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Hello,
I need a program that automatically control the MQL5 strategy tester and give me better results if compared to previous runs. This app must run the parameters one-by-one and decide the best range (start-end/pace) according to a logic previous defined. At the end of the test, it must store results in a historical data and recommend the best parameters utilizing some stats.
This routine must be done in a daily basis in a cycle of 10-40 Symbols. At the end of each cycle, the recommendation is presented.
In short, what I need:
SETUP:
1. Choice of Symbols that will be part of the optimization cycle;
2. Choice of Parameters that will be used in the optimization;
3. Start/Pace/End for each parameter must be automatically defined based on a logic previously defined, such as: -10%/0.05%/+10%;
RUN:
1. After a test of one specific parameter for one specific Symbol, IF CUSTOM MAX RESULT IS BETTER than the previous one, this new parameter must be considered in the next run;
2. Upon completion of a run for a specific Symbol, what we have:
2.1 Table with old and new parameters and its results. This table will have two lines and several columns:
-line 1: [old parameter][old Custom Result][old Profit][old total negotiation][old Profit Factor][old Recovery Factor][old Sharpe].
-line 2: [new parameter][new Custom Result][new Profit][new total negotiation][new Profit Factor][new Recovery Factor][new Sharpe].
2.2 Backtest chart for each tested parameter.
- If have 3 parameters tested, It will show 4 curves: 1st is the old curve before start of optimization and the other 3 curves are those ones for each new parameter found.
3. After a completion of one Symbol, the program must automatically do this same routine for the next Symbol.
This program perfectly attends to my need. New ideas and proposals are welcome!
Thanks!
Alexandre