The perfect mechanical trading system. - page 11

 
The tester inside the Expert Advisor does not slow down, it does what it is designed to do: it counts a huge number of variants in order to find the best one. It is impossible to run it in parallel with the Expert Advisor. It has to be a separate big, perhaps multi-dimensional, loop where the Expert Advisor will be deaf to the quotes for a long time. This is the purpose of optimization.

Its own emulator of ticks ? The history stored in the file ? For an EA that hangs in the real account and to which the entire history on the chart is available ? And all this in order to adjust the parameters for the next day or week? Well, well. :-)

And ready blocks and modules are correct. In the normal programming style an EA should consist of blocks and modules. Those are the very blocks and modules that are needed to run the strategy on the history during optimization. Or do you call blocks and modules a tester of MQ? Then it's more like using a Bosch food processor at lunch instead of a fork. :-))
 
Yurixx 27.11.2006 15:39

It is impossible to run it simultaneously with the Expert Advisor.

Why not? - What if the tester is in another terminal?


Own tick emulator ? History stored in a file ? For an EA that hangs in the real account and has access to all of the history on the chart ? And all this to adjust the parameters for the next day or week ? Well, well. :-)

The tick history is also available to you? (if you do not save it to a file)

MQ tester is the same block as the others, the size doesn't matter, the main thing is that it fulfills the task.

Especially as it turns out (for me)

the developers have provided for this approach, so why reinvent the food processor when it has already been invented and is functioning perfectly.

Strategy Tester Startup Settings

  • TestExpert - name of the Expert Advisor to be launched for testing. If this parameter is missing, no testing is performed.

  • TestExpertParameters - name of the file with parameters (ester directory). Such file may be createdin the Expert Advisor's properties window, by pressing the "Input parameters - Save" button. It is usually used to store parameters different from the default ones. Other parameters of the EA under test from tabs "Testing" and "Optimization" (and from tab "Input parameters" in case this parameter is absent) are filled with values saved automatically in file ester[EA name].ini after the last test.

  • TestSymbol - name of the instrument, on whose data the expert is to be tested. If this parameter is missing, the last value used in the tester is used.

  • TestPeriod - chart period (M1, M5, M15, M30, H1, H4, D1, W1, MN). H1 is used if this parameter is absent.

  • TestModel - 0, 1 or 2 depending on the testing model (All ticks, Benchmarks, Open prices). If this parameter is unavailable, value 0 (All ticks) is used.

  • TestRecalculate - enable/disable the "Recalculate" checkbox. Acceptable values are "true" or "false". If this parameter is absent, value "false" is used.

  • TestOptimization - enable/disable optimization. Acceptable values are "true" or "false". If this parameter is not used, value "false" is used.

  • TestDateEnable - enable/disable "Use dates" option. Acceptable values are "true" or "false". If this option is not available, "false" is used.

  • TestFromDate - start date of the testing range as YYYY.MM.DD. If this parameter is absent, "1970.01.01" is used.

  • TestToDate - testing range end date in the form YYYY.MM.DD. If this parameter is absent, it will be 1970.01.01.

  • TestReport - name of the test report file. The file will be created in the client terminal directory. Relative path can be specified, for example: testerMovingAverageReport". If no extension is specified in the report file name, the ".htm" extension will be used. If this parameter is not specified the test report will not be generated.

  • TestReplaceReport - allow/disallow repeated writing of the report file. Acceptable values are "true" or "false". If value "false" is set and report file with same name already exists, then serial number in brackets will be added to report file name, for example "MovingAverageReport[1]. htm". If this parameter is absent, the value "false" will be used.

  • TestShutdownTerminal - enable/disable terminal shutdown after testing. Acceptable values are "true" or "false". If this parameter is absent, value "false" is used. If the user pressed the "Stop" button during testing, the value of this parameter is reset to "false" because the user took control.

Example:

; start strategy tester TestExpert=Moving Average TestExpertParameters=ma0.set TestSymbol=EURUSD TestPeriod=H1 TestModel=2 TestRecalculate=false TestOptimization=false TestDateEnable=true TestFromDate=1970.01.01 TestToDate=2006.06.06 TestReport=MovingAverageReport TestReplaceReport=false TestShutdownTerminal=true
 
Help optimise the EA.
 

Good afternoon everyone!

Been leafing through the pages of the branch. I remembered this. Back under the "Soviet government" there was a lottery SPORTLOTO. In the journal SCIENCE AND LIFE in 1980 was published an article on the subject. The article suggested - how to play this lottery, and at least do not lose! The essence of the method outlined in great detail and intelligibly!

Unfortunately, because of my extreme youth at the time, I confined myself to idle interest in the subject. But I remembered the main point! The tactic was based on playing - not against the lotto, but against the rest of the lottery participants. By analogy with that methodology an idea arose to implement this tactic on a trading platform. But, alas.

I got knocked off my feet! I can't find those issues of the magazine.

These are №1, №2, №3 from 1980. Perhaps someone-neb. imett information on this topic?

Please share the link.

 
leonid553:

Good afternoon everyone!

Been leafing through the pages of the branch. I remembered this. Back under the "Soviet government" there was a lottery SPORTLOTO. In the journal SCIENCE AND LIFE in 1980 was published an article on the subject. The article suggested - how to play this lottery, and at least do not lose! The essence of the method outlined in great detail and intelligibly!

Unfortunately, because of my extreme youth at the time, I confined myself to idle interest in the subject. But I remembered the main point! The tactic was based on playing - not against the lotto, but against the rest of the lottery participants. By analogy with that methodology an idea arose to implement this tactic on a trading platform. But, alas.

I got knocked off my feet! I can't find those issues of the magazine.

These are №1, №2, №3 from 1980. Perhaps someone-neb. imett information on this topic?

Please share the link.

there are many things on the internet, for example: http://molotok.ru/catalog/lot/14616872/:-)

 

I've been knocked off my feet! I can't find those issues of the magazine. It's No.1, No.2, No.3 from 1980. Perhaps someone has information on the subject? Please share the link.

What's the problem? Isn't there a magazine for 1980 in Lenin?

 

"Leninka is what? I did a search on the internet. I only found an archive of the magazine until 1990. There is nowhere deeper!

The earliest publication I could find was http://www.rubiks.ru/club2.html

 
leonid553:

"Leninka is what? I did a search on the internet. I only found an archive of the magazine until 1990. There's nowhere to go deeper.

Leninka.DLL is a library which gives access to millions of books and magazines. It's free to use, but requires registration at some Moscow site :)
 
Has anyone trained a neural network so that the RMS error is less than 0.7 at 10,000 epochs?
How many intermediate layers were used and how many epochs did you use?

Thank you

vtigers@gmail.com
 
DCarlos:

I've been knocked off my feet! I can't find those issues of the magazine. It's No.1, No.2, No.3 from 1980. Perhaps someone has information on the subject? Please share the link.

What's the problem? Isn't there a magazine for 1980 in Lenin?

http://publ.lib.ru/ARCHIVES/N/%27%27Nauka_i_jizn%27%27%27/_%27%27Nauka_i_jizn%27%27%27_1980_.html