Discussion of article "Continuous Walk-Forward Optimization (Part 3): Adapting a Robot to Auto Optimizer"
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New article Continuous Walk-Forward Optimization (Part 3): Adapting a Robot to Auto Optimizer has been published:
The third part serves as a bridge between the previous two parts: it describes the mechanism of interaction with the DLL considered in the first article and the objects for report downloading, which were described in the second article. We will analyze the process of wrapper creation for a class which is imported from DLL and which forms an XML file with the trading history. We will also consider a method for interacting with this wrapper.
In the first article, the mechanism of operation with XML report files and the creation of the file structure was analyzed. Creation of reports was considered in the second article. The report generation mechanism was examined, starting with the history downloading object and ending with the objects generating the report. When studying the objects which are involved in the report creation process, the calculation part was analyzed in detail. The article also contained the main coefficient formulas, as well as the description of possible calculation issues.
As it was mentioned in the introduction to this article, the objects described in this part serve as a bridge between the data downloading mechanism and the report generation mechanism. In addition to the functions which save trading report files, the article contains the description of classes participating in XML report unloading, as well as the description of robot templates that can automatically use these features. The article also described how to add the created features to an existing algorithm. It means that auto optimizer users can optimize both old and new algorithms.
Author: Andrey Azatskiy