mirror of
https://github.com/FXDavid-OffbeatForex/MBT.git
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feat: run_indicator — backtest an indicator headlessly, no chart attach
MT5 can't attach an indicator to a chart via API, so a generic host EA (MBT_IndicatorHost) loads any indicator with iCustom inside the Strategy Tester; the indicator's OnCalculate runs over the date range and its SignalLogger.mqh (now tester-aware: FILE_COMMON under MQL_TESTER) writes the signals to the shared Common/Files folder, which the new run_indicator tool reads back. Removes the manual "attach to a chart" step from the flow. - core/indicator_runner.py: drives the headless run (stale-guard, .set in Profiles/Tester, signal span + warm-up note, instance-clash detection) - mcp_server.py: wires the run_indicator tool - mql5/SignalLogger.mqh: tester-gated FILE_COMMON (chart behaviour unchanged) - mql5/MBT_IndicatorHost.mq5: the generic host EA (places no trades) - install.py: also copies the host EA into MQL5/Experts - README: no-chart flow documented; chart attach now optional Validated under Wine: 348 signals on XAUUSDzero H1, stale-guard + error paths confirmed; host EA + SignalLogger compile 0/0. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
FXDavid
co-authored by
Claude Opus 4.8
Claude Opus 4.8
parent
a4b0fbf615
commit
ef1b66756b
@@ -38,6 +38,7 @@ That's what MBT is built on. The indicator logs what it actually did. MBT reads
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│ tools exposed to Claude: │
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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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@@ -137,8 +138,16 @@ LogSignal(shift, false, entry, sl, tp, "TRENDING"); // SELL
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`regime` is optional — pass `""` if you don't use it. When present, the backtest
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report breaks results down per regime.
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Compile, attach to the chart. The indicator writes `signals.csv` to
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`<terminal>\MQL5\Files\`.
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Compile it — that's all. From here you have two ways to make the indicator log
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its signals:
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- **Headless (recommended):** ask Claude to run it — `run_indicator` computes the
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indicator over your chosen date range with no chart and writes the signals
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automatically. Nothing to attach.
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- **On a chart:** attach the compiled indicator to a chart as usual; it writes
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`signals.csv` live as it runs.
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Either way you end up with the same signal file, which the `backtest` tool reads.
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---
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@@ -146,7 +155,23 @@ Compile, attach to the chart. The indicator writes `signals.csv` to
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Just describe what you want in Claude Code — Claude picks the right tool automatically.
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**Backtest your indicator's signals:**
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**Run your indicator and backtest it — no chart needed:**
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> "run my RegimePlusePro indicator on XAUUSD H1 for the last 3 years, then backtest it"
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Claude runs the indicator headlessly (it computes over the whole range and logs
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its own signals), then replays those signals on real bars and hands you the
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metrics + an HTML report. You never open a chart.
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> **One-time setup for the headless run:** it needs the `tester:` block filled in
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> (see `config.example.yaml`) and the bundled host EA `MBT_IndicatorHost.mq5`
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> (in `mql5/`) compiled into `MQL5/Experts` — just ask Claude to "compile the MBT
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> indicator host" once. The indicator must log via `SignalLogger.mqh` (a bespoke
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> logger that writes only to the local Files folder won't be found under the
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> tester), and it runs with its **default** inputs.
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**Or backtest signals you already have** (from a previous run, or an indicator
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running live on a chart):
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> "backtest my signals"
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> "backtest signals since 2026-01-01 and give me the HTML report"
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@@ -230,6 +255,7 @@ a timestamp.
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| `validate_signals` | check SL/TP geometry of every signal |
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| `get_config` | show the active terminal + signal file |
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| `compile_ea` | compile an EA/indicator with MetaEditor → structured errors/warnings |
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| `run_indicator` | run an indicator headlessly so it logs its signals — no chart attach |
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| `run_strategy_tester` | run MT5's real headless Strategy Tester on an EA → metrics + report |
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| `signal_parity` | diff two signal sets and report the first divergence |
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@@ -0,0 +1,189 @@
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"""
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Headless indicator runner — make an indicator log its signals with no chart.
