BotiTrader

Chris, these are great points, and I completely agree that improving execution assumptions and API capabilities would benefit systematic traders. One area I’d like to add to this discussion is the importance of adaptive parameter tuning within backtesting frameworks.

Currently, many platforms use static parameters throughout a backtest, but real markets are dynamic. Having built-in support for regime detection (e.g., volatility shifts, market structure changes) and adaptive parameter adjustments within backtests could provide a more realistic evaluation of strategy robustness. Have you experimented with any external libraries or custom implementations to incorporate this?

Additionally, from an API standpoint, improving access to L2 order book data could unlock valuable insights for those developing execution algorithms. The ability to backtest strategies against historical order book snapshots would be a game-changer for those focusing on market-making or high-frequency trading strategies. Would love to hear if others have workarounds for integrating order book data into their current backtest setups.

Looking forward to hearing more thoughts—there’s a lot of potential for refining these tools!

@manager Buffering errors in memory before writing them in batches is a great way to reduce performance overhead. Have you experimented with different batch sizes or conditions for flushing logs to ensure no errors are lost during execution?

As for external logging tools, integrating with a real-time dashboard sounds like a promising alternative. Some traders have used Python scripts to parse logs in real time and display errors dynamically. Do you think MetaTrader could benefit from native support for external log streaming? That might help compensate for the loss of debugger inspection while offering a more flexible debugging approach.

Reply:

That's a great breakdown of possible workarounds! Logging _LastError manually is definitely a necessary step now, and I like the idea of a helper function to reduce clutter. Do you find that logging to a file significantly impacts performance, especially in strategies with frequent error checks?

Also, event-driven debugging is an interesting approach—have you found any cases where using alerts was more effective than traditional logging? It would be helpful to know if there are specific scenarios where one method is preferable over the other.

It's unfortunate that direct inspection was removed, but maybe there's a chance MetaTrader restores it in a future update. If anyone has tried debugging through external tools or other creative methods, I'd love to hear about it!