launched with the following inputs:

Tester    InpLots=0.10

Tester    InpStopLoss=50

Tester    InpTakeProfit=50

Tester    InpTrailingStop=30

Tester    InpFastMAPeriod=21

Tester    InpSlowMAPeriod=34

InpLots=0.10

InpStopLoss=50

InpTakeProfit=50

InpTrailingStop=30

InpFastMAPeriod=21

InpSlowMAPeriod=34

History EURUSD,M5: history cached from 2014.01.01 23:00

EURUSD M5 history cached starting from 2014.01.01 23:00

History EURJPY,M5: history cached from 2014.01.01 23:00

EURJPY M5 history cached starting from 2014.01.01 23:00

History USDJPY,M5: history cached from 2014.01.01 23:00

USDJPY M5 history cached starting from 2014.01.01 23:00

Testing completion

Stop out. If trading is unsuccessful, testing can be stopped by Stop Out:

Tester  final balance 44.81 USD

final balance is 44.81 USD

Tester  stop out occurred on 3% of testing interval

stop out occurred after passing 3% of the testing period

Standard completion. Testing can be stopped earlier by calling the ExpertRemove function when a certain condition is fulfilled. This is followed by the following journal entries:

MACD Sample (EURUSD,H1) 2015.03.13 03:00:00   Testing stop. Balance is 299.29

testing is stopped, the balance is 299.29

MACD Sample (EURUSD,H1) 2015.03.13 03:00:00   ExpertRemove() function called

ExpertRemove function has been called

Tester  removed itself within OnTick

EA has completed its work in the tick handler

Tester  final balance 299.29 USD

final balance is 299.29 USD

Tester  removed itself on 19% of testing interval

EA completed work after passing 3% of the testing period

Memory error. Testing can be completed ahead of schedule due to a critical error. For example, constant memory re-allocations by the ArrayResize function can lead to excessive memory fragmentation which in turn may cause the memory block to be of insufficient size. The memory error is triggered as a result.

MemoryException 8192 Mb not available

memory block of 8192 MB is unavailable

MACD Sample (EURUSD,H1) 2015.01.02 09:00:15   cannot resize ExtDoubleArray4 from 536870912 to 1073741824

at 2015.01.02 09:00:15, the EA failed to increase the ExtDoubleArray4 array size from 536870912 to 1073741824 bytes

Tester  memory error in OnTick

error occurred when handling memory in OnTick

Tester  stopped on 0% of testing interval

work complete after passing 3% of the testing period

Tester  not enough available memory, 37371 Mb used, 9178 Mb available, maximal available block is 4096 Mb

insufficient memory, total memory 37371 MB, available 9178 MB, maximum memory block size 4096 MB

Array out of range. Exceeding the array range (i.e. array element index is equal or exceeds the number of array elements) is considered a critical error (indexing begins from zero).

MACD Sample (EURUSD,H1) 2015.01.06 18:42:59 array out of range in 'MACD Sample.mq5' (473,28)

array out of range in the MACD Sample.mq5 file (string 473, position 28)

Tester  OnTick critical error

critical error in OnTick

Zero divide. Zero divide is also considered a critical error.

MACD Sample (EURUSD,H1) 2015.01.06 18:42:59 zero divide in 'MACD Sample.mq5' (465,35)

zero divide in the MACD Sample.mq5 file (string 465, position 35)

Tester  OnTick critical error

critical error in OnTick

Initialization error. Testing stops without starting if the OnInit function in the program returns a code different from INIT_SUCCEEDED. For example, this feature can be used to manage input parameters.

MACD Sample (EURUSD,H1) 2015.01.01 00:00:00 Deinit reason is 8

EA deinitialized at 2015.01.01 00:00:00

Tester  tester stopped because OnInit failed

testing stopped due to OnInit error