feat: MT5-Quant MCP server for backtesting and optimization
MCP server exposing MetaTrader 5 strategy development tools to AI assistants (Claude, Cursor, etc.) on macOS (CrossOver) and Linux (Wine). Tools: - run_backtest: full pipeline — compile EA, clean cache, backtest, parse HTML/XML report, analyze deals → metrics.json + analysis.json - run_optimization: background genetic optimization with nohup/disown, UTF-16LE .set file handling, OptMode reset - compile_ea: MQL5 compilation via MetaEditor with auto-detected include/ directory sync - get_backtest_status / get_optimization_status: job polling - verify_environment: Wine/MT5 path validation Analytics: - extract.py: MT5 HTML and SpreadsheetML XML report parser - analyze.py: deal-level analysis (drawdown events, grid depth, loss sequences, monthly P&L) → analysis.json - optimize_parser.py: optimization result parser with convergence analysis Platform support: - macOS CrossOver (GUI mode, no Xvfb needed) - Linux Wine + Xvfb (headless, CI/CD compatible) - Auto-detection of Wine executable and MT5 terminal paths
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Devid HW
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# Remote Agent Setup (Linux Server)
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MT5's distributed testing lets you farm optimization work across multiple machines. A Linux server running `metatester64.exe` via Wine connects to a Mac master over a local network.
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**Throughput:** Each agent handles one pass at a time. 10 local + 16 remote = 26 agents. A 17,000-combination genetic optimization that takes 3 hours locally finishes in ~70 minutes.
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---
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## Requirements
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**Mac (master)**
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- MetaTrader 5 installed via CrossOver or Wine
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- MT5-Quant configured and working for local backtests
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- Port 3000 open in macOS firewall (or whichever port MT5 uses — check below)
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**Linux server (agents)**
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- Wine 7.0+ (or Wine Staging for better compatibility)
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- `metatester64.exe` from an MT5 installation
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- Access to the same MT5 data files (tick history) as the master — or let agents download on first run
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---
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## Step 1: Find the MT5 agent port on Mac
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After running a local optimization, check the MT5 agent directories:
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```bash
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ls ~/Library/Application\ Support/MetaQuotes/*/drive_c/Program\ Files/MetaTrader\ 5/
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```
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You'll see directories like:
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```
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Agent-127.0.0.1-3000/ ← local agents (loopback)
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Agent-127.0.0.1-3001/
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Agent-0.0.0.0-3000/ ← remote listener (if enabled)
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```
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If you don't see `Agent-0.0.0.0-*` directories, enable remote agents in MT5:
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**Tools → Options → Expert Advisors → Allow remote agents**
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Note the port number (default: 3000).
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---
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## Step 2: Open firewall on Mac
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```bash
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# Check current firewall rules
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sudo pfctl -s rules
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# Allow incoming on agent port (example: 3000)
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# Add to /etc/pf.conf or use macOS Firewall in System Settings
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```
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Or use macOS System Settings → Privacy & Security → Firewall → Firewall Options → Add MetaTrader 5.
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---
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## Step 3: Install Wine on Linux server
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```bash
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# Ubuntu/Debian
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sudo dpkg --add-architecture i386
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sudo apt update
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sudo apt install wine64 wine32
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# Verify
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wine64 --version
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```
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---
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## Step 4: Copy `metatester64.exe` to Linux
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From your Mac MT5 installation:
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```bash
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MAC_MT5="$HOME/Library/Application Support/MetaQuotes/Terminal/XXXXX/drive_c/Program Files/MetaTrader 5"
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scp "${MAC_MT5}/metatester64.exe" user@linux-server:~/mt5agents/
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scp "${MAC_MT5}/metaeditor64.exe" user@linux-server:~/mt5agents/ # not required for agents
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```
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Also copy the required DLLs (they're in the same directory):
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```bash
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scp "${MAC_MT5}"/*.dll user@linux-server:~/mt5agents/
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```
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---
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## Step 5: Launch agents on Linux
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```bash
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# On the Linux server
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cd ~/mt5agents/
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# Replace MAC_IP with your Mac's local IP address
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# Replace 8 with number of CPU cores - 1
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wine64 metatester64.exe /server:192.168.1.100:3000 /agents:8
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```
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**What this does:**
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- Connects to your Mac's MT5 master at `192.168.1.100:3000`
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- Registers 8 worker agents
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- MT5 on Mac will show 8 new agents in the agent manager
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**To run as a background service:**
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```bash
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nohup wine64 metatester64.exe /server:192.168.1.100:3000 /agents:8 \
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> ~/mt5agents/agents.log 2>&1 &
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disown
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```
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---
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## Step 6: Verify agents appear in MT5
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On your Mac, open MT5:
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**View → Strategy Tester → Agents tab**
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You should see entries like:
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```
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Agent-192.168.1.200-3000 [Active]
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Agent-192.168.1.200-3001 [Active]
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...
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```
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If agents appear as `[Inactive]`, check:
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1. Mac firewall is allowing incoming connections on the agent port
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2. Linux server can reach Mac IP: `ping 192.168.1.100`
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3. Port is open: `nc -zv 192.168.1.100 3000`
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---
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## Step 7: Configure MT5-Quant for remote agents
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In `config/MT5-Quant.yaml`:
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```yaml
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optimization:
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remote_agents:
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enabled: true
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check_agent_count: true # Verify remote agents are connected before launching
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min_agents: 4 # Require at least N agents before optimizing
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```
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MT5-Quant will log the agent count before launching optimization:
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```
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[optimize] Local agents: 9, Remote agents: 8, Total: 17
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[optimize] Estimated completion: ~105 minutes (17,640 passes at 17 agents)
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```
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---
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## Tick Data Sync
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Remote agents need tick history to replay trades. On first run, MT5 automatically downloads ticks from the broker for each symbol+period combination tested. This can take 10-30 minutes per symbol.
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**Speed up first run:** Pre-populate the tick cache on the Linux server by copying from Mac:
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```bash
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# On Mac — find tick data location
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find ~/Library/Application\ Support/MetaQuotes -name "*.bin" | grep "XAUUSD"
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# Typical path:
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# Terminal/XXXXX/drive_c/users/user/AppData/Roaming/MetaQuotes/Terminal/Common/Files/
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scp -r "${TICK_DIR}" user@linux-server:~/mt5agents/ticks/
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```
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---
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## Troubleshooting
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**Agents connect then immediately disconnect**
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- MT5 version mismatch between `metatester64.exe` (from Mac) and the master. Use the exact same build number.
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- Check `~/mt5agents/agents.log` for Wine errors.
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**Agents show as connected but don't receive work**
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- MT5 sometimes requires optimization to be started before assigning work to new agents.
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- Start an optimization from the MT5 GUI first to "activate" remote agents, then cancel it and use MT5-Quant.
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**Performance is slower with remote agents**
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- Network latency between Mac and Linux server. Results are sent over TCP after each pass.
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- Local gigabit network: negligible. WiFi or WAN: significant overhead. Use wired connection.
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**Linux server runs out of memory**
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- Each `metatester64.exe` instance uses ~200-400MB.
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- 8 agents = ~2-3GB RAM. Size agent count accordingly.
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