How to use previous optimization results as input for new optimization

New comment
 
I have the XML file containing the results of an optimization I ran earlier, I want to use the input variables of say the top 100 passes of those results and run a new optimization that only uses these 100 variables.
 
Makes no sense. If you run the same values (not variables) you should get the same results.
 

hi everyone,

I have this problem too, 

I think he means that, is there any solution to give the optimizer an initial guess??

for example I have an EA with multiple inputs ( For example X,Y,Z ,...), I know that  when I set X=1 and Y=2 and Z=3 then I get an output of 20% profit. so i want to give these value as initial guess to optimizer . because if genetic algorithm of optimizer calculate out put with these numbers then surely final result of optimization will be at lease 20% of profit and not less. because i already gave required values to optimizer to reach 20%.


it would be really appreciated if anybody can help

Tnx in advance

 
William Roeder #:
Makes no sense. If you run the same values (not variables) you should get the same results.

What I want to do is run an optimization for a shorter time period say 6 months, get all the results then select the top 100 variables and then run them for longer periods.

The idea being to quickly eliminate the majority of variables that wont fit my criteria. This would help me immensely as I am using my own computing resources and not the cloud.

 
One way to do it is to make the EA create a set file based on the results of the optimization process.

Therefore you will need to use the OnTester* functions.

And you need to programmatically put together the set file and save it on disk.

Then you can load this set file for the next run of your optimization.

I am not sure if it is possible to start the optimization from CMD and specify the set file to load. But I would guess the answer to that can be found on the forum.

 
Dominik Christian Egert #:
One way to do it is to make the EA create a set file based on the results of the optimization process.

Therefore you will need to use the OnTester* functions.

And you need to programmatically put together the set file and save it on disk.

Then you can load this set file for the next run of your optimization.

I am not sure if it is possible to start the optimization from CMD and specify the set file to load. But I would guess the answer to that can be found on the forum.

Tanks for your guidelines, I have spent a whole day on it but there isn't any suitable output for my struggling!

I just want that metatrader optimizer  test my specific setting. it means that I need it to optimize parameters as normal and also test the specific values(exact values) that I specify. because it working based on genetic algorithm and it may stock in local optimum but i know there is another setting that is better that the ones which metatrader is testing. so i need to specify an initial guess for it, to be sure that optimization result will be better than what I've got right now 

New comment