Discussion of article "100 best optimization passes (part 1). Developing optimization analyzer"

 

New article 100 best optimization passes (part 1). Developing optimization analyzer has been published:

The article dwells on the development of an application for selecting the best optimization passes using several possible options. The application is able to sort out the optimization results by a variety of factors. Optimization passes are always written to a database, therefore you can always select new robot parameters without re-optimization. Besides, you are able to see all optimization passes on a single chart, calculate parametric VaR ratios and build the graph of the normal distribution of passes and trading results of a certain ratio set. Besides, the graphs of some calculated ratios are built dynamically beginning with the optimization start (or from a selected date to another selected date).

Modern technology has now become so deeply ingrained into the field of financial trading that it is now almost impossible to imagine how we could do without it. Nevertheless, just a very short while ago, trading was conducted manually and there was a complex system of hand language (quickly heading into oblivion nowadays) ​​describing how much asset to buy or sell.

Personal computers rapidly superseded traditional trading methods by bringing online trading literally into our homes. Now we can look at asset quotes in real time and make appropriate decisions. Moreover, the advent of online technologies in the market industry causes the ranks of manual traders to dwindle at an increasing speed. Now, more than half of the deals are made by trading algorithms, and it is worth to say that MetaTrader 5 is number one among the most convenient terminals for this.

But despite all the advantages of this platform, it has a number of drawbacks I tried to mitigate with the application described here. The article describes developing the program written entirely in MQL5 using the EasyAndFastGUI library designed to improve selection of trading algorithm optimization parameters. It also adds new features to the analysis of retrospective trading and general EA assessment.


Author: Andrey Azatskiy

 

Reading some of the sources gave more understanding than reading the text of the article. The work done is great, but the presentation of the proposed tool is at the level of "you can figure it out yourself".

The video is of no use, as it lacks voice commentary to the actions in it.

It would be good to first present the toolkit in all its glory.

 
fxsaber:

Reading some of the sources gave more understanding than reading the text of the article. There is a lot of work done, but the presentation of the proposed tool is at the level of "you can figure it out yourself".

The video is of no use, as it lacks voice commentary to the actions in it.

It would be good to present the toolkit in all its glory first.

In the second part I will present the toolkit. I will try to take the comments into account in the next part.

 
I don't understand, does it work for everyone what is offered to download in the zip file? I get errors "'OnEvent' - function must have a body Window_1.mqh 34 22" and " 'CreateGUI' - function must have a bodyWindow_1.mqh 37 22" and also here " 'CPresenter' - function must have a body Presenter.mqh 43 22" when compiling the file "OptimisationSelector.mq5". MT5 downloaded from MetaQuotes bild 1881 from 09.07.2018.



 
Alexander:
I don't understand, does it work for everyone what is offered to download in the zip file? I get errors "'OnEvent' - function must have a body Window_1.mqh 34 22" and " 'CreateGUI' - function must have a bodyWindow_1.mqh 37 22" and also here " 'CPresenter' - function must have a body Presenter.mqh 43 22" when compiling the file "OptimisationSelector.mq5". MT5 is downloaded from MetaQuotes bild 1881 from 09.07.2018.



Open the project (click on the project file) so that it is displayed in the "Project" tab - then everything should work.

 
Andrey Azatskiy:

Open the project (click on the project file) so that it is displayed in the "Project" tab - then everything should work.

Yes, thanks, it worked.

 
Thank You, Andrey!
 

Now to wait for someone to make a walk thru for all the EA's i already have!

 

Open the project (click on the project file) so that it is displayed in the "Project" tab - then everything should work.

Can you tell me more about which file to click and where the Project tab is located?

 
Victor Volovin:

Open the project (click on the project file) so that it is displayed in the "Project" tab - then everything should work.

Can you tell me more about which file to click and where the Project tab is located?

First of all, copy all the files to the corresponding directories of Metatrader
. Then to open the project click on the file with the extension "mqproj" - the project tab will open automatically.

 
Andrey Azatskiy:

First of all, copy all the files to the appropriate directories of Metatrader
. Then to open the project click on the file with the extension "mqproj" - the tab with the project will open automatically.

That's what I did. But the system informs about impossibility to open the file and suggests searching for a programme to open the file. What do you recommend?