Optimisation and Out-of-Sample Testing. - page 12

 
kharko писал(а) >>

Surely there is already a practical implementation of this algorithm... On the forum I found only its derivatives... For example, 'How to implement your optimization criterion'...

I want to share my solution to this problem....

Let's prepare an EA... Let's add external parameters...

Into function init() insert the following block....

Parametr1, Parametr2, Parametr3 - external parameters, which should be optimized....

That's all ...

Thanks for the great stuff. If only one could set the testing periods out of sample, it would be great.

 
Can you tell me why historical data is cut after an MT update?
 
jak21:
Can you tell me why the historical data is cut after an MT update?
Ask your DC!