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MT5 has no API to attach an indicator to a chart, and its Strategy Tester only
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runs Experts. So MBT ships a tiny generic host EA (MBT_IndicatorHost) that loads
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ANY indicator via iCustom inside the tester; once loaded the indicator's
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OnCalculate runs bar-by-bar over the chosen date range, and if it logs its own
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signals (via SignalLogger.mqh) those signals get written automatically.
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This module drives that: it writes the host EA's .set file (which indicator to
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load), clears any stale signal CSV, runs the tester headlessly, then reads back
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the signals the indicator wrote to the shared Common\\Files folder.
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Requirement: the indicator must log through SignalLogger.mqh — under the tester
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that logger transparently writes to Common\\Files, which is where we read. An
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indicator with a bespoke logger that writes only to the local Files folder lands
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in the tester's per-agent sandbox and won't be found here.
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"""
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import os
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import time
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import subprocess
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from .connection import reports_dir
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from .tester import (_tester_cfg, _data_dir, _common_files_dir, _launch_cmd,
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build_tester_ini, _fmt_date)
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HOST_EA = "MBT_IndicatorHost"
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def _profiles_tester_dir() -> str:
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"""MT5 reads a tester .set file from MQL5/Profiles/Tester/ — return that dir
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(created if missing) under the active data dir."""
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d = os.path.join(_data_dir(), "MQL5", "Profiles", "Tester")
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os.makedirs(d, exist_ok=True)
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return d
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def _write_set_file(name: str, indicator: str) -> str:
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"""Write a minimal .set passing InpIndicator to the host EA. Returns the bare
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filename (ExpertParameters is resolved relative to Profiles/Tester)."""
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fname = name + ".set"
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path = os.path.join(_profiles_tester_dir(), fname)
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with open(path, "w", encoding="utf-8") as f:
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f.write("InpIndicator=%s\n" % indicator)
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f.write("InpBuffersToPull=2\n")
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return fname
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def _signal_csv_path(signal_file: str) -> str:
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"""Where the hosted indicator's SignalLogger writes under the tester: the
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shared Common/Files folder, by the file's bare name."""
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return os.path.join(_common_files_dir(), os.path.basename(signal_file))
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def _signal_span(path: str):
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"""Return (count, first_time, last_time) over the signal CSV's data rows
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(excluding a header). Times are the raw first-column strings, or None."""
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if not os.path.isfile(path):
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return 0, None, None
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n = 0
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first = last = None
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with open(path, encoding="cp1252", errors="replace") as f:
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for line in f:
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if not line.strip():
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continue
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if line.lower().startswith("time,"):
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continue # header (identified by content, not position)
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n += 1
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stamp = line.split(",", 1)[0].strip()
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if first is None:
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first = stamp
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last = stamp
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return n, first, last
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def run_indicator(indicator, symbol, timeframe="h1", from_date=None, to_date=None,
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signal_file="signals.csv", model=None, deposit=None,
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leverage=None, timeout_sec=None, host_ea=HOST_EA) -> dict:
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"""Run an indicator headlessly through the tester so it logs its own signals.
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indicator : name under MQL5/Indicators (e.g. 'RegimePlusePro'), .ex5 optional.
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symbol : broker symbol (e.g. 'XAUUSD').
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timeframe : 1m 5m 15m 30m 1h 4h 1d 1w.
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from/to : 'YYYY-MM-DD' (omit -> broker's full history).
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signal_file : the indicator's SignalLogFile name; read back from Common/Files.
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Uses the indicator's compiled-in default, so leave as the default
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unless the indicator hard-codes a different name.
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Returns the signal CSV path and the number of signals logged. The indicator
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runs with its DEFAULT inputs (iCustom uses compiled defaults) — if you tuned
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its inputs on a chart, recompile the indicator with those as defaults.
