Automated "per-week" MT4 backtesting?

Hi all,

I am currently interested in going live with an EA I have been closely watching on this forum.

The idea is that, just like any other strategy, a good practice is to backtest and see which parameters work out better. In my case, the EA is quite aggressive and risky, but the more you gain capital, the "safer" it gets: basically, instead of comparing multiple sets of parameters on a given period (for example, the past 12 months), I want to see what sets of parameters are the most robust in the early phase (so basically, for each set of parameters, have one backtest per month with given initial capital, or per week, over the whole period of 12 months, possibly for a set of different currency pairs).

In MT4, there is the Strategy Tester tool, which you can use to do some optimization on a given period; however, I don't know if you can kind of "split" the given period and indicate that you want the tester to kind of "reset" every month or every week or whatever.

So my question is as follows: is there an automated way to set this out, instead of running the optimization tool manually for each month/week?

Cheers,
m10021

Its possible but not simple.
First your EA needs to be modified to produce an output file that records the results of your Opimisation.
Next you need to create a windows "BAT" file which sets up your weekly test run and executes MT4 in command line mode.

How it works:
when you run the BAT file it opens MT4 in the Strategy Tester and runs your week one Optimisation
this runs the EA and produces a report.
MT4 then closes automatically (via the "ini" file that the BAT file created)
the BAT file then executes the next command which opens the next week's run and so on until all done.

when finished the variaous runs are all captured in the report file

yes, ended up going for this method, works out well for what I’m doing.

Cheers,
m10021

hi, could you share the code of this automated backtest please?