Optimise an EA and get the best of the optimised ones. - page 39
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Renat Fatkhullin speaks about the relevance of multiple genetic optimization on one machine with the same parameters, have you tried it? Is it possible with your personal selection criterion?
Forum on trading, automated trading systems and trading strategies testing
I updated my MT5 terminal today. I cannot see the "Optimize" window during the test.
Renat Fatkhullin, 2018.04.28 17:31
What else is new brought by the new mechanism of working with the cache of previous results in genetics.
We now show all previous genetics passes when displaying results. This gives a better understanding of the search process in genetic optimization.
Below is a graph on the fifth run of genetics:
We can see that on the fourth run the randomizer has broken out of the local extremum and found a new slide of better options.
When using genetics it is important to understand the mechanics of genetic search and remember to run the genetics multiple times over the same parameters so that the randomizer can more fully cover the search area.
With the new tester, this becomes easier to understand and see through the eyes.
Renat Fatkhullin talks about the relevance of multiple genetic optimization on the same machine with the same parameters, have you tried this? Is it possible with your personal selection criteria?
I have all this in use and it all works.
Multiple genetics on the same parameters makes sense when there are many parameters. Then, yes, there is a chance that some maximum of fitness function was missed the first time.
I, on the other hand, strive for minimum parameters and therefore genetics usually finds all the best options. Also, to select the best set of parameters - I use a special script that processes an XML file of passes, not always the best (based on fitness function) set is the most optimal and sustainable. Often we have to take a smaller fitness function because the chosen maximum is very "narrow" and therefore not stable at all.
So, the CHFJPY symbol is fully launched.
The next symbol is EURCHF
Part of the TS is already running. We have to optimize it:
EURCHF EMATrendRTS
EURCHF EMAFlatDTS
EURCHF ChnTrendDTS
EURCHF ChnTrendSAR
EURCHF ChnTrendSP
EURCHF ChnFlatSP
EURCHF ChnFlatSAR
EURCHF ChnFlatRTS
EURCHF ChnTrendRTS
EURCHF ChnFlatDTS
Optimisation period 30.04.17 - 30.04.18, forward from 30.09.17
Hmmm... Only signals from demo accounts can be free...
And me, alas, all the "slots" on the UPU are already occupied, and I can't put another terminal for a demo signal...
It looks like arranging a free subscription for those involved in over-optimisation - won't work yet either.
Have to think about how to solve this problem...
For the public had to put on a cent account...
Current TCs for over-optimisation:
Put GBPCAD EMAFlatDTS on overoptimization.
Optimisation period 2.05.17 - 2.05.18, forward from 2.10.17
Current situation on favourites
(All TCs work on demo without MM, with minimum lots)
Top 20 on quality:
Top 10 chart by quality:
Best 20 for Balance:
Best 10 Balance Chart:
As a reminder, Expert Trading Systems League (versions for both MT4 and MT5) can be found on Yandex-disk. In the archive also attached a brief description of the principles of the League and a list of TS, working in it.
By default, the League works with one TS (EURUSD ChnTrendSAR, magik 220141) without any restrictions.
Other TS work only in the strategy tester. For their work on a demo or real account registration codes are required. Registration codes, valid for 3 months with a link to your account number, are issued for optimising individual League systems (2-5 hours on a quad-core Core i5).
The current systems for over-optimisation:
I place USDCAD ChnTrendDTS
Period 3.05.17 - 3.05.18, forward from 3.10.17
Launched
Launched
40 regcodes.
And Fast235 has three redcodes.
By the way, launched a free signal as well.
Unfortunately, not on the UPU... There's a computer in the pantry. Unfortunately an old one. I'll monitor it, of course, but, understandably, the probability of failures is higher than on a paid signal.