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"""
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t = _tester_cfg()
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model = model or t.get("default_model", "open_prices")
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deposit = deposit or t.get("default_deposit", 10000)
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leverage = leverage or t.get("default_leverage", 100)
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timeout = timeout_sec or t.get("timeout_sec", 1800)
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indicator = str(indicator).strip()
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if not indicator:
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return {"error": "indicator name is empty."}
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host_name = host_ea if host_ea.lower().endswith(".ex5") else host_ea + ".ex5"
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stamp = time.strftime("%Y%m%d_%H%M%S")
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run_name = "%s_%s" % (os.path.splitext(os.path.basename(indicator))[0], stamp)
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# .set tells the host EA which indicator to load.
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set_file = _write_set_file(run_name, indicator)
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ini_txt = build_tester_ini(host_name, symbol, timeframe, from_date, to_date,
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model, deposit, leverage, report_path=run_name,
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set_file=set_file)
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ini_path = os.path.join(reports_dir(), run_name + ".ini")
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with open(ini_path, "w", encoding="utf-8") as f:
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f.write(ini_txt)
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# STALE GUARD: clear the signal CSV before launch, so a leftover file from a
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# previous run can never be read back as this run's signals. Fail loud if it
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# can't be cleared (a silent stale read is exactly what this prevents).
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csv_path = _signal_csv_path(signal_file)
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if os.path.isfile(csv_path):
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try:
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os.remove(csv_path)
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except OSError:
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pass
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if os.path.isfile(csv_path):
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return {"error": "Could not clear the stale signal file at %s "
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"(file locked?). Close any running MT5 terminal and "
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"retry — leaving it risks reporting the previous run's "
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"signals as this run's." % csv_path}
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cmd = _launch_cmd(ini_path)
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t0 = time.time()
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timed_out = False
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try:
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subprocess.run(cmd, timeout=timeout,
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stdout=subprocess.DEVNULL, stderr=subprocess.DEVNULL)
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except subprocess.TimeoutExpired:
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timed_out = True
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elapsed = round(time.time() - t0, 1)
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count, first_sig, last_sig = _signal_span(csv_path)
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wrote = os.path.isfile(csv_path)
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result = {
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"indicator": indicator,
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"host_ea": host_ea,
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"symbol": symbol,
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"timeframe": timeframe,
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"from": _fmt_date(from_date),
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"to": _fmt_date(to_date),
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"model": model,
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"signal_csv": csv_path if wrote else None,
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"signal_count": count,
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"first_signal": first_sig,
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"last_signal": last_sig,
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"ran_seconds": elapsed,
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"timed_out": timed_out,
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"command": " ".join(cmd),
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"ini": ini_path,
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"set_file": set_file,
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}
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# The indicator computes over warm-up history the tester loads BEFORE
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# from_date, so it can log signals earlier than the requested start. Surface
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# that rather than let the wider span look like a bug.
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if count and from_date and first_sig and first_sig[:10].replace(".", "-") < _fmt_date(from_date).replace(".", "-"):
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result["note"] = ("signals start before from_date because the indicator also "
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"computed over the tester's warm-up history; filter by date "
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"downstream (e.g. backtest since_date) if you want only the "
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"requested window.")
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if count == 0:
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# An instant return with nothing written usually means another terminal
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# already owns the data dir (MT5 is single-instance).
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if elapsed < 8 and not wrote:
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result["error"] = ("Terminal returned in %.1fs and wrote no signal file — "
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"another MT5 terminal is almost certainly already "
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"running on this data dir (single-instance). Close it "
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"and retry." % elapsed)
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else:
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result["error"] = ("No signals were logged. Check that: the indicator "
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"name is correct and compiled into MQL5/Indicators; "
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"it logs via SignalLogger.mqh (bespoke loggers that "
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"skip Common/Files land in the tester sandbox); the "
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"symbol/timeframe has history for the date range; and "
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"the strategy actually fires in that range.")
