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# MBT — MT5 Backtest Toolkit (MCP Server)
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# MBT — MT5 Backtest Toolkit
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```
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<p align="center">
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███╗ ███╗██████╗ ████████╗
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<img src="docs/assets/mbt-overview.svg" alt="MBT: indicator-signal replay and native MT5 Expert Advisor testing, with evidence reports" width="100%">
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████╗ ████║██╔══██╗╚══██╔══╝
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</p>
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██╔████╔██║██████╔╝ ██║
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██║╚██╔╝██║██╔══██╗ ██║
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██║ ╚═╝ ██║██████╔╝ ██║
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╚═╝ ╚═╝╚═════╝ ╚═╝
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MT5 Backtest Toolkit · replay real signals on real bars
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╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴╴
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```
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**Backtest, build, optimize and inspect MetaTrader 5 strategies through an AI assistant — real indicator signals and native MT5 EA tests, with readable evidence reports.**
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An **MCP server for researching MetaTrader 5 strategies with an AI assistant**.
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MBT connects your assistant to MT5 price data and tester results, then turns
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recorded evidence into reports you can inspect.
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**Requirements:** Python 3.10+ · MetaTrader 5 · an MCP-compatible AI client (the examples use Claude Code)
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**Python 3.10+** · **MetaTrader 5** · **MCP-compatible AI client** · [MIT license](LICENSE)
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For indicators, add the logging include below. For native EA testing, use an installed Expert Advisor. Through the AI client you can:
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[Get started](#install) · [Choose a workflow](#how-it-works) · [Explore the reports](#what-the-report-contains) · [Browse MCP tools](#tools-mcp) · [Compare with MT5](#mt5-directly-versus-mbt--an-ai-assistant)
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- **Backtest your indicator's real signals** — replayed on real broker bars, with an HTML report.
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| Indicator signals | Expert Advisors |
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- **Run your indicator headlessly** — MT5 executes it over a selected date range and logs its signals, subject to available price history.
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- **Build, test & verify an Expert Advisor** — compile it, run MT5's native Strategy Tester, and compare logged signals for strategy drift.
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| Run an instrumented indicator in MT5, then replay **its logged signals** against broker price bars. | Compile and single-test an EA in MT5, inspect inputs, and run bounded complete or genetic optimization. |
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- **Inspect and fine-tune EA inputs** — compare exposed methods, periods and other settings using MT5's complete or genetic optimizer.
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| Inspect entries, exits and ambiguous bars in an HTML report. | Freeze candidates, check later dates, inspect trades on a chart, and optionally resample verified closed trades. |
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- **Check frozen candidates on later dates** — retain the in-sample winner and compare detailed in-sample/out-of-sample reports.
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- **Inspect saved EA trades on an MT5 chart** — ask your assistant to open the recorded deals, or use a button in the report.
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- **Explore trade-order and sample risk** — run limited Monte Carlo diagnostics from verified closed trades, with balance, drawdown and profit charts.
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The core principle: **MBT never recalculates your indicator in Python.** Your
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These are different test paths: indicator replay does **not** optimize indicator
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indicator logs the signals *it* generated; MBT reads those real signals and
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inputs or execute an EA. EA optimization uses MT5's native tester; MBT does not
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replays real broker price bars forward to see whether each trade hit its stop
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replace it. Neither path proves future profitability.
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or its target. The replay uses your indicator's logged signals rather than a Python reimplementation.
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---
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---
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## How it works
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## How it works
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```
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**For indicator signals:** add `SignalLogger.mqh`, let the indicator write
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Your MT5 indicator MBT (this toolkit)
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`signals.csv`, then ask MBT to replay those entries against MT5 bars. MBT reports
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┌──────────────────┐ ┌────────────────────────────┐
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whether the logged stop or target was reached under the chosen bar rules.
