56 lines
2.2 KiB
Markdown
56 lines
2.2 KiB
Markdown
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# MT5_Python_Strategy_Framework
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This project provides an experimental framework for integrating MetaTrader 5 (MT5) custom indicators and trading logic with Python-based data processing and strategy testing using [Freqtrade](https://www.freqtrade.io/).
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## Features
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- 🧠 **Custom MT5 Libraries**: Modular `.mqh` files to handle position sizing, drawdown control, order management, and utility functions.
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- 🐍 **Python Scripts**:
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- `pre_process.py`: Prepares or cleans data before indicator processing.
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- `process_entry_indicators.py`: Extracts and processes entry signals.
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- `post_process_test.py`: Analyses backtest output or result data.
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- 📦 **Freqtrade-Compatible Module**: Python strategies and helpers located in `Python_freqtrade/` for integration with the Freqtrade framework.
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- 🛠️ **Project Structure Support**: Includes `.idea/` and `.vscode/` folders for JetBrains and VSCode IDE configurations.
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## Project Structure
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```
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MT5_Python_Strategy_Framework/
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├── My_MQL5_Libs/ # Custom MQL5 include files
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├── Python_freqtrade/ # Freqtrade strategy components
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├── pre_process.py # Data pre-processing script
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├── process_entry_indicators.py # Entry signal extraction logic
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├── post_process_test.py # Backtest result post-processing
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├── .idea/, .vscode/ # IDE configs (optional)
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└── README.md # Project documentation
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```
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## Getting Started
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### Requirements
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- MetaTrader 5 with access to `terminal64.exe`
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- Python 3.8+
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- Optional: Freqtrade installed (`pip install freqtrade`)
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### Running Scripts
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```bash
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python pre_process.py
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python process_entry_indicators.py
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python post_process_test.py
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```
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### MT5 Library Usage
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Place the `.mqh` files from `My_MQL5_Libs/` into your `MQL5/Include` folder to use them in your Expert Advisors or custom indicators.
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## Notes
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- This project is a scaffold for connecting MQL5 strategies to Python-based optimisation and analysis tools.
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- Actual EA logic, data formats, and strategy specifics should be customised to your use case.
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## License
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This project is provided for educational and prototyping purposes. Please adapt and extend as needed for production environments.
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