Optimise an EA and get the best of the optimised ones. - page 42

 
Aleksey Vyazmikin:

Frames are needed so that all this would be collected from the network - optimizers (agents), I do not use a single computer. And so, the code is not mine from scratch - I partially gutted it from the article about optimization and adapted it to my needs.

In Expert Advisor, you can make an external variable, according to which the statistics will be written or not.

Well, I was going to do so.

Actually, the question is about storing statistics. You want full statistics for each pass - but if the work is done with remote agents - it won't be written to a file. Only in frames.

OK.

I'll give you frames with all the stats you specified. It may be that in the future I would like to understand all statistical data of each pass - so this functionality will be useful in my library.

A couple of days.

 

My question is, do I need to update the terminal to the new build and agents to continue working on this project?

Just for now, due to instability, I'm not upgrading...

 
Aleksey Vyazmikin:

My question is, do I need to update the terminal to the new build and agents to continue working on this project?

It's just that for now, due to instability, I'm not upgrading...

What difference does it make ?

I just rebuilt a script which processes the XML file a bit, and that's it, the only difference is in the names...

All these variables don't bother the league at all.

In the next few days I will make it possible for you to output to a file all the stats you specified for all passes. You will have a CSV file, the first column is your pass number, the other columns are your stats. It will work for individual TC, as well as for a common file with the TC you specify. Frames are just needed to collect statistics between agents. After the collection - all will be written to a local file - open it in Excel, and do whatever you want.

Although, I'm still convinced that all these advanced statistics - just "obscure the forest". For a choice of TS - only two indicators are enough - the "beauty" of the balance line (better, of course, Equity, but the history does not show the Equity) and the TS stability indicator.

With "beauty" - I have closed the question, I see that my "quality" indicator is very adequate.

With "stability" - more difficult. I am now thinking of the "monkey trading" technology - adding a small number of random deals to work on history and analyzing their influence on the TS. However, so far there are more questions than answers.

 
Georgiy Merts:

What's the difference ?

I just rebuilt the script that processes the XML file a bit, that's all - the only difference there is in the names...

All these variables don't interfere with the league at all.

In the next few days I will make it possible for you to output to a file all the stats you specified for all passes. You will have a CSV file, the first column is your pass number, the other columns are your stats. It will work for individual TC, as well as for a common file with the TC you specify. Frames are just needed to collect statistics between agents. After the collection - all will be written to a local file - open it in Excel, and do whatever you want.

Although, I'm still convinced that all these advanced statistics - just "obscure the forest". For a choice of TS - only two indicators are enough - the "beauty" of the balance line (better, of course, Equity, but the history does not show the Equity) and the TS stability indicator.

With "beauty" - the question is closed for me, I see that the index of "quality" is very adequate.

It's more complicated with "stability". I am now thinking of "monkey trading" technology - adding a small number of random deals to work on history, and analysis of their impact on TS's performance. However, so far there are more questions than answers.

Well, it's already happened that the new build produced different results...

About the function for outputting data to a file - it would be good to generate a name, taking into account the EA name, plus the date when the file was created, or better yet, in reverse order, then the filtering will be by date. Maybe you can include in your script the option to take the data from the file. Then the optimization process will become easier, since there will be no need to manually save the file.

The approximate equity value based on the history can be obtained, why not?

I do not know anything about the quality indicator as well as other potential project participants. Yesterday I came up with an idea to describe the balance using a polynomial (the idea is to select a function from the beginning of the chart that will describe a chart with certain deviation and use a new function when the deviation reaches a certain value) and to classify functions, say, by a certain coefficient; the classification itself will indicate a vector and slope. Now, I'm worried about planes that would turn into slopes in a real account... There are lots of ideas in general, but I don't know how to implement them all.

 

By the way, add to the statistics

STAT_CONLOSSMAX - Maximum loss in a sequence of losing trades. Value less than or equal to zero

STAT_CONPROFITMAX - Maximum profit in a sequence of profitable trades. Value greater than or equal to zero


 
Aleksey Vyazmikin:

The approximate value of equity on the story can be obtained, why not?

And how? The history contains only information about the trades that have taken place. To obtain the Equity, we need to consider the price movement during their open positions. It is not easy even in dollar pairs. And even more so with crosses - it is too difficult.

Aleksey Vyazmikin:

I do not know anything about Equity, as well as other potential participants of the project.

Well... Sorry. Here, especially for those who don't want to use it - there will be a file with statistics on all passes - take whatever data you want.

Aleksey Vyazmikin:

By the way, add to the stats

STAT_CONLOSSMAX - maximal loss in a sequence of losing trades. This value is lower or equal to zero.

STAT_CONPROFITMAX - Maximum profit in a sequence of profitable trades. Value greater than or equal to zero

OK, you'll get columns like that too.

 
Georgiy Merts:

And how? The history is just information about the trades that have taken place. To get Equity - you have to take into account the price movement during their open state. It is not easy even in dollar pairs. And with crosses - too difficult.

Well... Here, especially for those who do not want to use it - there will be a file with statistics for all passes - take any data you want.

OK, you'll get columns like that too.

It's not easy, but it's possible...

Sorry :)

Ok.

 
Aleksey Vyazmikin:

It's not easy, but it's possible...

Sorry :)

Ok.

I'm sick of these damn OnTesterPass().

I can't get past them in the debugger ! Just some kind of treason !

But if I take output to log-file - everything seems to work.

But, difficulties are solvable, and by Tuesday - you will be able to get a file with all statistics for each pass. You can analyse it as you like.

I wanted to do it at the weekend - but, no, I spent too much time wrestling with the debugger, and there are other things to do.

By the way, on the other forum - there's another member who's very interested in the League. Already made five XML files. And all with the same mistake - he took the export not from the "Forward" tab, but from the "Optimisation" tab. But, he said, he will redo it.
 
Georgiy Merts:

I'm sick and tired of these damn OnTesterPass().

Can't get past them in the debugger ! Just some kind of cheat!

Although, if I take output to log-file - everything seems to work.

But, difficulties are solvable, and by Tuesday - you will be able to get a file with all statistics for each pass. You will analyse it as you like.

Can you be more specific about what the problems are? It seems to be working for me, and I wonder, maybe there is a hidden bug.

Georgiy Merts:

Wanted to do it this weekend - but, nah, too much time spent fighting with the debugger, and there are other things to do.

By the way, on another forum - there's another member who is very interested in the League. He has already made five XML files. And all of them had the same mistake - he took the export not from the "Forward" tab, but from the "Optimisation" tab. But, he said, he will redo it.

This is good news!