Let's consider an example of "Constructor Simple MT5" Expert Advisor optimization
By optimizing the Expert Advisor on different timeframes and in different ranges of parameters, you can create several (and more) strategies for yourself with different input data. At the end of the blog, ".set" files are attached, which can be used as a basis for optimization and edit the data of only those currency pairs that are not suitable for the given conditions of the trading account.
ACT 1
Turn on the optimization mode.
We will optimize each block (EA) separately.
It is necessary to disable all characters except the first one.
To reduce the optimization time, we will limit the results we need to the drawdown. To do this, set Auto_Lot=true, Deposit=2000, BalanceForAdd=200.
ACT 2
We turn on the parameters to be optimized and set their ranges. Be sure to set: Exponent_Symbol=1.
We look at the number of test options
Choose an optimization option. Option 1( Slow complete algorithm) will show us all the results (which is desirable). But if the number of testing options is very large, then option 2( Fast genetic based algorithm) can be chosen. Run the optimization.
ACT 3
From the optimization results, select one of them and start testing.
Now we switch to the "Auto_Lot = false".
We get a result that suits us.
ACT 4
Now let's find out which symbols' volatility is suitable for trading according to the selected parameters. To do this, turn on the "All symbols selected in MarketWatch" optimization mode.
You need to include "Only_1_Symbol=true". Without this, the tester will not be able to iterate through the symbols from the MarketWatch. And start the optimization.
ACT 5
From the results obtained, we sequentially select the appropriate symbols.
Set "Only_1_Symbol=false" and start testing EA-1
Get the result
Don't forget to save in "file.set" .
ACT 6
We repeat the same steps for EA-2, EA-3, EA-4 and EA-5.
ACT 7
For each EA we get the results
Now enable all EA and test
ACT 8
Enable Auto_Lot=true . Let's take a deposit of 1500. BalanceForAdd=1500 (every 1500 lot will increase by 0.01)
Result
