AMD or Intel as well as the memory brand - page 65
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Maybe, in order not to have a strong discrepancy in the number of trades, we should open them by bars?
For example, in the start we make some calculations with the current price and open and close deals every 5 bars by a simple condition (for example, if the last bar goes up, then buy, otherwise sell) and optimize the parameters that will not affect anything. Of course, I can do it myself, but since I'm not a programmer, my code will be terrible.
Maybe, in order not to have a strong discrepancy in the number of trades, we should open them by bars?
For example, in the start we make some calculations with the current price and open and close deals every 5 bars by a simple condition (for example, if the last bar goes up, then buy, otherwise sell) and optimize the parameters that will not affect anything. Of course I can do it myself, but as I'm not a programmer, my code will be horrible.
There were such thoughts, but all the same - it all rests on different history and different trading conditions. Although this may somewhat remove their influence, it will not solve the problem.
But look... What if...
Instead of running the optimisation, use its mathematical model, so to speak.
In essence, what is there, to enumerate parameters and calculate the acceptable one...
To do this we shall run a loop of 1000 iterations and at each iteration we shall calculate square root of i.
Every tenth is written to the file, etc...
But look... What if...
Instead of running the optimisation, use its mathematical model, so to speak.
In essence, what is there, to enumerate parameters and calculate the acceptable one...
To do this we shall run a loop of 1000 iterations and at each iteration we shall calculate square root of i.
Every tenth is written to the file, etc...
This will have little to do with optimisation (how it uses the computer's resources). It's already been suggested. It's the same script - only in full-face.
There have been thoughts of that, but still - it all comes down to different history and different trading conditions. Although it may somewhat eliminate their influence, but it will not solve the problem.
And here I am in solidarity with imp120. Yesterday I have checked your and Alexey's results and went to bed. And just a practically the same thought occurred to me.
The difference is that the order should be opened at one 15-minute bar and closed at the next one. The number of "minutes" may still vary, but at m15 the difference will probably be less than 0.1%. In other words, trading functions will be almost equal.
And the computing load can be simulated by calling several indicators, which and how many of them - can be discussed.
Thus, the "quality" of history and its "accuracy" won't influence the number of deals at all. And the calculation load is easy to vary. And by the way, it will be easy to find out the contribution of this or that indicator to the load of the tester.
This will have a distant bearing on optimisation (how it uses the computer's resources). It has already been suggested. It's the same script, only in full-face.
I don't know much about the highlighted one...
I'm not very good at optimisation, and I don't know much about the guts of it.
However, I don't see anything supernatural or such that cannot be simulated.
For example, extraction of square root from let's say current number i=101, the operation with dubles
which is a "hitch" and the reason for using cse2 in mt5 to improve the situation...
After all, cars crash a thousand times on a computer and once in reality.
;)
And here I am in solidarity with imp120. Yesterday, after putting your and Alexey's results in the table, I went to bed. And I just had almost the same thought.
The difference is that the order should be opened at one 15-minute bar and closed at the next one. The number of "minutes" may still vary, but at m15 the difference will probably be less than 0.1%. In other words, trading functions will be almost equal.
And the computing load can be simulated by calling several indicators, which and how many of them - can be discussed.
Thus, the "quality" of history and its "accuracy" won't influence the number of deals at all. And the calculation load is easy to vary. And by the way, one can easily find out the contribution of this or that indicator to the load of the tester.
Yes. I suppose so. I've got a thing about minutes - that's the inertia of thought! (Am I getting old or something?))
So it really could be a solution.
Yeah. I guess so. I've got a thing for minutes - that's inertia of thought! (Am I getting old?))
So this could really be the solution.
You mean use, say, a watch?
I don't know much about the highlighted one ...
I'm not very good at optimisation, and I don't know much about the guts of it.
However, I don't see anything supernatural or such that cannot be simulated.
For example, extraction of square root from let's say current number i=101, the operation with dubles
which is a "hitch" and the reason for using cse2 in mt5 to improve the situation...
Cars, too, crash a thousand times on the computer and once in reality.
;)
It is possible to simulate, if we have some idea of what's going on "inside". Otherwise we can take thousands of years to find the right model.
In the example of cars, there is the science of resistance of materials and so on and so forth. But the science of "MT4 tester" that would give us a ready-made model - not yet ;)
And by the way, what's the "hitch" and how does SSE2 help there? And where did this information come from anyway? Can you give me a link?