MT5 Technical Guides & Backtesting Methodology
Factual engineering notes on real tick export, TPE Bayesian optimization, Deflated Sharpe Ratio, 2026 Prop-Firm rules, and live execution diagnostics.
Exporting Real MetaTrader 5 Ticks to Parquet Without Data Gaps
Why OHLC-interpolated M1 bars hide broker spread widening, and how to extract clean millisecond bid/ask ticks directly from your MetaTrader 5 terminal.
Deflated Sharpe Ratio (DSR) & Out-of-Sample Wear in Bayesian Optimization
Every additional batch of tested combinations raises the expected false-positive Sharpe peak: here is how DSR and OOS wear tracking quantify selection bias.
2026 Prop-Firm Daily Drawdown Mechanics (FTMO, FundedNext, The5ers, E8)
Most prop-firm breaches happen intra-bar when floating equity crosses the daily threshold calculated from the midnight balance/equity anchor.
Backtesting XAUUSD (Gold) on MT5: Causal Fair Value Gaps, Killzones & 2x Slippage
Gold (XAUUSD) exhibits sharp volatility bursts and variable spreads: learn how to test causal market-structure signals without look-ahead bias.
Exact Account-Currency P&L, Margin & Lot Sizing on MT5 Cross Pairs
Backtesting JPY or GBP crosses in a USD or EUR account without historical FX conversion distorts pip value, lot sizing, margin, and stop-out levels.
Diagnosing MT5 Backtest-to-Live Drift: Broker Friction vs Market Regime Shift
When a live MT5 Expert Advisor diverges from its backtest baseline, blind re-optimization destroys OOS integrity: separate execution friction from signal decay first.