Questions from Beginners MQL5 MT5 MetaTrader 5 - page 1543
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
My question is cancelled.
I exported at closing prices and compared with opening prices.
Good afternoon!
Can anyone recommend a software add-on for strategy tester that would provide cyclic sequential optimisation for each robot parameter.
Genetic algorithm and forward testing do not give optimal extremum.
And manually, sequentially optimising the parameters, one can achieve a situation when the profit stops growing when changing any parameter.
I would like to have such a software add-on that would automate this labour-intensive and monotonous process.
I am grateful in advance for any advice.
Regards, Alexander
And manually, sequentially optimising the parameters, it is possible to achieve a situation when the profit stops growing when changing any parameter.
I would like to have such a software add-on that would automate this labour-intensive and monotonous process.
I am grateful in advance for any advice.
Regards, Alexander
When you manually over-optimise and the profits have already stopped growing, you're probably doing a history tweak.
Good afternoon, Roman!
I agree with you that it is a history matching.
But any optimisation of parameters using quotes is "fitting to history".
I use historical data for 2 past months and re-optimise parameters every day, expecting to catch statistical characteristics of price flow.
Good afternoon, Roman!
I agree with you that it is a fitting for the story.
But any optimisation of parameters using quotes is "fitting to history".
I use historical data for 2 past months and re-optimise parameters every day, expecting to catch statistical characteristics of price flow.
And manually, sequentially optimising the parameters, it is possible to achieve a situation when the profit stops growing when changing any parameter.
I would like to have such a software add-on that would automate this labour-intensive and monotonous process.
I am grateful in advance for any advice.
Regards, Alexander
Check out this option. There is a multiple launch of the optimiser. I don't understand if there is an opportunity to change settings. In general, the settings can be loaded from the file for optimisation using dll in the same way. Or change a little bit the EA itself and make it write and read parameters for further optimisation. I.e. after the end of optimisation, it writes in the file what to optimise further at the next start, and it spins counters inside itself, and then gives a frame with the parameters of these counters, you save the results in a separate file.... I hope I haven't explained it too complicated.
Good afternoon!
Can anyone recommend a software add-on for strategy tester that would provide cyclic sequential optimisation for each robot parameter.
Hello, Alexander!
Indeed, as @Aleksey Vyazmikin mentioned above, the MultiTester library from @fxsaber will come in handy. It allows you to start and stop the tester and set any optimisation parameters. But you will have to write the code for selecting which new settings to pass to the tester yourself. Another option is Validate. Initially it was created for something else, but then it turned out that it can be used for automated execution of several optimisations with custom parameters, which should be saved as ini-files in one folder.
Something similar to your task was implemented by @Georgiy Merts. You can read a rather extensive thread of the Trading Systems League forum. Continuing work. I haven't looked at his implementation of test automation, so I can't say anything specific about it. But judging by the forum thread, it worked successfully (in the sense of running optimisations in the right order according to the schedule and saving the results in a form suitable for further use).
For myself, I have chosen to use MultiTester, just in the last article (not published yet) I got to the description of one of the possible variants of the process of automating the testing of Expert Advisors.
Hello, Alexander!
Indeed, as @Aleksey Vyazmikin mentioned above, you will need the MultiTester library from @fxsaber. It allows you to start and stop the tester and set any optimisation parameters. But you will have to write the code for selecting which new settings to pass to the tester yourself. Another option is Validate. Initially it was created for something else, but later it turned out that it can be used for automated execution of several optimisations with custom parameters, which should be saved as ini-files in one folder.
Something similar to your task was implemented by @Georgiy Merts. You can read a rather extensive thread of the Trading Systems League forum. Continuing work. I haven't looked at his implementation of test automation, so I can't say anything specific about it. But judging by the forum thread, it worked successfully (in the sense of running optimisations in the right order according to the schedule and saving the results in a form suitable for further use).
For myself, I have chosen to use MultiTester, just in the last article (not published yet) I got to the description of one of the possible variants of the process of automating the testing of Expert Advisors.
Thank you very much for your advice!
Hi,
I am very new here.
How can I activate my account.
MetaTrader 5:
Thank you.
When I start the tester I get a subwindow with RSI, with standard lines 70 and 30, how can I add my own line 50 for example in this subwindow?