Discussion of article "Neural networks made easy (Part 31): Evolutionary algorithms"

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New article Neural networks made easy (Part 31): Evolutionary algorithms has been published:

In the previous article, we started exploring non-gradient optimization methods. We got acquainted with the genetic algorithm. Today, we will continue this topic and will consider another class of evolutionary algorithms.

After optimization, the model was tested in the strategy tester. To test the model, I used the Evolution-test.mq5 EA which is an exact copy of the EA from several previous articles. The changes affected only the file name of the loaded model. The full EA code can be found in the attachment.

The EA was tested for the period of the last 2 weeks, not included in the training sample. It means that the EA was tested in close to real conditions. Testing results showed the viability of the proposed approach. In the chart below, you can see the balance increasing dynamics. In general, 107 trades were executed during the testing period. Of these, almost 55% were profitable. The ratio of profitable trades to losing trades is close to 1:1, but the average winning trade is 43% higher than the average losing trade. Therefore, the resulting Profit Factor is 1.69. The recovery factor has reached 3.39.

Trained model testing results

Author: Dmitriy Gizlyk

 

You wrote: "The model training process has already been described in previous articles. I will not dwell on them."

I understand you don't want to repeat but can you at least give your readers a reference to the article where they can find that information

 

Allow me to start by saying thank you Dmitriy for this informative series.

Can someone please help me understand this error

 

10:40:19.206 Core 1 2019.01.01 00:00:00   USDJPY#_PERIOD_H1_Evolution.nnw

10:40:19.206 Core 1 tester stopped because OnInit returns non-zero code 1

10:40:19.207 Core 1 disconnected

10:40:19.207 Core 1 connection closed


 

Problem identified.

   float temp1, temp2;
   if(!StudyNet.Load(FileName + ".nnw", dError, temp1, temp2, dtStudied, true)){
   Print("StudyNet");
      return INIT_FAILED;}

This is the reason why the Onint function always fails

 
Kekeletso Mofokeng #:

Allow me to start by saying thank you Dmitriy for this informative series.

Can someone please help me understand this error

 

10:40:19.206 Core 1 2019.01.01 00:00:00   USDJPY#_PERIOD_H1_Evolution.nnw

10:40:19.206 Core 1 tester stopped because OnInit returns non-zero code 1

10:40:19.207 Core 1 disconnected

10:40:19.207 Core 1 connection closed


The problem is that you need to locate your .nnw file into the Common/files folder so the tester can find it.
 

Dear  Dmitriy,


let me thank you for your work very much, it is appriciated!


I'd like to ask anyone for help. When I try to backtest the Evolution-test-mq5 EA, I get an error already mentioned above:  tester stopped because OnInit returns non-zero code 1.

I have moved the .nnw file to the Agent directory (C:\Users\...\MetaQuotes\Tester\D0E8209G77C3CF47AD8BA550E52FF078\Agent-127.0.0.1-3000\MQL5\Files), but that did not help. 

 The part of the code returning the error is in the picture below (just like the one in a comment above).

        float temp1, temp2;
   if(!StudyNet.Load(FileName + ".nnw", dError, temp1, temp2, dtStudied, true)){
   Print("StudyNet");
      return INIT_FAILED;}

 Can anyone give me an advice, please? 

Thank you

 
jirivokurka #:

Dear  Dmitriy,


let me thank you for your work very much, it is appriciated!


I'd like to ask anyone for help. When I try to backtest the Evolution-test-mq5 EA, I get an error already mentioned above:  tester stopped because OnInit returns non-zero code 1.

I have moved the .nnw file to the Agent directory (C:\Users\...\MetaQuotes\Tester\D0E8209G77C3CF47AD8BA550E52FF078\Agent-127.0.0.1-3000\MQL5\Files), but that did not help. 

 The part of the code returning the error is in the picture below (just like the one in a comment above).

 Can anyone give me an advice, please? 

Thank you

Hi,

You must to move .nnw file to "..\Common\Files" directory.

 

Hello  Dmitriy,

thank you for your quick respond. I have moved the files into that folder, but unfortunately, the EA did not run well neither. Instead, I got an error:


2023.02.22 18:17:24.577 2018.02.01 00:00:00   OpenCL kernel create failed. Error code=5107

2023.02.22 18:17:24.577 2018.02.01 00:00:00   Error of create kernell: 5107

2023.02.22 18:17:24.608 tester stopped because OnInit returns non-zero code 1


Can anyone help please?
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