All (not yet) about Strategy Tester, Optimization and Cloud - page 8

 

post #13 from MQ:

But we will soon show in the terminal an approximate estimate of the cost of optimization in the cloud based on several passes on local cores.

 

Forum on trading, automated trading systems and testing trading strategies

cores disappeared after updating the tester.

Renat Fatkhullin, 2020.07.30 18:43

We upgrade the cloud network every day, changing ratings and adjusting to experts.

Now, instead of pure PR, a complex formula is used that takes into account:

  • PR - CPU performance
  • RAM size
  • free disk space
  • disk read speed
  • ping to the nearest cloud server
  • percentage of network losses

This made it possible to drastically reduce the latency from the fact that some tasks fell to openly inhibitory agents that delayed all calculations.


Three cloud servers in the USA, Germany and Russia are currently distributing tasks, which has significantly reduced network latency and accelerated data delivery. Some experts require replication of hundreds of gigabytes, and more than a terabyte for those who excel.


 

Multi-Currency Expert Advisors in MT5  - backtesting and optimization

 

The threads/posts

  • Buying or Selling all 7 pairs - the thread with the explanation.
  • Multi-Currency Expert Advisors the post with the examples of backtesting/optimization

CodeBase  

    The articles

    Documentation

    • MetaTrader 5 Help → Algorithmic Trading, Trading Robots → Optimization Types - All Symbols Selected in Market Watch
    • MetaTrader 5 Help → Algorithmic Trading, Trading Robots → Strategy Testing - Multi-Currency Expert Advisors
    • MetaTrader 5 Help - Trading Platform — User Manual
    Optimization Types - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
    Optimization Types - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
    • www.metatrader5.com
    Two optimization types are available in the tester. You can select the appropriate one on the Settings tab of the Strategy Tester. In this mode...
     

    It is the comparison of External VPS (Conventional VPS) with MQL5 VPS (Metatrader Forex VPS) - from this page:

    ---------------

    Comparing functions of a conventional hosting service and the forex MetaTrader VPS

    #
    Functions and parameters
    Conventional hosting
    MetaTrader Forex VPS
    1
    Minimum ping to the broker's server
    +
    +
    2
    Server level delays caused by RAM and CPU
    Yes
    No
    3
    Remaining resources for MetaTrader platforms*
    20%
    99%
    4
    Flexible on-demand resource allocation
    No
    Yes
    5
    Number of CPU cores allocated per platform
    1
    Unlimited
    6
    Allocated RAM
    1 GB
    up to 3 GB
    7
    Setup and management complexity
    Relatively high
    Minimum
    8
    Activations of Market products
    1 activation expires
    No expiration
     

    Hi


    I keep getting this message:

    "authorization on still connected agent "



    On my Pc trying to coneecto to Agent


    How to sort it out please?


    I already used local farm with mny laptop and It just appers on my MT5...was good actually...then I moved to another house and I have another PC now. I want to use it to support my optimizations.


    Regards

     

    Forum on trading, automated trading systems and testing trading strategies

    Optimization on a dual-processor computer

    Renat Fatkhullin , 08/21/11 11:57 PM

    Use our calculated cloud - it's super cheap.

    Some of our clients perform massive and ongoing settlements there, equivalent to years of local multithreaded settlements.

    Soon we will release an MQL5 upgrade with standard vector / matrix / complex calculations, which will allow using high-speed machine learning without using python or tensorfo.

     

    Good and small educational thread:
    MetaTester 5 Agents 

    ----------------

    Frequently Asked Question about the Cloud Network (FAQ) and How to Participate.

     

    Good article was published - Visual evaluation of optimization results

    ----------------

    A custom optimization criterion provides a very convenient setup for optimizing Expert Advisors. But if we need to check multiple criteria, we should run multiple optimizations, which can be time-intensive. A better solution would be to be able to test multiple custom criteria during one optimization. Furthermore, it would be nice to instantly view balance and equity graphs.

    Visual evaluation of optimization results

    Formulating the task
    1. Collect data of each optimization pass.
    2. Build balance/equity graphs for each optimization pass.
    3. Calculate several custom optimization criteria.
    4. Sort graphs by the custom optimization criterion in the ascending order.
    5. Show the best results for all custom criteria.
    Visual evaluation of optimization results
    Visual evaluation of optimization results
    • www.mql5.com
    In this article, we will consider how to build graphs of all optimization passes and to select the optimal custom criterion. We will also see how to create a desired solution with little MQL5 knowledge, using the articles published on the website and forum comments.
     

    Forum on trading, automated trading systems and testing trading strategies

    Sharp Ratio

    Sergey Golubev, 2022.04.01 06:40

    Mathematics in trading: Sharpe and Sortino ratios - the article

    Return on investments is the most obvious indicator which investors and novice traders use for the analysis of trading efficiency. Professional traders use more reliable tools to analyze strategies, such as Sharpe and Sortino ratios, among others. In this article, we will consider simple examples to understand how these ratios are calculated. The specifics of evaluation of trading strategies were earlier considered in the article "Mathematics in trading. How to estimate trading results". It is recommended that you read the article to refresh the knowledge or to learn something new.

    Experienced investors and traders often trade multiple strategies and invest in different assets in an effort to get consistent results. This is one of the concepts of smart investment which implies the creation of an investment portfolio. Each portfolio of securities/strategies has its own risk and return parameters, which should somehow be compared.

    One of the most referenced tools for such comparison is the Sharpe ratio, which was developed in 1966, by Nobel laureate William F. Sharpe. The ratio calculation uses basic performance metrics, including the average rate of return, standard deviation of return and risk-free return.


     

    Forum on trading, automated trading systems and testing trading strategies

    PriceChannel Parabolic system

    whiteking, 2017.02.15 01:52

    What actually strategy tester function?

    I am use mt4 but don't try and know what for straregy tester used

    You can read this article (TESTING TRADING STRATEGIES ON REAL TICKS).

    -------------------

    Just an example -

    MT4 and very old builds of MT5: I optimized the EAs from this thread just to find good settings for the pair, I was backtesting them, and I traded on demo for some time just to be sure that EAs are profitable.

    With new builds of MT5: I will optimize the EAs from this thread to find the settings, and I will backtesting them with 'every tick based on real ticks' - and it will be same as trading by those EA on real account for many months or years!

    Forum on trading, automated trading systems and testing trading strategies

    MT4 & MT5 backtest

    Sergey Golubev, 2017.02.17 20:53

    If you are backtesting EA on MT5 using 'every tick based on real ticks' so it will be almost same with trading on MT5 platform with some particular broker (because it is based on actual historical data).

    Example, read this thread: Why is it better MT5 than MT4?? Does it have fewer limitations ??? - this is the quote from the first post of the thread:

    • In MT5 you can backtesting robots with the closest possible conditions to the real market natively  (real tick data, real variable spreads, lag, slippage, etc). In MT4 you can't natively. You only can if you pay for a third-party software. If so, you also have to download history data from a few sources (there are many few, almost everyone uses the same source), transform it to MT4 format and open the platform through this third-party software in order to patch MT4 behavior. You take many hours to complete this process, and you have to repeat it every time you want to incorporate new data. 
      We have all seen hundreds of robots that obtained spectacular results in backtesting, but when operating in real account the results were very bad. This is mainly because they were made with conditions that had nothing to do with real market conditions.

    For more information about it - read this summary.

    --------------

    As i know - some coders/traders are converting their MT4 EAs to MT5 just to backtest them and/or to find the settings with optimization to get the backtesting results that are closest to reality.