Optimise an EA and get the best of the optimised ones. - page 15

 
Aleksey Vyazmikin:

Wouldn't it make more sense to specify those who are out, exactly? I'm just thinking that if I try to optimise the EA for all symbols (specifying 4 symbols) in the market review, will it work correctly? I just do not want to be constantly distracted by this problem.

I don't think it will work with "all the symbols". He will choose the best one out of all of them. We need to pick the best one for each symbol. Plus, I also feed this optimization file through a special program that selects the best variant for a set of indicators. And for different characters it will be different indicators, it does not take it into account now. It would take another month for debugging to implement such an option.

And "to specify those who dropped out" is precisely the question of "ordering" - that is, the question of the test order procedure itself. In the process of thinking about how best to conduct it.

It would be nice if you could set it and leave for a week, and it would over-optimise everything for you... But there is no possibility to do it in MT5 itself, I have to use Autoclicker like AutoIt, write a big script for it, check it... ...well, that's a big deal.

For me, if I'm bored, I have given up this activity... I've got the urge, I put it back on the optimizer. Your recommendations - will not go anywhere, I'll take them all into account and give them all back.

Also - you have so far gone through the "channeled" TCs, they are faster optimized than EMA ones.

P.S. All six files are processed, and put into the League. You owe me six regcodes. Whenever you want, you write down your account number and the magician you want. I'll give you the rugcod.
 

All six experts - laid in the League, and put up for demo.

Please also update all EAs for optimisation - there are some changes in them. Optimise only with the latest versions.

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George Merts:

"By all the characters" won't do. He's going to pick the best one out of all of them. And we need to choose the best one for each symbol. Plus, I also feed this optimization file through a special program that selects the best variant for a set of indicators. And for different characters it will be different indicators, it does not take it into account now. I have to spend another month on debugging it to be able to do this.

I thought that it would simply work independently with each symbol in turn, but since everything is designed that way on genetics... Too bad. Or maybe I should write a symbol switch in the code after a certain number of iterations?

George Merts:

And "pointing out who flunked out" is just a matter of "unsetting" - i.e. a matter of the test order procedure itself. In the process of thinking about how best to do this.

I would make a table where a marker could highlight what is relevant to optimize, and the person who decided to take it would immediately write here that will optimize.

 
Aleksey Vyazmikin:

I thought it would just work independently with each symbol in turn, but since it's all set up like that on genetics... Too bad. And maybe in the code to prescribe symbol switch after passing a certain number of iterations?

I would make a table, where the marker could highlight what is important to optimize, and the person who decided to do it, immediately write here that it will optimize.

Independent work with the symbol - there already is. I can set the variable "symbol" on any EA and operation will be performed with respect to this symbol, regardless of chart settings.

But during optimization, again, the best pass out of all symbols will be selected. We need the best one for each symbol, i.e. the Expert Advisor itself controls when we need full search and when we need genetics. We do not have such features in Metatrader.

About the table - in the archive there is a table on a bunch of lines - can you imagine how it would look like ?

No, we should just publish a list of TCs in need of reoptimisation on a regular basis. And people - let them choose from them. If someone happens to cross - well, not a problem, regcodes will get both, and I'll choose, who got the best result.

P.S.

Tomorrow I'll have to draw an illustrated manual for optimization. On another forum - once again I was told that "we haven't used MT5 and we've never optimized it, but we're ready to try, if there's a good primer with pictures".

 
George Merts:


About the table - there is a table in the archive for a bunch of lines - can you imagine what it would look like ?

No, we should just publish a list of TCs in need of re-optimisation on a regular basis. And people - let them choose from them. If someone accidentally crosses - well, not a problem, they both get rehcodes, and I'll choose, who has the best result.

I couldn't find a table, but it will look like this

The yellow square shows something that has not been optimized for a long time, and the red one shows something that urgently needs to be reoptimized.

 
Aleksey Vyazmikin:

Couldn't find a sign, but it would look like this

With that, the yellow square is what hasn't been optimised for a long time, and the red one is what urgently needs to be re-optimised.

Well... (clears throat) I'll figure out how to do it on a semi-automated machine.

 
And, in each box you can write the number of the project participant, so that you know who is responsible for the optimisation, well, after they have agreed.
 
George Merts:

Well... I'll figure out how to do it on a semi-automatic.

Great, then tell me how it's arranged, if it's not a top secret.

 
Aleksey Vyazmikin:

Great, then tell me how it's arranged, if it's not a top secret.

No, of course not (for fuck's sake, let's keep it on a first-name basis)...

Von, you've seen my charts and tables - it's all done in Excel.

I have scripts that analyze the history and output a CSV file that can be easily imported into Excel.

I'll have to write another script that outputs a similar CSV file, with notes on what's done and what's not.

Actually, if you're not afraid of words MQL, OOP,"virtual functions", "virtual interfaces" - I can even show you the source code.

 

By the way, opened an account for future signal for those who don't want to think.

I can share the investment password.

But only to those who are involved in optimisation. For everyone else it will just be a Trading Systems League signal.