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return result
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+32
-3
@@ -8,7 +8,8 @@ It will:
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1. install Python dependencies
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2. create config.yaml from the example if missing
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3. copy SignalLogger.mqh into your MT5 MQL5\Include folder (if it can find it)
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4. print the exact `claude mcp add` command to register the server
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4. copy MBT_IndicatorHost.mq5 into MQL5\Experts (for headless run_indicator)
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5. print the exact `claude mcp add` command to register the server
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"""
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import os
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@@ -66,6 +67,33 @@ def copy_include():
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print(f"No Include folders found. Manually copy {src} yourself.")
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def copy_host_ea():
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"""Copy the headless host EA into MQL5\\Experts so `run_indicator` works.
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Compile it once in MetaEditor (or ask Claude to) before first use."""
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step("MQL5 host EA (for headless run_indicator)")
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src = os.path.join(ROOT, "mql5", "MBT_IndicatorHost.mq5")
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base = os.path.join(os.environ.get("APPDATA", ""), "MetaQuotes", "Terminal")
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if not os.path.isdir(base):
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print(f"Could not auto-find the terminal folder. Manually copy {src} "
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f"into your terminal's MQL5\\Experts folder and compile it.")
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return
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copied = 0
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for d in os.listdir(base):
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exp = os.path.join(base, d, "MQL5", "Experts")
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if os.path.isdir(exp):
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try:
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shutil.copy(src, os.path.join(exp, "MBT_IndicatorHost.mq5"))
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print(f"Copied MBT_IndicatorHost.mq5 -> {exp}")
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copied += 1
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except Exception as e:
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print(f"Skipped {exp}: {e}")
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if copied:
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print("Compile it once (MetaEditor, or ask Claude to 'compile the MBT "
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"indicator host') before the first headless run.")
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else:
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print(f"No Experts folders found. Manually copy {src} yourself.")
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def print_mcp_cmd():
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step("Register the MCP server with Claude Code")
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server = os.path.join(ROOT, "mcp_server.py").replace("\\", "/")
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@@ -80,6 +108,7 @@ if __name__ == "__main__":
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install_deps()
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make_config()
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copy_include()
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copy_host_ea()
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print_mcp_cmd()
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print("\nDone. Edit config.yaml, attach your indicator (with SignalLogger), "
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"then ask Claude to backtest.")
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print("\nDone. Edit config.yaml, then ask Claude to run your indicator "
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"(with SignalLogger) and backtest it — no chart needed.")
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@@ -24,6 +24,7 @@ from core.report_html import render as render_html
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from core.tester import run_strategy_tester as _run_tester
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from core.compiler import compile_mql5 as _compile_mql5
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from core.parity import signal_parity as _signal_parity
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from core.indicator_runner import run_indicator as _run_indicator
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mcp = FastMCP("MBT — MT5 Backtest Toolkit")
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@@ -188,6 +189,36 @@ def compile_ea(source: str) -> dict:
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return {"error": str(e)}
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@mcp.tool()
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def run_indicator(indicator: str, symbol: str, timeframe: str = "1h",
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from_date: str = None, to_date: str = None,
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signal_file: str = "signals.csv") -> dict:
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"""
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Run an indicator headlessly so it logs its own signals — no chart attach.
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MT5 can't attach an indicator to a chart programmatically, so this loads the
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indicator inside MT5's Strategy Tester (via a generic host EA) and lets it
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compute bar-by-bar over the date range. The indicator's own SignalLogger.mqh
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writes the signals, which this reads back. After it returns, run `backtest`
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to evaluate those signals.
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indicator: name under MQL5/Indicators (e.g. 'RegimePlusePro'), .ex5 optional.
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symbol: broker symbol (e.g. 'XAUUSD').
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timeframe: 1m 5m 15m 30m 1h 4h 1d 1w.
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from_date / to_date: 'YYYY-MM-DD' (omit for the broker's full history).
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signal_file: the indicator's SignalLogFile name (default 'signals.csv').
