[Archive!] Any rookie question, so as not to clutter up the forum. Professionals, don't pass it by. Couldn't go anywhere without you - 2. - page 32

 
Vinin:

Expert Advisor works, optimizes. I only had a problem with lot size

Optimised as in - can you see that there are runs on the bottom left and the results and test schedule are displayed ? What parameters did you put in the optimisation ? Maybe i am doing something wrong.... I set these : graph minute PERIOD = 1;

Date: from 2000.01.01 to 2001.01.01

Period_MA = 2 ... 240;

ProfitFr = 4 ... 500;

limitation = 15 ... 150;

MODE = 0 ... 3;

PRICE_TYPE = 0 ... 6

And my optimization doesn't work even just for one parameter Period_MA = 2 ... 240 (if other parameters are disabled): I don't see green bar and runs are invisible - nothing (if I set Period_MA less than 50, then it starts running very slowly, but again, only on Period_MA)

 
volshebnik:

Optimised, how - do you see that there are runs at the bottom left and the results and test schedule are displayed ? What parameters did you put in the optimization ? Maybe i am doing something wrong.... I put these : graph one minute PERIOD = 1;

Date: from 2000.01.01 to 2001.01.01

Period_MA = 2 ... 240;

ProfitFr = 4 ... 500;

limitation = 15 ... 150;

MODE = 0 ... 3;

PRICE_TYPE = 0 ... 6

And my optimization doesn't work even with just one parameter Period_MA = 2 ... 240 (if others are disabled): no green bar and no visible runs - nothing (if I set Period_MA less than 50, then it's very slow, but again only for Period_MA)


What is your allowed minimum lot? And is the history loaded?

 
Vinin:


What is your allowed minimum lot? And is history loaded?

Lot 0.01. Yes, history is loaded. The archive of quotes contains data on 1-minute data since 1999, you can scroll back to that time on the chart as well.

I set Period_MA = 10 ... 30. And to optimise for one day (while writing the previous post). In 40 minutes only 13 runs went through. And if we increase Period_MA to 100 and run optimization even for not more than a month - everything .... crash...

 
volshebnik:
Lot 0.01. Yes, history is loaded. There is 1min data in the quote archive from 1999, you can scroll back to that time on the chart too.

Try to run it on this period without optimization. What messages will appear in the logs? Expert Advisor parameters are not important.
 
Vinin:


Try running it without optimisation on this period. What messages will appear in the logs? EA parameters are not important.
I run the tester during one day: If Period_MA < 52, then it is tested and in the log (tester - logs) we see that Print is printed. But if Period_MA > 52 - no testing is performed. The log is empty (parameters of the Expert Advisor and Print message during deinitialization when the Expert Advisor closes). But if I test for one year, then at any value of Period_MA testing is successful.
 
What do you mean by "pending order", if the order has gone to the server, will it necessarily be displayed in the terminal?
drknn:


What do you mean by queued? The Expert Advisor sends an order to the server to set a pending order. If the parameters of the order are correct, then the server sets the pending order, which is immediately displayed in the terminal. If the Expert Advisor sends an order to place pending orders at a certain step (it is done through a loop), then each new order is processed by the server separately. These orders are placed in queue - Expert Advisor has given an order - server has responded. The Expert Advisor has given an order again and is waiting for the server's reply.

What do orders queued up mean? What do you mean by that?

 
Taking another period from 2000 to 2001. The test now runs at Period_MA<68..........
 
Jaguar1974:
What do you mean by "pending order", if the order has gone to the server, will it necessarily be displayed in the terminal?

... to the server and according to the parameters of the order it is pending, then it will necessarily be displayed in the terminal.
 
volshebnik:
I run the tester for one day: If Period_MA < 52, then the test is running and the log (tester - logs) shows that Print is output. But if Period_MA > 52 - no testing is performed. The log is empty (parameters of the EA and Print message is displayed when the EA is deinitialized, when it closes). But if I test for one year, then at any value of Period_MA testing is successful.
transer[1]
Alpari-Demo (Build 229)

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Minute (M1) 2000.01.03 00:01 - 2000.12.29 22:50 (2000.01.01 - 2000.12.31)
Model By open prices (only for Expert Advisors with explicit bar opening control)
Parameters Period_MA=5; ProfitFr=10; NFr=1; Limit=52; PERIOD=1; MODE=3; PRICE_TYPE=0;
Bars in history 313145 Modelled ticks 575059 Simulation quality n/a
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 2511.85 Total profit 270780.34 Total loss -268268.49
Profitability 1.01 Expectation of winning 0.08
Absolute drawdown 1750.05 Maximum drawdown 12137.37 (50.39%) Relative drawdown 50.39% (12137.37)
Total trades 31491 Short positions (% win) 15819 (79.63%) Long positions (% win) 15672 (86.98%)
Profitable trades (% of all) 26229 (83.29%) Profitable trades (% of all) 5262 (16.71%)
Largest profitable trade 13.00 losing transaction -54.14
Average profitable deal 10.32 losing deal -50.98
Maximum number continuous wins (profit) 170 (1817.75) Continuous losses (loss) 34 (-1669.51)
Maximum Continuous Profit (number of wins) 1817.75 (170) Continuous loss (number of losses) -1669.51 (34)
Average continuous winnings 12 continuous loss 2
 
Vinin:
Strategy Tester Report
transer[1]
Alpari-Demo (Build 229)

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Minute (M1) 2000.01.03 00:01 - 2000.12.29 22:50 (2000.01.01 - 2000.12.31)
Model By open prices (only for Expert Advisors with explicit bar opening control)
Parameters Period_MA=5; ProfitFr=10; NFr=1; Limit=52; PERIOD=1; MODE=3; PRICE_TYPE=0;
Bars in history 313145 Modelled ticks 575059 Simulation quality n/a
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 2511.85 Total profit 270780.34 Total loss -268268.49
Profitability 1.01 Expectation of winning 0.08
Absolute drawdown 1750.05 Maximum drawdown 12137.37 (50.39%) Relative drawdown 50.39% (12137.37)
Total trades 31491 Short positions (% win) 15819 (79.63%) Long positions (% win) 15672 (86.98%)
Profitable trades (% of all) 26229 (83.29%) Profitable trades (% of all) 5262 (16.71%)
Largest profitable trade 13.00 losing transaction -54.14
Average profitable deal 10.32 losing deal -50.98
Maximum number continuous wins (profit) 170 (1817.75) Continuous losses (loss) 34 (-1669.51)
Maximum Continuous Profit (number of wins) 1817.75 (170) Continuous loss (number of losses) -1669.51 (34)
Average continuous winnings 12 continuous loss 2
Do you want to show that testing happens ? If that's what you mean, at Period_MA=5 yes, it does. But at the other limits I have described, no ....