Aide MetaTrader 5

Journal de Test

Le processus entier du test et de l'optimisation est écrit dans le journal en détails. Voyons ce qui se produit après avoir cliqué sur le bouton Démarrer dans le testeur de stratégie.

Préparation de l'historique des prix

Avant de lancer le test ou l'optimisation, le testeur prépare l'environnement. La présence de l'historique du symbole testé est vérifiée et l'historique en entier stocké sur le serveur de trading est synchronisé. Si la plateforme n'a pas d'historique pour le symbole testé, la synchronisation avec le serveur de trading peut prendre quelques 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

Si le test est effectué sur la base de ticks réels, la plateforme synchronique les ticks existants dans l'intervalle des dates. Le téléchargement des ticks peut être assez long.

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

La présence de paires croisées est vérifiée ensuite. Par exemple, si le test est effectué sur l'EURCAD, alors que la devise de dépôt est l'USD, les symboles EURUSD et USDCAD sont nécessaires pour calculer le profit et le besoin de marge lors de l'exécution des trades. La synchronisation complète de l'historique et de ces symboles est donc effectuée. Si nécessaire, les données des ticks sont également synchronisées. La préparation des données des prix est décrite en détails dans le journal du testeur :

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

Démarrage du test/de l'optimisation

Le test/l'optimisation ne commence que lorsque toutes les données historiques nécessaires (ainsi que les ticks si vous testez/optimisez en utilisant les ticks réels) sont synchronisées.

La connexion à un agent de test sélectionné est établie pendant un seul test. L'agent peut être local ou sur le réseau.

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

Le nom du dossier de données de l'agent local correspond à son adresse et à son port.

Une fois que la connexion est établie, l'environnement est synchronisé selong les paramètres du test.

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

A partir de ce moment, l'agent commençe son propre journal et à envoyer ses données à l'agent de test. Le journal de l'agent local peut être ouvert à partir du menu contextuel du journal du testeur. Le journal montre les détails de la synchronisation de l'environnemment entre le terminal et l'agent.

Initialisation et synchronisation de l'environnement :

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

Synchronisation des paramètres de test et des données du symbole testé :

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

Synchronisation des taux croisés :

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

Séquences de ticks

Les séquences de ticks sont générées avant le test. Plus il y a de ticks utilisés, plus le délai avant le test sera long.

Si vous testez sur des ticks réels, la correction des données téléchargées des ticks est vérifiéee relativement aux barres en minutes. Si les données sont correctes, le journal ne contient qu'une seule entrée (pour chaque symbole) :

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

Autrement, des statistiques détaillées sont affichées, permettant aux utilisateurs d'évaluer la qualité de l'historique des ticks.

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

Les statistiques détaillées apparaissent dans le journal de l'agent après le 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

Si un seul symbole est testé, le journal affiche les statistiques totales au lieu de lignes séparées pour chaque symbole :

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

Un échange minimum des données entre la plateforme et l'agent est effectué au moment de la synchronisation pendant la répétition d'un test sur les mêmes données historiques. L'historique mis en cache dans la mémoire de l'agent est utilisé. Si le modèle de génération des ticks reste inchangé, les données des ticks mises en cache sont également utilisées. Dans ce cas, le test démarre immédiatement :

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

Fin du Test

Stop out. si le trading n'est pas à succès, le test peut être stoppé par un 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

Fin standard. Le test peut être stoppé plus tôt en appelant la fonction ExpertRemove lorsqu'une certaine condition est remplie. On peut le voir avec les entrées suivantes du journal :

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

Erreur mémoire. Le test peut être terminé en avance suite à une erreur critique. Par exemple, une réallocation constante de la mémoire par la fonction ArrayResize peut provoquer une fragmentation excessive de la mémoire, ce qui peut causer ensuite une insuffisance de la taille mémoire. L'erreur mémoire est alors générée.

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

En dehors des limites d'un tableau (Array out of range). L'utilisation d'un tableau en dehors de ses limites (l'index de l'élément du tableau est supérieur au nombre d'éléments du tableau) est considéré comme une erreur critique (l'indexation commence à zéro).

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

Division par zéro. Une division par zéro est également considérée comme une erreur critique.

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

Erreur d'initialisation. Le test s'arrête sans avoir commencé si la fonction OnInit du programme retourne un code d'erreur différent de INIT_SUCCEEDED. Par exemple, cette fonctionnalité peut être utilisée pour gérer les paramètres d'entrée.

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