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Requires tester.* in config.yaml, the host EA + the indicator compiled, and
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the indicator to log via SignalLogger.mqh. The indicator runs with its DEFAULT
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inputs. Returns the signal CSV path and how many signals were logged.
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"""
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try:
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return _run_indicator(indicator, symbol, timeframe, from_date, to_date,
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signal_file=signal_file)
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except Exception as e:
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return {"error": str(e)}
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@mcp.tool()
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def signal_parity(reference: str, candidate: str = None,
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price_tol: float = 0.0) -> dict:
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@@ -0,0 +1,102 @@
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//+------------------------------------------------------------------+
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//| MBT_IndicatorHost.mq5 — MBT (MT5 Backtest Toolkit) |
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//| |
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//| A generic, do-nothing Expert Advisor whose only job is to LOAD |
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//| another indicator inside MT5's Strategy Tester and make it run. |
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//| |
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//| Why this exists: |
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//| MT5's API can't attach an indicator to a chart, and the tester |
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//| only runs Experts — not indicators. But an Expert can load any |
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//| indicator with iCustom(), and once loaded the indicator's |
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//| OnCalculate() runs bar-by-bar over the test range. If that |
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//| indicator logs its own signals (via SignalLogger.mqh), those |
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//| signals get written with zero manual chart work. |
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//| |
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//| This EA places NO trades. It just hosts the indicator and pulls |
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//| one buffer value each bar so the terminal actually computes it |
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//| (a custom indicator in the tester is only calculated when its |
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//| data is requested). |
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//| |
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//| Driven by MBT's `run_indicator` tool, which passes the indicator |
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//| name through a .set file (InpIndicator). |
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//+------------------------------------------------------------------+
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#property strict
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#property version "1.00"
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#property description "MBT host EA — runs another indicator headlessly so it logs its signals. Places no trades."
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// Indicator name relative to MQL5\Indicators (e.g. "RegimePlusePro" or
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// "Subfolder\\MyIndi"), with or without the .ex5 extension. Passed by the tool.
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input string InpIndicator = "";
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// How many of the indicator's plotted buffers to request each bar. Requesting a
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// buffer is what forces the tester to calculate the indicator; one is enough for
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// almost every indicator, but a couple is cheap insurance.
|
||||
input int InpBuffersToPull = 2;
|
||||
|
||||
int g_handle = INVALID_HANDLE;
|
||||
datetime g_lastBar = 0;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
string name = InpIndicator;
|
||||
StringTrimLeft(name);
|
||||
StringTrimRight(name);
|
||||
if(name == "")
|
||||
{
|
||||
Print("MBT_IndicatorHost: InpIndicator is empty — nothing to host. ",
|
||||
"Pass the indicator name via the .set file.");
|
||||
return(INIT_PARAMETERS_INCORRECT);
|
||||
}
|
||||
// iCustom wants the name with no extension — strip a trailing .ex5/.mq5 if the
|
||||
// caller passed one (the tool documents the extension as optional).
|
||||
string lower = name;
|
||||
StringToLower(lower);
|
||||
if(StringFind(lower, ".ex5", StringLen(lower) - 4) >= 0 ||
|
||||
StringFind(lower, ".mq5", StringLen(lower) - 4) >= 0)
|
||||
name = StringSubstr(name, 0, StringLen(name) - 4);
|
||||
// iCustom resolves the name under MQL5\Indicators.
