This development framework provides a comprehensive MQL library for building Expert Advisors, indicators, and scripts across MetaTrader 4 and 5 platforms. It facilitates cross-platform compatibility by offering a unified API that allows developers to port MQL4 code to MQL5 with minimal modifications. The library includ
Framework & template · MT5
MQL5 Walk Forward Optimization Library
This MetaTrader 5 framework provides a library and a template expert advisor designed for walk-forward optimization.
GitHub stars4
Forks0
Last update1 year ago21 Jun 2025
LicenceNone stated
Overview
MQL5 Walk Forward Optimization Library enables developers to test strategies across moving windows of historical data to verify performance stability. The included template expert advisor demonstrates basic trade management, featuring parameters for fixed lot sizes or risk-based calculations. It includes built-in risk controls such as stop loss, take profit, and trailing stop triggers. The repository is intended as a foundation for building robust systems rather than a standalone ready-to-trade robot.
- Walk-forward analysis library
- Trade management template EA
- Risk-based position sizing
- Configurable trailing stop triggers
Details
Author
RustyKanuck on GitHub
Type
Framework & template
Platform
MetaTrader 5 (MQL5)
Markets
Any symbol
Timeframes
Any timeframe
Risk profile
No grid, martingale or hedging logic was found in its code or README. That says nothing about how it performs: backtest it first.
EA files
Input parameters
Read from WFA_EA_template v.2.mq5. Defaults are the author's; change them in the EA's Inputs tab.
| Name | Type | Default | Description |
|---|---|---|---|
Lots | double | 0.1 | |
RiskPercent | double | 2.0 | RiskPercent (0 = Fix) |
OrderDistPoints | int | 100 | |
TpPoints | int | 100 | |
SlPoints | int | 100 | |
TslPoints | int | 5 | |
TslTriggerPoints | int | 5 | |
Timeframe | ENUM_TIMEFRAMES | PERIOD_H1 | |
BarsN | int | 5 | |
ExpirationHours | int | 50 | |
Magic | int | 111 |
How to install it
- 1Download the sourceUse "Download source (.zip)" above, or clone RustyKanuck/mql5_walk_forward from GitHub, and unzip it.
- 2Open the data folderIn MetaTrader choose File, then Open Data Folder, and go to MQL5/Experts.
- 3Copy the filesCopy the .mq5 file into Experts, and any .mqh files into the Include folder the code expects.
- 4Compile in MetaEditorOpen the file in MetaEditor and press Compile. Fix any missing includes the compiler reports.
- 5Test before you tradeRun it in the Strategy Tester, then attach it to a demo chart and allow algorithmic trading.
Third-party code. ForexR did not write, test or endorse this EA, and the summary above was generated automatically from its README and code. ForexR lists only repositories with readable source code and never hosts files. Read the code, backtest it and use a demo account first; automated trading can lose money quickly.
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