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.
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.
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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.