optimization

Files (1)

• SKILL.md

SKILL.md (first lines)

# Optimization

## Overview

Use this skill for MT5 strategy optimizations in this workspace.

Confirm the optimization setup, write a tester `.ini` under `MQL5\config\`, place the parameter ranges in `[TesterInputs]`, close any running MT5 instance, launch `terminal64.exe` with `/config:...`, and summarize the actual ranking from the exported XML report.

## Required workflow

1. Confirm the test configuration before launching.
2. Ask for these fields in this order unless the user has already specified them clearly:
   - Expert or strategy file
   - Symbol
   - Timeframe
   - Date range
   - Deposit
   - Deposit currency
   - Leverage
   - Tick model
   - Optimization on or off
   - Visualization on or off
3. Ask which input parameters will be optimized and the exact ranges.
4. Create or update a tester `.ini` under `MQL5\config\`.
5. Put the optimization ranges inside a `[TesterInputs]` section in that `.ini`.
6. Create `MQL5\backtest\reports\` if missing.
7. If MT5 is already running, close it before launch.
8. Launch MT5 with the generated `.ini`.
9. Read terminal and tester logs to confirm the optimization really started and finished.
10. Read the exported optimization XML and summarize the best passes.

## Critical local rule

In this workspace, command-line optimization works when the parameter ranges are defined in `[TesterInputs]` inside the tester `.ini`.

Do not rely on `ExpertParameters=...set` for optimization ranges here. That produced the tester error:
`no optimized parameter selected, please check input(s) to be optimized and set start, step and stop values`

## Tester ini pattern

Use this structure:

```ini
[Tester]
Expert=codex\RSICrossTrader.ex5
Symbol=GBPUSD
Period=M15
Model=4
Optimization=1
FromDate=2026.02.28
ToDate=2026.03.28
ForwardMode=0
Deposit=100000
Currency=USD
Leverage=1:100
ExecutionMode=0
OptimizationCriterion=0
Visual=0
Report=MQL5\backtest\reports\report_name
ReplaceReport=1
ShutdownTerminal=1
UseLocal=1
UseRemote=0
UseCloud=0

[TesterInputs]
InpRSIPeriod=4||4||1||4||N
InpRSIPrice=1||1||0||7||N
InpBuyLevel=30.0||30.0||3.000000||300.000000||N
InpSellLevel=70.0||70.0||7.000000||700.000000||N
InpLots=0.01||0.01||0.001000||0.100000||N
InpStopLossPoints=100||100||10||120||Y
InpTakeProfitPoints=100||100||10||120||Y
InpMagicNumber=20260328||20260328||1||202603280||N
InpOnePositionPerSymbol=true||false||0||true||N
```

## Input range format

Use MT5 optimization format:

```text
ParameterName=current||start||step||stop||selected
```

Rules:
- Use `Y` only for parameters being optimized.
- Use `N` for fixed parameters.
- Keep the current value equal to the chosen start value unless there is a reason not to.
- Preserve the parameter names exactly as declared in the EA inputs.

Example:

```text
InpStopLossPoints=100||100||10||120||Y
InpTakeProfitPoints=100||100||10||120||Y
```

## Path rules

- Write `Expert=` relative to `MQL5\Experts\`. Use `codex\RSICrossTrader.ex5`, not `Experts\codex\RSICrossTrader.ex5`.
- Write the tester `.ini` under `MQL5\config\`.
- Export reports to `MQL5\backtest\reports\report_name`.
- Optimization exports a readable XML workbook. Use that XML as the primary source.

## Launch command

Use this command pattern:

```powershell
Start-Process -FilePath 'C:\Program Files\MetaTrader 5\terminal64.exe' -ArgumentList '/config:C:\Users\<user-id>\AppData\Roaming\MetaQuotes\Terminal\<terminal-id>\MQL5\config\your-optimization.ini' -Wait
```

Before launching, close any existing MT5 process. Otherwise the tester may not run.

## Validation

Read these logs after launch:

From kecoma1/MQL5-SKILLS, MIT.

More from kecoma1/MQL5-SKILLS