Optimizing trading strategies across multiple time periods helps assess their robustness. The period of 2018-2022 includes diverse market conditions and is sufficiently short for practical testing. MetaTrader 5’s forward period testing divides this span into main and forward sections, effectively evaluating strategies on unseen data.

Instances are optimized on past data and tested against future data. This serves as Out-Of-Sample (OOS) testing. Although initially overlooked, forward period analysis helps verify strategy performance beyond the optimization phase.

Observations indicate performance degradation in EAs during the forward period. Increased drawdown and elongated recovery times are common but manageable, suggesting room for further parameter refinement. Future work should include parameter clustering to mitigate these issues and ensure more r...
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The built-in economic calendar of MetaTrader 5 often faces synchronization challenges with historical quotes. This is primarily because the quotes use timestamps based on the server's time zone at the formation of the bar, which remain static, while the economic calendar events are linked to the current server time. Events may appear shifted due to daylight saving time adjustments or more significant time zone changes by brokers. This leads to misalignments of historical events with associated bars, complicating news-based strategy testing.

Addressing this, an extended solution has been developed using CalendarCache.mqh and CalendarMonitorCachedTZ.mq5. This updated indicator dynamically updates event information on charts and automatically corrects time discrepancies using the TimeServerDST.mqh library. Comparing CSV files with and without correctio...
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