I need YOUR HELP 2
Fabio:
do you know if the Optimizer will call the "init" function for every iteration (pass) ?
Yes. Each optimization pass is just a normal Test.
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thx for not giving me a hard time about my gaffe there!Regarding the virtual strategy tester...this does work. You basically use the extisting strategy tester framework as a timeserver/tick-iterator and you create all the ordertrades/orderhistory in your own internal array (so placed orders are not actually placed in strategy tester, rather they are logged into your internal trade history array, initial price can be randomized to simulate slippage, etc) and you pull the relevant price data from csv files.
Export your hst file as csv, then read/import the data by currency pair as needed. If you want simulated tick values then make an EA that does nothing more in backtest beyond logging the strategy tester simulated ticks to a tick-log file.
If you have historical data regarding swap/rolloever rates you can calculate and apply a better estimate of the accumulating swap on your virtual open positions, etc. This also enables you to backtest on multiple currency pairs (I did not initially build mine for this purpose, but once I had it I did adapt it for this in time). Naturally the output results/screen in strategy tester remains blank since none of your orders were actually logged but you just create your own trade analyzer function that loads in the deinit() that processes the stats for your trade order history array and dumps the results into another csv file.
It may sound complicated, and at first it was a little daunting to implement, but it really is a rather simple thing to do once you have a good idea of what it is you aim to accomplish. It can be done with less than 2k lines of code, probably can be done with vastly less than that.
Phillip,thx again for this explaination, but, indeed, it seems easy to say thta to do it ;-( . I mean for me it's not trivial ;-)
Moreover, just to complicate a bit, my real idea is to run the Startegy Tester with the Optmization ;-0
Anyway, at moment, I'll run a Strategy Tester with Optimization only on 1 currency pair, then I'll run another Optimization on the other pair and the I'll compare the result hoping to see some intersection area .
But, I still have a question : do you know if the Optimizer will call the "init" function for every iteration (pass) ?
Thx again
Fabio