|
||||
g_handle = iCustom(_Symbol, _Period, name);
|
||||
if(g_handle == INVALID_HANDLE)
|
||||
{
|
||||
PrintFormat("MBT_IndicatorHost: could not load indicator '%s' (iCustom failed). "
|
||||
"Check the name/path under MQL5\\Indicators and that it compiled.", name);
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
PrintFormat("MBT_IndicatorHost: hosting '%s' on %s %s.",
|
||||
name, _Symbol, EnumToString((ENUM_TIMEFRAMES)_Period));
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(g_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(g_handle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Once per new bar, request the hosted indicator's buffers so the |
|
||||
//| tester computes it for the just-closed bar. We never act on the |
|
||||
//| values — the indicator's own logging does the real work. |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
if(g_handle == INVALID_HANDLE)
|
||||
return;
|
||||
|
||||
datetime barTime = iTime(_Symbol, _Period, 0);
|
||||
if(barTime == g_lastBar)
|
||||
return; // still the same bar — pull once per bar
|
||||
g_lastBar = barTime;
|
||||
|
||||
double buf[];
|
||||
int pulls = (InpBuffersToPull < 1) ? 1 : InpBuffersToPull;
|
||||
for(int b = 0; b < pulls; b++)
|
||||
{
|
||||
// Best-effort: a buffer index the indicator doesn't have simply returns
|
||||
// <=0 copied; that's fine, the request still triggers calculation.
|
||||
CopyBuffer(g_handle, b, 0, 2, buf);
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
+24
-5
@@ -19,13 +19,30 @@
|
||||
// Name of the CSV the toolkit reads. Must match `signal_file` in config.yaml.
|
||||
input string SignalLogFile = "signals.csv";
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Where the log is written. |
|
||||
//| |
|
||||
//| On a chart the file goes to the local <terminal>\MQL5\Files\ . |
|
||||
//| Under the Strategy Tester that folder is a per-agent sandbox the |
|
||||
//| toolkit can't find, so when running in the tester we transparently|
|
||||
//| switch to the shared Common\Files\ folder instead — which is |
|
||||
//| exactly where MBT's headless `run_indicator` tool reads from. |
|
||||
//| Every file call below ORs in this flag, so the two modes stay in |
|
||||
//| lockstep (a chart write that local-deletes won't fight a tester |
|
||||
//| write that common-deletes). |
|
||||
//+------------------------------------------------------------------+
|
||||
int _SigCommonFlag()
|
||||
{
|
||||
return MQLInfoInteger(MQL_TESTER) ? FILE_COMMON : 0;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Reset the log (call once in OnInit, or on full recalculation, |
|
||||
//| so the file always reflects the currently drawn signals). |
|
||||
//+------------------------------------------------------------------+
|
||||
void ResetSignalLog()
|
||||
{
|
||||
FileDelete(SignalLogFile);
|
||||
FileDelete(SignalLogFile, _SigCommonFlag());
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -33,8 +50,9 @@ void ResetSignalLog()
|
||||
//+------------------------------------------------------------------+
|
||||
int _OpenSignalLog()
|
||||
{
|
||||
bool isNew = !FileIsExist(SignalLogFile);
|
||||
int h = FileOpen(SignalLogFile, FILE_READ|FILE_WRITE|FILE_TXT|FILE_ANSI);
|
||||
int common = _SigCommonFlag();
|
||||
bool isNew = !FileIsExist(SignalLogFile, common);
|
||||
int h = FileOpen(SignalLogFile, FILE_READ|FILE_WRITE|FILE_TXT|FILE_ANSI|common);
|
||||
if(h == INVALID_HANDLE)
|
||||
return INVALID_HANDLE;
|
||||
|
||||
@@ -60,11 +78,12 @@ void LogSignal(int shift, bool isLong, double entry, double sl, double tp,
|
||||
string regime = "")
|
||||
{
|
||||
datetime barTime = iTime(_Symbol, _Period, shift);
|
||||
int common = _SigCommonFlag();
|
||||
|
||||
// --- dedup: skip if this bar's time is already the last logged row ---
|
||||
if(FileIsExist(SignalLogFile))
|
||||
if(FileIsExist(SignalLogFile, common))
|
||||
{
|
||||
int rh = FileOpen(SignalLogFile, FILE_READ|FILE_TXT|FILE_ANSI);
|
||||
int rh = FileOpen(SignalLogFile, FILE_READ|FILE_TXT|FILE_ANSI|common);
|
||||
if(rh != INVALID_HANDLE)
|
||||
{
|
||||
string lastLine = "";
|
||||
|
||||
Reference in New Issue
Block a user