Tester: Automated Optimization of a Trading Robot in Real Trading - page 3

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New programm for automated optimization + GUI  - ftp://fx-soft.biz/tcom.1.0.3.1.rar
 

A very good subject. Smart done.

Is there a possibility to run selfoptimization in one terminal

instead of running two terminals at the same time?

 
Is there any way to use 1 platform instead of 2 for the selfautomization?
 
Brygada:

A very good subject. Smart done.

Is there a possibility to run selfoptimization in one terminal

instead of running two terminals at the same time?

Take advantage of this implementation - ftp://fx-soft.biz/tcom.1.0.4.zip
 
Brygada:
Is there any way to use 1 platform instead of 2 for the selfautomization?

Yes, that's - ftp://fx-soft.biz/tcom.1.0.4.zip
 

Xeon, thank you so much for making such a wonderful program!! I am in America though and am having difficulty with a few things:

1. Your new program tcom1.0.4 is nice but needs some help with English translating (I will gladly help, but do not know Russian)

2. tcom1.0.4 has an issue with the date range. In Russia you use Day/Month/Year right? In America we use Month/Day/Year. Your program does not have an option to swap that. Example: Optimize from March 4, 2010 to March 6, 2010 comes out on MT4 as April 3 to June 3, 2010 for me.

I also an having difficulty with oyur old system as it only can optimize up to 4 perimeters at a time and my EA requires about 6-8. It only trades opening bars though and therefor doesn't use the every tick mode when optimizing. When attached and modified for my EA, it also tells me the indicator is dividing by zero. But these errors are all fixed in your new program, tcom1.0.4 so I would LOVE it if you could fix the date issue please!

Thank you so much for a wonderful program, your time is much appreciated!

 

Xeon,

I just found this and IT IS GREAT.

Have you rewritten auto_optimization_204.mqh to read the XML files that MT5 produces? If not, would you please consider doing it?

Thanks for your hard work.

ChuckM

 
ChuckM:

Xeon,

I just found this and IT IS GREAT.

Have you rewritten auto_optimization_204.mqh to read the XML files that MT5 produces? If not, would you please consider doing it?

Thanks for your hard work.

ChuckM


Nevermind. Using your code as a starting point, I rewrote auto-optimization to run on MT5. For anyone else who is considering taking on this task, here are a few of the larger issues I had to work through:

  • Tester no longer produces the output file when running optimization. But I was able to write my own file in the same format (so I could reuse more of Xeon's code). This file is created in the OnTester() event.
  • MQL5 doesn't support ArraySort() for multi-dimensional arrays. I had to write my own bubble sort. (Kind of a big deal since I'm not a c++ programmer.)
  • Something I haven't resolved yet...I need to add code to handle the condition that occurs when the optimizer can find no winning passes. Now it just unloads the EA.
  • Since I run my EA on multiple currencies, I added Symbol() as a prefix to all reports and Global Variables.

I'm really pleased with the result. Now to see if it improves the performance of my EA...

TIA...ChuckM

 

Three months ago, I would be sooo thankful for this article, it's great!! But I started with a full-auto-trader and I don't optimize anything at the moment :) Although, I restarted a bit with coding, just a bit to keep me fresh ;) and because I've the time now.

I downloaded your codes anyway. Thanks a lot for the ideas!

 
spgandau:
spgandau:

I am having trouble using this EA.  here is my info:

Windows 7 (64bit) home edition

MT4 v.4 build 445

I have set up both the the Terminal and Tester_terminal. I created the *.set files and placed them the tester folder.   noticed that there was a respective *.ini created as well by the pgm.  I set the Path to Testor as C:\Program Files (x86)\MT4_Tester.

I ran the optimizing routine on the terminal-tester for EURUSD using H1 for 3 most recent days.  After running this EA on Tester-Terminal, the optimise.ini was not created, nor were any reports generated.  

I was using #include <auto_optimization_204.mqh> and the downloaded MACDSample1.mq4 from above.

I feel lke I am missing something very obvious, but am quite stuck.  I would appreciate any input.

Regards,

spgandau

UPDATE 1 day later:  I finally figured out ho to get the optimise.ini properly created.  I did 2 things:

1. In Windows Explorer, I went to C:\Program Files (x86)\Terminal-Tester.  I RIGHT-Clicked on the folder and selected 'Properties'.  I then selected the 'General' tab.  At the bottom of the screen, the 'Attributes' check box for "Read-Only" was filled in solid.  I un-selected that check box, so that it was clear.  I then selected Apply.  Another pop-up box appeared to confirm my decision AND to "Apply changes to this folder, subfolders and files".  I clicked OK. 

2. THEN, inside the auto-optimize.mqh (include file), I changed the path to the Terminal-Tester.  The example above shows what appears to put the optimise.ini in the same folder as the terminal.exe (the root folder).  I changed the path of the Terminal-Tester to have the file created in  the \tester\files folder....and it worked!  Apparently, in MT4 you can create and place files in either the \experts\files or \tester\files areas or \history   (It will not work in for placement in any other folder).

The optimise.ini file was properly created in \tester\files folder.   

Now, my issue is to actually have data placed into that file (it was empty when I looked at it in Windows Explorer).  also, the reports are not being generated.




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