ZhijuCen
15c76d97b3
New script skills/mql5/scripts/parse_optimizer_report.py reads the SpreadsheetML export from MT5 Strategy Tester optimization (one row per parameter pass, plus a <DocumentProperties> environment card). Companion to parse_tester_report.py. --analyze adds: - Strategy environment card (EA / Symbol / Period / date range from Title; deposit / leverage / server / MT5 build from DocumentProperties) - Orthogonality check (actual passes vs expected cartesian product) - Parameter effect ranking (effect_ratio = spread / global std) and dead-parameter detection (per-group mean range < 1% of max) - Dead boolean parameter detection (bit-for-bit identical true/false groups across all key metrics) - Duplicate metric vector counting (>30% usually means a dead param) - Top-5 best passes by Profit / Profit Factor / Recovery Factor / Custom - Trade count distribution with daily rate and correlations vs profit and drawdown (overtrading / undertrading detection) SKILL.md adds a new 'Optimization Report Analysis' subsection under the Backtesting chapter covering environment card, orthogonality, dead parameter / boolean parameter / duplicate detection, multi- criteria best-pass selection, parameter effect ranking, trade count diagnostics, and a reporting template. Validated against jobs/246753/ReportOptimizer-*.xml (OneShotGold, XAUUSD H4, 432 passes): correctly identifies InpUseNewsFilter as a dead boolean parameter (true/false identical on Profit/PF/RF/Trades, 189 of 432 metric-vector duplicate groups), reports the trade/profit overtrading signal (corr -0.56), and ranks best passes. Adds pandas dependency (used for groupby/aggregate/corr on the pass table; the script falls back to dict-list output if needed).
mql5-skills
MQL5 Agent Skill for MetaTrader 5 development. Conforms to the AgentSkills.io Specification.
What's Inside
An AI agent skill (skills/mql5/SKILL.md) that gives an LLM agent working
knowledge of MQL5 development — positions, orders, indicators, risk management,
backtesting — backed by the full MQL5 programming book and API reference
extracted to Markdown.
skills/mql5/
├── SKILL.md # The agent skill (agentskills.io spec)
├── scripts/
│ ├── verify_sl_tp_formulas.py # Python SL/TP risk formula verification
│ └── ...
└── references/
├── book/ # MQL5 Programming Book (581 pages)
├── docs/ # MQL5 API Reference (4135 pages)
└── symbol-spec/ # Broker symbol specifications (CSV)
Quick Start
Use the Skill
Point your AI agent at skills/mql5/SKILL.md. The skill covers:
- Trading operations: CTrade class, OrderSend, position management
- Indicators: built-in handles, multi-timeframe, custom indicators
- Risk management: PointValue-based SL/TP calculation, lot sizing, currency conversion for cross-pair profit currencies
- Backtesting: Strategy Tester, OnTester custom criteria, optimization
- Pitfalls: 16 documented pitfalls including SL/TP-specific issues
Extract References (Development)
The references/book/ and references/docs/ directories are generated from
mql5.com sitemaps via a two-phase pipeline:
# Phase 1: Download HTML (needs network)
uv run scripts/extract.py download --all
# Phase 2: Convert to Markdown (offline)
uv run scripts/extract.py convert --all
See docs-dev/extraction.md for the full pipeline design.
Verify Risk Formulas
python skills/mql5/scripts/verify_sl_tp_formulas.py
Tests SL/TP calculation against real symbol specs (XAUUSD, USDJPY) with verified PointValue-based formulas.
Symbol Specs
Broker-specific symbol specifications live in skills/mql5/references/symbol-spec/:
| File | Symbol | Calc Mode | Contract Size | Digits |
|---|---|---|---|---|
specs-XAUUSD.csv |
XAUUSD | CFD Leverage | 100 | 2 |
specs-USDJPY.csv |
USDJPY | Forex | 100,000 | 3 |
These are used by the verification script and can be extended for additional symbols.
Project Structure
mql5-skills/
├── AGENTS.md # Project conventions for AI agents
├── LICENSE # MIT
├── README.md # This file
├── pyproject.toml # uv project config (Python 3.14)
├── sitemaps/ # Source sitemaps from mql5.com
│ ├── sitemap_book_en.xml # 581 URLs → programming book
│ └── sitemap_docs_en.xml # 4135 URLs → API reference docs
├── scripts/ # Extraction pipeline
│ └── extract.py # XML → HTML → Markdown
├── skills/mql5/ # The MQL5 agent skill
│ ├── SKILL.md
│ ├── scripts/
│ └── references/
├── docs-dev/ # Development documentation
│ ├── extraction.md # Extraction pipeline design
│ ├── naming.md # File/folder naming conventions
│ ├── skill-design.md # SKILL.md content plan
│ └── symbol-spec.md # Symbol spec workflow
└── html_cache/ # Downloaded HTML (gitignored)
Development
# Setup
uv sync
# Run extraction
uv run scripts/extract.py download --all
uv run scripts/extract.py convert --all
# Verify formulas
python skills/mql5/scripts/verify_sl_tp_formulas.py
License
MIT