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│ #include │ writes │ reads signals.csv │
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│ <SignalLogger> ├─ signals.csv ┤ │
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│ LogSignal(...) │ │ replays real MT5 bars │
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└──────────────────┘ │ forward → WIN / LOSS / OPEN │
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│ │
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│ tools for AI assistants: │
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│ get_ohlcv │
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│ get_signals │
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│ run_indicator (headless) │
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│ backtest (+ HTML report) │
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│ validate_signals │
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└────────────────────────────┘
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```
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That's the indicator-backtest loop above. MBT also drives MT5's own toolchain to
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**For Expert Advisors:** MBT asks MT5 to compile or test the actual EA. It can
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**build, test and verify an Expert Advisor** (`compile_ea`, `run_strategy_tester`,
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orchestrate native input optimization, freeze an in-sample selection, and run
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`signal_parity`) and orchestrates native optimization. These are distinct paths:
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separate later-period checks. Limited Monte Carlo uses verified saved trades;
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indicator replay does not optimize indicator inputs or execute an EA. EA optimization
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it does not rerun the EA or model its future signals. See [Use it](#use-it)
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executes the real EA in MT5; Monte Carlo resamples its saved trade history without
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for the individual workflows.
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executing the EA again. See [Use it](#use-it) for each workflow.
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---
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---
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<svg xmlns="http://www.w3.org/2000/svg" width="1200" height="320" viewBox="0 0 1200 320" role="img" aria-labelledby="title desc">
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<title id="title">MBT — MT5 Backtest Toolkit</title>
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<desc id="desc">Indicator signals flow to price-bar replay; Expert Advisor inputs flow to the native MT5 tester. Both workflows produce evidence reports.</desc>
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<defs>
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<linearGradient id="background" x2="1" y2="1"><stop stop-color="#0B1324"/><stop offset="1" stop-color="#132843"/></linearGradient>
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<linearGradient id="accent" x2="1" y2="0"><stop stop-color="#48D8C1"/><stop offset="1" stop-color="#72A6FF"/></linearGradient>
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</defs>
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<text x="133" y="91" fill="#F5FAFF" font-family="Segoe UI, Arial, sans-serif" font-size="59" font-weight="750" letter-spacing="-2">MBT</text>
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<text x="44" y="159" fill="#A7C3DC" font-family="Segoe UI, Arial, sans-serif" font-size="19" font-weight="600" letter-spacing="2.5">MT5 BACKTEST TOOLKIT</text>
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<text x="44" y="207" fill="#F4F8FF" font-family="Segoe UI, Arial, sans-serif" font-size="27" font-weight="600">From a trading idea to inspectable evidence.</text>
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<text x="44" y="248" fill="#A7C3DC" font-family="Segoe UI, Arial, sans-serif" font-size="17">Local-first research through an AI assistant.</text>
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<text x="642" y="73" fill="#91ABC5" font-family="Segoe UI, Arial, sans-serif" font-size="13" font-weight="700" letter-spacing="2">TWO TEST PATHS</text>
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<text x="680" y="130" fill="#ECFAF8" font-family="Segoe UI, Arial, sans-serif" font-size="16" font-weight="600">Indicator signals</text>
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<text x="831" y="130" fill="#7FB5AD" font-family="Segoe UI, Arial, sans-serif" font-size="16">→</text>
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<text x="855" y="130" fill="#ECFAF8" font-family="Segoe UI, Arial, sans-serif" font-size="16">Bar replay</text>
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<text x="680" y="211" fill="#EEF4FF" font-family="Segoe UI, Arial, sans-serif" font-size="16" font-weight="600">EA inputs</text>
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<text x="831" y="211" fill="#91A9D9" font-family="Segoe UI, Arial, sans-serif" font-size="16">→</text>
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<text x="855" y="211" fill="#EEF4FF" font-family="Segoe UI, Arial, sans-serif" font-size="16">MT5 tester</text>
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<text x="1045" y="131" fill="#C9F9EB" font-family="Segoe UI, Arial, sans-serif" font-size="12" font-weight="700">REPORT</text>
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<text x="1045" y="212" fill="#DBE7FF" font-family="Segoe UI, Arial, sans-serif" font-size="12" font-weight="700">REPORT</text>
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<text x="643" y="266" fill="#8CA9C4" font-family="Segoe UI, Arial, sans-serif" font-size="13">Real inputs · saved results · explicit limits</text>
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</svg>
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