Full documentation -> https://strategytester5.com
StrategyTester5 (ST5) is a Python framework for building, testing, and optimizing algorithmic trading strategies using the MetaTrader 5 platform.
It extends the native MetaTrader 5 Python API by adding high-performance backtesting, simulation, and data handling capabilities that are not available out of the box.
The official MetaTrader5 Python API provides access to market data and trading operations β but it lacks a built-in way to efficiently backtest and simulate trading strategies.
StrategyTester5 fills this gap by providing backtesting and optimization capabilities.
!!! Note "Note"
Built for developers who want full control over their trading logic without leaving the MetaTrader 5 ecosystem.
It simulates the MetaTrader5 API on the actual historical data from the MetaTrader5 terminal. See a quick start guide.
This package is available at Python package index pypi.org.
pip install strategytester5Or, you can install while checking for the updates.
pip install -U strategytester5Of course, you can pull strategytester5 directly from the GitHub repository.
Git clone:
git clone git@github.com:MegaJoctan/StrategyTester5.git strategytester5Install the cloned repository as a package:
pip install -e strategytester5All you need is to add three (3) Lines of code to your existing Python project.
from strategytester5.MetaTrader5.api import VirtualMetaTrader5if not mt5.initialize():
raise RuntimeError(f"Failed to initialize mt5. Error = {mt5.last_error()}")
virtual_mt5 = VirtualMetaTrader5(parent_mt5=mt5)Since the VirtualMetaTrader5 object has similar methods and constants to MetaTrader5 API.
To keep all the code in a single file, introduce if statements to check for passed arguments from the script.
!!! Note "Rule of Thumb"
For instance, if a user has passed `--backtesting` when calling the main script the script should use a simulated MetaTrader5 rather than the actual one.
```python
script_argument = sys.argv[1:]
if "--backtesting" in script_argument:
mt5 = VirtualMetaTrader5(parent_mt5=parent_mt5) # Assign parent MetaTrader5 to the virtual MetaTrader5 class object
else:
mt5 = parent_mt5
```
> Always use the virtual MetaTrader5 object for backtesting and visualization purposes and stick to the original one for live trading. *That's all*
To Backtest your trading systems call the function run_backtesting.
if "--backtesting" in script_argument:
stats = run_backtesting(
main_function=main,
tester_config=tester_config,
virtual_mt5=mt5,
logging_level=logging.DEBUG
)
else:
# run the script on the market (realtime)
while True:
main()The so-called tester_config is supposed to be a dictionary with a set of key, and value pairs that resemble MetaTrader5's strategy tester section.
tester_config = {
"bot_name": "RSI Strategy Bot",
"symbols": ["EURUSD"],
"timeframe": "H1",
"start_date": "01.01.2026",
"end_date": "01.06.2026",
"modelling" : "open price only",
"deposit": 1000,
"leverage": "1:100"
}!!! Note "Rule of Thumb"
Storing tester configuration in a JSON file is the best way forward. It helps adjust the values without changing the original code :)
import logging
from strategytester5.MetaTrader5.api import VirtualMetaTrader5
from strategytester5.tester import run_backtesting
from strategytester5.trade_classes.Trade import CTrade
import MetaTrader5 as parent_mt5
import sys
if not parent_mt5.initialize():
raise RuntimeError(f"Failed to initialize mt5. Error = {parent_mt5.last_error()}")
script_argument = sys.argv[1:]
if "--backtesting" in script_argument:
mt5 = VirtualMetaTrader5(parent_mt5=parent_mt5) # Assign parent MetaTrader5 to the virtual MetaTrader5 class object
else:
mt5 = parent_mt5
# ---------------------- inputs/global variables ----------------------------
symbol = "EURUSD"
timeframe = mt5.TIMEFRAME_H1 # This should be an integer so you should convert timeframe in string into integer
MAGIC_NUMBER = 1001
# ---------------------------------------------------------
m_trade = CTrade(terminal=mt5, symbol=symbol, magic_number=MAGIC_NUMBER, deviation_points=100)
def pos_exists(magic: int, pos_type: int) -> bool:
"""Checks if position exists"""
positions_found = mt5.positions_get()
if positions_found:
for position in positions_found:
if position.type == pos_type and position.magic == magic:
return True
return False
def main(stop_loss: float=500,
take_profit: float=700
):
symbol_info = mt5.symbol_info(symbol) # Symbols information
if symbol_info is None:
return
pts = symbol_info.point
lot_size = symbol_info.volume_min # use the minimum volume (lot size)
ticks = mt5.symbol_info_tick(symbol)
if ticks is None:
return
ask = ticks.ask
bid = ticks.bid
# print(f"ask: {ask}, bid: {bid}, pts: {pts}")
if not pos_exists(magic=MAGIC_NUMBER, pos_type=mt5.POSITION_TYPE_BUY): # if a buy position doesn't exist
m_trade.buy(volume=lot_size,
price=ask,
sl=ask-stop_loss * pts,
tp=ask+take_profit * pts,
comment="Simple bot Buy Trade"
) # open a new buy position (trade)
if not pos_exists(magic=MAGIC_NUMBER, pos_type=mt5.POSITION_TYPE_SELL): # if a sell position doesn't exist
m_trade.sell(volume=lot_size,
price=bid,
sl=bid + stop_loss * pts,
tp=bid - take_profit * pts,
comment="Simple bot Sell Trade"
) # open a new sell position (trade)
tester_config = {
"bot_name": "RSI Strategy Bot",
"symbols": ["EURUSD"],
"timeframe": timeframe,
"start_date": "01.01.2026",
"end_date": "01.06.2026",
"modelling" : "1 minute ohlc",
"deposit": 1000,
"leverage": "1:100"
}
if "--backtesting" in script_argument:
stats = run_backtesting(
main_function=main,
tester_config=tester_config,
virtual_mt5=mt5,
logging_level=logging.DEBUG
)
else:
# run the script on the market (realtime)
while True:
main()And thatβs it: Calling a script with β backtesting will start backtesting (simulation) in the web browser.
python bot.py --backtestingResults:
To backtest your strategies in MetaTrader5βs StrategyTester App, add visual_mode to tester configurations.
tester_config = {
"bot_name": "RSI Strategy Bot",
"symbols": ["EURUSD"],
"timeframe": timeframe,
"start_date": "01.01.2026",
"end_date": "01.06.2026",
"modelling" : "1 minute ohlc",
"deposit": 1000,
"leverage": "1:100",
"visual_mode": True
}This time, when you run the script using the same command, backtesting will take place inside the MetaTrader5 App (terminal)π€―
More examples and Python files used in this article are found here..
For accurate backtests in the MetaTrader 5 platform using Python, upgrade to the . StrategyTester5 Professional Edition β
| Feature | Free | Professional |
|---|---|---|
| Accurate MT5 Backtesting | β | β |
| Optimization Mode | β | β |
| Backtest Speed | Fast | Electric β‘ |
| Interactive equity & balance curves | β | β |
| Visual Trade Replay in MT5β | β | β |
| Real-Time Trade Annotations on Chart | β | β |
| Detailed Trade History Analysis | β | β |
| Advanced Performance Metrics | β | β |
| Tick-Level Backtesting | β | β |
| Priority Support & Updates | β | β |



