Preparing MetaTrader 5 Trade History for Performance Analysis
Summary
The article explains how to turn MetaTrader 5’s detailed deal log into a compact, analyzable record of positions. It groups deals by position ID and symbol, accounting for partial entries and exits, position reversals, and account events such as deposits, withdrawals, and variation margin. The source log’s opening-time ordering can misrepresent when trades actually close, so organizing the data by position helps produce a clearer retrospective.
The proposed workflow extracts deal fields, builds position-level records with opening and closing times, and generates reports for a chosen symbol or date range. The author says the resulting history and report visualizations can support later statistical or econometric analysis, but explicitly does not prescribe how to evaluate a strategy. Examples draw on real trading history, while the code demonstration uses a deliberately accumulated demo-account period. The article also cautions that some calculations are approximate because they omit liquidity, commissions, and exceptional events; conclusions depend on the selected history and the quality of the source records.
Key ideas
- Group deal records by position ID and symbol to reconstruct position-level trading history.
- Partial fills, scaled entries, reversals, and account adjustments complicate raw deal logs.
- Opening-time ordering can obscure the sequence of realized trade outcomes.
- Filter the history by asset and period before generating reports for further analysis.
- The article supplies data-preparation methods rather than a strategy-evaluation framework.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.