Discussing the article: "Role of random number generator quality in the efficiency of optimization algorithms" - page 3

 
Aleksey Nikolayev #:
There are real GSCs, based on quantum effects.
Yes, the article talks about it. But you replied to the post where it says:


Andrey Dik #:
You can call them anything you like, the properties of oscillators will not change from this. It is important to understand that software oscillators are not truly random, they are abbreviated as GSCs.


 
fxsaber #:
There are no restrictions. Everything is automated.
That's great. I'll move it to the archive in the codebase. Then it will always be possible to refer to one source.
 
Andrey Dik #:

Which algorithm? I don't quite understand what high compilation speed means, does it mean that there is nothing for the compiler to cut or vice versa?

ZY Ah, got it, all mqh together.

C:\Program Files\MetaTrader 5\MQL5\Experts\fxsaber\Optimization_Example.mq5 - 0 errors, 0 warnings, 18207 msec elapsed, cpu='X64 Regular'


Andrey Dik #:
This is great. I will move them to the archive in the codebase. Then it will always be possible to refer to one source.

I think this is the best solution, thanks.

 
Check out these two algorithms (taken from different articles) from the archive.

Forum on trading, automated trading systems and testing trading strategies

Discussion of the article "The role of random number generator quality in the efficiency of optimisation algorithms"

fxsaber, 2024.03.25 15:19

    MACROS_AO(BGA)       // #include <..\Scripts\#AO Articles\#31 The world of AO - Binary Genetic Algorithm (BGA)\AO_BGA.mqh>
    MACROS_AO(BGA2)      // #include <..\Scripts\#AO Articles\#31 The world of AO - Binary Genetic Algorithm (BGA)\AO_BGA2.mqh>

The sources are very different.


And here they made changes relatively recently.

MACROS_AO(ABC)       // #include <..\Scripts\#AO Articles\#4 The world of AO - Artificial Bee Colony (ABC)\AO_ABC.mqh>
 
fxsaber #:
Check out these two algorithms (taken from different articles) from the archive.

The sources are very different.

And here changes were made relatively recently.

Yes, of course, I make changes, improvements. So a codebase would be a great solution.

 
fxsaber #:


C:\Program Files\MetaTrader 5\MQL5\Experts\fxsaber\Optimization_Example.mq5 - 0 errors, 0 warnings, 18207 msec elapsed, cpu='X64 Regular'

Still, please tell me, I'm very curious, what does relatively high speed of source compilation mean? Is there anything I should pay attention to specifically?

In some places I deliberately added too much code, which I think the compiler can easily cut out. This is done to increase readability and better understand the logic of algorithms (for me, first of all). ;))) I hope it helps readers to better understand the logic of the search strategies too.

 
Andrey Dik #:

Still, please tell me, I'm very curious, what does relatively high speed of source compilation mean? Maybe there is something I should pay attention to specifically?

Immediately gave the link in the post.

 
fxsaber #:

Immediately gave the link in the post.

Yes, I have seen posts with measurements regarding MACD. But I don't understand, what does high speed of code compilation mean? Does it mean good, bad, unoptimised code?

 
Andrey Dik #:

Yes, I have seen posts with measurements regarding MACD. But I don't understand, what does high speed of code compilation mean? Does it mean the code is good, bad, unoptimised?

That's why I asked the question.

 
Andrey Dik #:

Please suggest a variant of such a test function, we can make tests here, see the results. Interesting.
According to the results, if any peculiarities are revealed, I can include it in the mandatory test set of functions.

Took a simple trading owl for this. It is better, of course, for FF something more interesting in trading.

Optimization - самостоятельная оптимизация торгового советника.
Optimization - самостоятельная оптимизация торгового советника.
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После появления своего тикового тестера логичным продолжением было применить его на множестве алгоритмов оптимизации . Другими словами, научиться оптимизировать торговые советники самостоятельно - без