Topics: metatrader5, mql5, backtesting, expert-advisor, mql4, metatrader, forex-trading, automated-trading, quantitative-trading, trading-strategies, forward-testing, strategy-tester, monte-carlo, mt4, mt5, trading-bot, mt5-backtest-engine, mt5-bar-replay, mt5-forward-tester

Information

Live strategy backtesting and forward-testing platform for MT5 / MT4 traders. The project lets you replay historical bars, run real-time forward tests, and measure walk-forward performance against streaming market data, all from one desktop console with full equity curve, drawdown, and profit factor analytics.

🧪 Live Strategy Backtest MT5/MT4

Bar-by-bar replay engine plus live forward-test mode with equity curve, drawdown stats, and side-by-side strategy comparison.

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📸 Screenshot

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🎬 Demo

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Why Live Backtesting?

A strategy that wins on static history can still die on live data.

This project bridges the gap by running:

• Full historical replay
• Real-time forward tests on streaming bars
• Side-by-side comparison of both equity curves

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What It Does

Live Strategy Backtest MT5/MT4 turns your trading idea into a measurable, statistically honest workflow.

Module	Description
Bar Replay Engine	Steps through history at variable speed
Forward Test	Runs strategy on live broker feed
Order Simulator	Slippage & spread aware execution
Equity Tracker	Real-time balance & drawdown
Stats Engine	Sharpe, profit factor, expectancy
Trade Log	Every entry, exit, and reason

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Features

Feature	Description
Replay Speed Control	1x to 500x bar speed
Equity Curve	Live drawing & zoom
Drawdown Heatmap	Max DD per session highlighted
Strategy Slots	Load multiple strategies in parallel
MT4 / MT5 Support	Platform selection system
Symbol & Timeframe	Any pair, M1 to D1
Spread Simulator	Fixed / variable / realistic
Trade Table	All trades with P&L and R
Stats Panel	Win rate, PF, Sharpe, expectancy
Export	CSV / JSON results

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System Behavior

• Deterministic replay, identical run = identical result
• Forward and replay can run side by side
• Pause / resume any test mid-run
• Crash-safe state save per session

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Quick Start

Requirements:

• Windows 10 / 11
• .NET 8+
• Visual Studio 2022

git clone https://github.com/your-username/live-strategy-backtest.git

Open solution → Press F5

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How to Use

1. Launch app
2. Select MT4 / MT5
3. Enter login
4. Click CONNECT
5. Load strategy & data range
6. Pick replay speed
7. Click START TEST
8. Read equity & stats live

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Interface Logic

EQUITY  ┌─/\__/\─┐
        │       └─/\
DD      ────▼────▼──
TRADES  +  -  +  +  -

• Green = trade closed in profit
• Red = trade closed in loss
• Blue line = equity curve
• Red shading = drawdown

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Roadmap

• Bar replay
• Forward test
• Stats engine
• Real MT5 history bridge
• Monte Carlo runs
• Walk-forward optimizer
• Cloud test queue

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Contributing

1. Fork
2. git checkout -b feature/new-feature
3. git commit -m "Add feature"
4. git push
5. Open PR

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License

MIT

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Live Strategy Backtest MT5/MT4 · v1.0