Optimisation and Out-of-Sample Testing. - page 7
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Thank you, kharko for the solution. I'll try to use it!
I found this branch not long ago... But I got the solution today... The method is universal...
We can get the optimized parameters at one time interval, and then sequentially filter them out at other intervals...
When I finally finished optimization I will tell you how many variants left to date...
The sample yielded 4731 variants... Genetic algorithm was used... Of course there should be many more choices... It's impossible to grasp the immensity... Let's start small...
leonid553, if you want to communicate, write...
You can simply run the optimiser for 2006, save the optimisation results, then for the next year, etc. Open all results in e.g. Excel and find the intersection of optimum zones. And there is no need to use 2006 optimal zones during optimization for 2007. The only thing that saves the optimization time but there is a chance to analyze important zones as you've correctly noticed. And when we have all the optimization results, we can invent and implement as many sifting criteria as we want. Approach the testing of each Expert Advisor individually
You can simply run the optimiser for 2006, save the optimisation results, then for the next year, etc. Open all results in e.g. Excel and find the intersection of optimum zones. And there is no need to use 2006 optimal zones during optimization for 2007. The only thing that saves the optimization time but there is a chance to analyze important zones as you've correctly noticed. And when we have all the optimization results, we can invent and implement as many sifting criteria as we want. Approach the testing of each EA individually
I have an Expert Advisor that requires optimization of 3 parameters, someone has more... The range of variation is more than 1000 for each parameter... How long will it take to optimize EA using your scheme... You can't do without genetic algorithm... so, it reduces the probability of finding crossovers on different time intervals...
Forward testing scheme is the best...
You can simply run the optimiser for 2006, save the optimisation results, then for the next year, etc. Open all results in e.g. Excel and find the intersection of optimum zones. And there is no need to use 2006 optimal zones during optimization for 2007. The only thing that saves the optimization time but there is a chance to analyze important zones as you've correctly noticed. And when we have all the optimization results, we can invent and implement as many sifting criteria as we want. Approach the testing of each EA individually
I have an Expert Advisor that requires optimization of 3 parameters, someone has more... The range of variation is more than 1000 for each parameter... How long will it take to optimize EA using your scheme... You can't do without genetic algorithm... so, it reduces the probability of finding crossovers on different time intervals...
The forward testing scheme is the best...
The scheme is essentially the same, the implementation is different. And the time is the same as for full optimization (over the entire range of options) for the entire timeframe.
How does it work?
At time interval A we run the usual optimization of parameters (Counter=0) ...
We transfer the results to Excel... Now our task is to create a file with optimized parameters and save it to the directory ...\tester\files
Select columns with our parameters in Excel, copy and paste them into Word or Notepad as unformatted text...
In Wordboard or Notepad convert each line to the form: value1;value2;value3.
Save it in the directory ...\tester\files
If you're not too lazy, you can write a macro to perform the above operations on the fly...
Now we can run optimization on time slot B... Now the optimization parametre will be Counter... Specify the maximum value (number of rows in the list)...
That's it, the problem is solved... Good luck...
Here is the requested Excel macro.
After you paste the optimization report into Excel via clipboard, you need to remove unnecessary columns, leaving only the input parameters. Run the macro and get the resulting row in the last column. Copy the last column to the clipboard and paste it into notepad. Macro is simple, but useful for work. If something is not correct - I will correct it.
Module1.bas is imported in Excel VBA editor (ALT+F11).
is this programme not suitable? 'Test and optimization management software'
The programme is great... No argument.... 2 drawbacks:
1. the trader is only offered what the programme sees fit, i.e. from its point of view optimal...
2. A fee...
Implementation offered by me - simple and available to everyone, even a beginner ...
There is freedom of choice to make a decision....
Here is the requested macro for Excel.
After pasting the optimisation report into Excel via the clipboard, you need to remove the extra columns, leaving only the input parameters. Run the macro and get the resulting row in the last column. Copy the last column to the clipboard and paste it into notepad. Macro is simple, but suitable for work. If something is not correct - I will correct it.
Module1.bas is imported in the Excel VBA editor (ALT+F11).
Thank you... Everything works correctly...
Greetings all!
Could be a "bicycle"...
Made a script a couple of days ago - comparing two HTML files of test results and output the results with the same EA parameters in a simple TXT file.
I was in a hurry (to the detriment of usability...).
Optimize on history, save the report in ...\Meta Trader\experts\files\1.htm !!!
Optimize in future, save it in ...\Meta Trader\experts\files\2.htm !!!
3. Run the Compare_Reports.mq4 script.
The results are displayed in ...\Meta Trader\experts\files\Compare_Reports_Res.txt
Format: Passage (from 1.htm), Profit, Total trades, Profitability, Expected payoff, Drawdown $, Drawdown %, Expert Advisor parameters
I apologize for "clumsiness", I started to use it all a couple of months ago.
I am still wandering around the forums and losing demo accounts, to no avail...
Strange, FileOpen() only opens my files in \experts\files or \tester\files in the tester.
Strangely, FileOpen() only opens my files in \experts\files or \tester\files in the tester.
Maybe you've already figured it out yourself, but still - it's a feature of the terminal, it allows working with files only in these two directories.
Now about the script. I like it, although there are a lot of routine operations, but it's worth it ))).
Is it possible to make it save selection results not in *.txt, but in htm again? This would make it possible to sample not two periods, but several, it would be very convenient.... and it would be even more interesting to feed the file with samples to the optimizer on a new period, so it would make passes only for these parameters.... then, on the last period, there would not be many variants left, but the "zimus
Have you dug in this direction?
The thing is, MQL is amenable, but all external operations are very difficult, and HTML is almost unknown.... Self-taught amateur :(((