BackTestPanel

BackTestPanel is a Windows desktop panel for controlling MetaTrader 5 Strategy Tester trades from outside the tester chart. It runs a local TCP server, receives position snapshots from a MetaTrader bridge EA, and sends commands such as buy, sell, close one position, and close all positions.

Languages

• English
• 日本語
• Português

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English

Why this exists

When testing indicator-based strategies in MetaTrader 5, the Strategy Tester is restrictive for interactive tooling. Native chart interaction is limited, custom chart events are not generated in tester visual mode, and built-in network functions such as WebRequest() and MQL5 socket functions are not executed in the tester.

BackTestPanel works around that testing gap with two parts:

• BackTestPanel_VX.Y.Z.exe: the external Windows panel and local TCP server.
• BridgeTcpClient.ex5: the MetaTrader 5 Expert Advisor that receives panel commands and executes trades in the tester.

How it works

The panel opens a local TCP server at 127.0.0.1:47001. The MT5 bridge connects to that server, sends position snapshots, and waits for line-based commands.

Supported bridge commands:

Command	Purpose
buy	Opens a buy position using CTrade.Buy()
sell	Opens a sell position using CTrade.Sell()
close_position	Closes a position by ticket or symbol
close_all	Closes all positions, optionally filtered by symbol

The bridge publishes position updates as type=positions messages, so the panel can display the current tester state.

Required MT5 files

The project depends on the files in resources:

File	Use
resources/BridgeTcpClient.ex5	Compiled EA to attach to the Strategy Tester. This file is also published in every GitHub release.
resources/BridgeTcpClient.mq5	Source code for the bridge EA.
resources/TCPClient.mqh	TCP client include used by the bridge. It imports Windows Winsock functions from ws2_32.dll.

MT5 setup

1. Download BackTestPanel_VX.Y.Z.exe and BridgeTcpClient.ex5 from the release.
2. Copy BridgeTcpClient.ex5 into your MetaTrader 5 MQL5/Experts folder.
3. Start BackTestPanel.
4. Open Strategy Tester in MetaTrader 5.
5. Select BridgeTcpClient as the Expert Advisor, enable visual mode if desired, and run the test.
6. In the EA inputs, keep the defaults unless you changed the panel TCP settings:
   • InpServerHost: 127.0.0.1
   • InpServerPort: 47001
   • InpTesterOnly: true
7. Enable Allow DLL imports for the tested EA.

Why DLL imports are required

TCPClient.mqh imports ws2_32.dll, the Windows Winsock 2 library. Winsock is the standard Windows networking API used for socket operations such as startup, socket creation, connect, send, receive, and cleanup. The bridge calls functions such as WSAStartup, socket, connect, send, recv, closesocket, and WSACleanup to communicate with the external panel.

This is necessary because MQL5 built-in network functions are restricted in the Strategy Tester. Official MQL5 documentation notes that WebRequest() cannot be executed in the Strategy Tester, and the MQL5 Algo Book states that functions that interact with the outside world, including socket functions, are not executed in the tester. MT5 does allow DLL calls on local tester agents only when Allow DLL imports is enabled; remote agents forbid DLL calls for security reasons.

Build

.venv\Scripts\python.exe -m src.scripts.build --version 0.1.0

The onefile executable is created as:

dist/BackTestPanel_V0.1.0.exe

Release

Pushing a tag in the vX.Y.Z format builds the Windows onefile executable and creates a GitHub release with both assets:

• BackTestPanel_VX.Y.Z.exe
• BridgeTcpClient.ex5

git tag v0.1.0
git push origin v0.1.0

References

• MQL5 Network functions
• MQL5 WebRequest
• MQL5 Strategy Tester limitations
• MQL5 Using DLLs in testing
• MQL5 importing DLL functions
• Microsoft WSAStartup / Winsock

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日本語

このプロジェクトの目的

MetaTrader 5 でインジケーターを使った戦略をテストする場合、Strategy Tester では対話的な操作に制限があります。テスターのビジュアルモードではカスタムチャートイベントが生成されず、WebRequest() や MQL5 のソケット関数のような組み込みネットワーク機能もテスター内では実行されません。

BackTestPanel は、その制限を回避するための外部パネルです。

• BackTestPanel_VX.Y.Z.exe: Windows 用の外部パネルとローカル TCP サーバー。
• BridgeTcpClient.ex5: パネルからの注文コマンドを受け取り、Strategy Tester 内で売買を実行する MT5 Expert Advisor。

仕組み

パネルは 127.0.0.1:47001 でローカル TCP サーバーを起動します。MT5 側の bridge EA がそのサーバーへ接続し、ポジション情報を送信しながら、パネルからのコマンドを待ち受けます。

対応コマンド:

コマンド	内容
buy	CTrade.Buy() で買いポジションを開く
sell	CTrade.Sell() で売りポジションを開く
close_position	チケットまたはシンボルでポジションを決済
close_all	すべてのポジションを決済。シンボル指定も可能

必要な MT5 ファイル

このプロジェクトは resources フォルダー内のファイルに依存します。

ファイル	用途
resources/BridgeTcpClient.ex5	Strategy Tester にセットするコンパイル済み EA。GitHub release にも含まれます。
resources/BridgeTcpClient.mq5	bridge EA のソースコード。
resources/TCPClient.mqh	bridge が使用する TCP クライアント include。Windows の ws2_32.dll を import します。

