Analysis of test results and optimisation in the MetaTrader 5 strategy tester - page 3

 
Anatoli Kazharski:

The test time has almost dou bled.

The slowdown (4 months) was not reproducible.

Where did the tick streams from the other characters come from in this test?

Well, there really is that. It looks like a bug.
 
fxsaber:

No playback of the slowdown (4 months).

This, however, does indeed exist. It looks like a bug.
Try to take a longer period for the test. Although, if the "trickle down" of character streams from previous tests is reproduced, then the reason for the slowdown is clear.
 
Anatoli Kazharski:
Try taking a longer period for the test. Although, if the 'trickle down' of character streams from previous tests is reproduced, then the reason for the slowdown is clear.

Three characters

2018.01.29 10:38:30.374 Core 1  28755782 total ticks for all symbols
2018.01.29 10:38:30.374 Core 1  AUDUSD: generate 7396622 ticks in 0:00:01.170, passed to tester 7396624 ticks
2018.01.29 10:38:30.374 Core 1  EURUSD: passed to tester 9753098 ticks
2018.01.29 10:38:30.374 Core 1  GBPUSD: generate 11606067 ticks in 0:00:01.872, passed to tester 11606072 ticks


Recall "One symbol"

2018.01.29 10:39:21.211 Core 1  28755782 total ticks for all symbols
2018.01.29 10:39:21.211 Core 1  AUDUSD: passed to tester 7396624 ticks
2018.01.29 10:39:21.211 Core 1  EURUSD: passed to tester 9753098 ticks
2018.01.29 10:39:21.211 Core 1  GBPUSD: passed to tester 11606072 tick

Write to the SD.
 
fxsaber:

...

Write to the SD.

Sent:

MetaTrader 5 Platform: "leaking" tick streams from other symbols

Opened, Started: 2018.01.29 12:04, #1943675

Support Team2018.01.29 12:05
Status:UnprocessedOpened
Your application has been accepted for review.
 

Hello.

Thank you for contacting us.

Please double-check

Sincerely, MQL5.com Support Team

 
Note on your product "CME CallPut Option Ratio Demo MT4":

There is a moderator message for your product "CME CallPut Option Ratio Demo MT4", which only you, as the author of the product, can read. Please read it and respond if necessary.

You can read the message by following the link https://www.mql5.com/ru/market/product/27633/controlpanel#!tab=moderator

 
 
Market: You have rented and successfully activated the product FrankoScalp, 4 of 5 activations left. (See Rules, IV.10 and IV.11)
 

Slava:

We will see what can be done.

You are describing too exotic cases.

In any case, if the environment has not been changed, and only the input parameters of the EA are changed, all caches - history and ticks - will remain intact and at the ready.

Changing the list of characters to be tested is already considered as a change of environment. But now, unfortunately, there is only possibility to specify symbols to be tested through a file or an input parameter.

You could put the selection of characters to be tested in the tester settings. Then it would "see" that the environment has changed. Consider this option as part of tester development.

//---

P.S. I informed Service Desk about periodic disappearance of the latest forum messages:

MQL5.community website: forum posts disappearing

Opened, Started: 2018.01.29 14:42, #1943767

Support Team2018.01.29 14:44
Status:UnprocessedOpened
Your application has been accepted for review.
Тестирование стратегий - Алгоритмический трейдинг, торговые роботы - MetaTrader 5
Тестирование стратегий - Алгоритмический трейдинг, торговые роботы - MetaTrader 5
  • www.metatrader5.com
Тестер стратегий позволяет тестировать и оптимизировать торговые стратегии (советники) перед началом использования их в реальной торговле. При тестировании советника происходит его однократная прогонка с начальными параметрами на исторических данных. При оптимизации торговая стратегия прогоняется несколько раз с различным набором параметров...
 

Let's compare the results of the same expert that was presented in the first post of the thread with the new scheme thatfxsaber suggested in post #18

Results in the old version:

//---

Results in the new version:

//---

The number of deals shows that there are no violations affecting the trading logic in the new scheme. The duration of the tests has decreased significantly.