Estrategy tester for a expert advisor that use Matlab.

 

Hello, I developed a expert advisor that use Matlab to generate the trading signals. 

The expert advisor when a new bar arrived then write this bar in a file, then Matlab read this new bar and the model (genetic neural network)  generate the trading signals and write the trading signals in a file.

 After this the expert advisor read the trading signals for the file and send this to the broker.

The problem arises when I want to make a backtesting of the expert advisor to optimize the stoploss.

The backtesting strategy appear blocked and dont create the files needed to comunicate with matlab.

Some idea to realize the backtestiing ?

Thank you.

 
asierlizarraga:

Hello, I developed a expert advisor that use Matlab to generate the trading signals. 

The expert advisor when a new bar arrived then write this bar in a file, then Matlab read this new bar and the model (genetic neural network)  generate the trading signals and write the trading signals in a file.

 After this the expert advisor read the trading signals for the file and send this to the broker.

The problem arises when I want to make a backtesting of the expert advisor to optimize the stoploss.

The backtesting strategy appear blocked and dont create the files needed to comunicate with matlab.

Some idea to realize the backtestiing ?

Thank you.

The Strategy Tester reads/writes files from/to tester/files  directory not to experts/files . . . .  are you looking in the correct directory ?  I can see that you may have some issues of timing,  the Strategy Tester speed is governed by the speed at which start() can be executed,  a simple start()  function will mean the ST runs fast,  a complex start() means it runs slowly . . .  unless you make it wait for a file it will run as fast as it can. 
 
RaptorUK:
The Strategy Tester reads/writes files from/to tester/files  directory not to experts/files . . . .  are you looking in the correct directory ?  I can see that you may have some issues of timing,  the Strategy Tester speed is governed by the speed at which start() can be executed,  a simple start()  function will mean the ST runs fast,  a complex start() means it runs slowly . . .  unless you make it wait for a file it will run as fast as it can. 


Thanks I was waching the strategy folder y no the test folder.

Thank you very much.