MT5 の設定

1. Release から BackTestPanel_VX.Y.Z.exe と BridgeTcpClient.ex5 をダウンロードします。
2. BridgeTcpClient.ex5 を MetaTrader 5 の MQL5/Experts フォルダーへコピーします。
3. BackTestPanel を起動します。
4. MetaTrader 5 の Strategy Tester を開きます。
5. Expert Advisor として BridgeTcpClient を選択し、必要に応じて visual mode を有効にしてテストを開始します。
6. EA input は通常デフォルトのままで使えます。
   • InpServerHost: 127.0.0.1
   • InpServerPort: 47001
   • InpTesterOnly: true
7. テストする EA の設定で Allow DLL imports を有効にします。

DLL import が必要な理由

TCPClient.mqh は Windows の Winsock 2 ライブラリである ws2_32.dll を import します。Winsock は Windows の標準ネットワーク API で、ソケット初期化、接続、送信、受信、終了処理などを提供します。この bridge は WSAStartup, socket, connect, send, recv, closesocket, WSACleanup などを使って外部パネルと通信します。

MQL5 の組み込みネットワーク機能は Strategy Tester 内で制限されるため、この設計になっています。公式ドキュメントでは WebRequest() は Strategy Tester で実行できないとされ、MQL5 Algo Book でも外部世界と通信する関数、ソケット関数を含む処理はテスターで実行されないと説明されています。ローカル tester agent では Allow DLL imports を有効にした場合のみ DLL 呼び出しが許可され、remote agent ではセキュリティ上禁止されています。

ビルド

.venv\Scripts\python.exe -m src.scripts.build --version 0.1.0

生成される onefile:

dist/BackTestPanel_V0.1.0.exe

Release

vX.Y.Z 形式の tag を push すると、GitHub Actions が Windows onefile をビルドし、次の 2 つの asset を release に追加します。

• BackTestPanel_VX.Y.Z.exe
• BridgeTcpClient.ex5

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Português

Motivação

Ao testar uma estratégia com indicadores no MetaTrader 5, o Strategy Tester bloqueia várias formas de interação direta. Em modo de teste, não é prático criar um painel MQL5 interativo, os eventos customizados de chart não são gerados no visual tester, e as funções nativas de rede do MQL5, como WebRequest() e sockets, não são executadas no tester.

O BackTestPanel nasceu para resolver esse ponto: controlar compras, vendas e fechamentos por um painel externo enquanto o teste roda no MetaTrader 5.

• BackTestPanel_VX.Y.Z.exe: painel externo para Windows e servidor TCP local.
• BridgeTcpClient.ex5: Expert Advisor do MetaTrader 5 que recebe os comandos do painel e executa as operações no Strategy Tester.

Como funciona

O painel abre um servidor TCP local em 127.0.0.1:47001. O EA BridgeTcpClient conecta nesse servidor, envia snapshots das posições abertas e recebe comandos em texto.

Comandos suportados:

Comando	Função
buy	Abre uma compra usando CTrade.Buy()
sell	Abre uma venda usando CTrade.Sell()
close_position	Fecha uma posição por ticket ou símbolo
close_all	Fecha todas as posições, com filtro opcional por símbolo

As posições são enviadas pelo bridge com mensagens type=positions, permitindo que o painel mostre o estado atual do teste.

Arquivos necessários do MetaTrader 5

O uso do painel depende dos arquivos da pasta resources:

Arquivo	Uso
resources/BridgeTcpClient.ex5	EA compilado para colocar no Strategy Tester. Também fica disponível para download em toda release.
resources/BridgeTcpClient.mq5	Código-fonte do EA bridge.
resources/TCPClient.mqh	Include do cliente TCP. Ele usa #import "ws2_32.dll" para acessar sockets do Windows.

Como usar no MT5

1. Baixe BackTestPanel_VX.Y.Z.exe e BridgeTcpClient.ex5 na release.
2. Copie BridgeTcpClient.ex5 para a pasta MQL5/Experts do MetaTrader 5.
3. Abra o BackTestPanel.
4. Abra o Strategy Tester no MetaTrader 5.
5. Selecione BridgeTcpClient como Expert Advisor, ative o visual mode se desejar, e inicie o teste.
6. Nos inputs do EA, mantenha os padrões se o painel estiver local:
   • InpServerHost: 127.0.0.1
   • InpServerPort: 47001
   • InpTesterOnly: true
7. Nas configurações do teste/EA, habilite Allow DLL imports.

Por que a DLL é necessária

O arquivo TCPClient.mqh usa a DLL do Windows ws2_32.dll, que implementa o Winsock 2. Winsock é a API padrão do Windows para comunicação por sockets TCP/IP. No bridge, ela é usada para inicializar a pilha de rede (WSAStartup), criar socket (socket), conectar (connect), enviar (send), receber (recv), fechar (closesocket) e liberar recursos (WSACleanup).

Essa abordagem é necessária porque as funções nativas de rede do MQL5 não funcionam no Strategy Tester. A documentação oficial informa que WebRequest() não pode ser executada no Strategy Tester, e o MQL5 Algo Book explica que funções que interagem com o mundo externo, incluindo sockets, não são executadas no tester. No agente local, chamadas de DLL são permitidas somente com Allow DLL imports habilitado; em agentes remotos, DLLs são proibidas por segurança.

Build local

.venv\Scripts\python.exe -m src.scripts.build --version 0.1.0

O executável onefile será criado em:

dist/BackTestPanel_V0.1.0.exe

Release

Ao publicar uma tag no formato vX.Y.Z, o GitHub Actions compila o Windows onefile e cria uma release com:

• BackTestPanel_VX.Y.Z.exe
• BridgeTcpClient.ex5

git tag v0.1.0
git push origin v0.1.0