Limit of optimization steps.

 

Hi,

I want to optimize my Expert Advisor. The number of all steps is 899756000.  I know that it will take even few days, but I want to do it by slow algorithm.  When I am starting optimization it shows that there is only 10496 steps, how I could do evetything by one optimization? Or how I could extend the limit of otimization steps? 

 
kkidyba:

Hi,

I want to optimize my Expert Advisor. The number of all steps is 899756000.  I know that it will take even few days, but I want to do it by slow algorithm.  When I am starting optimization it shows that there is only 10496 steps, how I could do evetything by one optimization? Or how I could extend the limit of otimization steps? 

The 10496 steps could take 2-3 days to complete, I can't even think how much time your 899756000 steps would need.

Try to optimize your parameters in steps, first the most important elements, then the rest.

 
kkidyba: I want to optimize my Expert Advisor. The number of all steps is 899756000.  I know that it will take even few days, but I want to do it by slow algorithm.  When I am starting optimization it shows that there is only 10496 steps, how I could do evetything by one optimization? Or how I could extend the limit of otimization steps? 

Lets consider the impossible where a single strategy test pass on your EA takes just one second and you could process it in parallel with 16 local agents. Then 899756000 passes would take 650.8 days (1.8 years).

Even if you decide to do it via the MQL5 Tester Cloud, that could come up quite expensive.

However, realistically, it will take between 15 seconds to several minutes per pass depending on how efficiently coded your EA is (which I doubt). For 15 seconds, that would take 26.7 years on 16 agents.

Are you absolutely sure you want to carry out 899756000 passes?

 
Fernando Carreiro:

Lets consider the impossible where a single strategy test pass on your EA takes just one second and you could process it in parallel with 16 local agents. Then 899756000 passes would take 650.8 days (1.8 years).

Even if you decide to do it via the MQL5 Tester Cloud, that could come up quite expensive.

However, realistically, it will take between 15 seconds to several minutes per pass depending on how efficiently coded your EA is (which I doubt). For 15 seconds, that would take 26.7 years on 16 agents.

Are you absolutely sure you want to carry out 899756000 passes?

Maybe not that 899756000, but i am pretty sure that i want to optimize more than 10496 passes. 10496 passes need 2-3 hours in my conditions. So is that possible to extend it?  
 
Eleni Anna Branou:

The 10496 steps could take 2-3 days to complete, I can't even think how much time your 899756000 steps would need.

Try to optimize your parameters in steps, first the most important elements, then the rest.

I thoutght about it, but most of my parametrs are depending from each other, so I don't want to miss any option. I will definitely try that as a last resort.   

 
kkidyba:

Hi,

I want to optimize my Expert Advisor. The number of all steps is 899756000.  I know that it will take even few days, but I want to do it by slow algorithm.  When I am starting optimization it shows that there is only 10496 steps, how I could do evetything by one optimization? Or how I could extend the limit of otimization steps? 

Above 100 millions passes it switches automatically to genetic algorithm. That's why you got 10496 steps.
 
Alain Verleyen:
Above 100 millions passes it switches automatically to genetic algorithm. That's why you got 10496 steps.

Okay thank you so much!!

 
kkidyba: I thoutght about it, but most of my parametrs are depending from each other, so I don't want to miss any option. I will definitely try that as a last resort.   

If your strategy cannot make some profit under some standard or default values for parameters and requires that you curve-fit it with so many parameter inter-dependencies and requires so many steps, then it is doomed to fail.

Throw away that EA and disregard that strategy. Start fresh! Rethink the strategy and keep it simple. Concentrate on trade and money management and less on entry signals.

You are over complicating things for yourself! Keep it simple and make it efficient!

 
Fernando Carreiro:

If your strategy cannot make some profit under some standard or default values for parameters and requires that you curve-fit it with so many parameter inter-dependencies and requires so many steps, then it is doomed to fail.

Throw away that EA and disregard that strategy. Start fresh! Rethink the strategy and keep it simple. Concentrate on trade and money management and less on entry signals.

You are over complicating things for yourself! Keep it simple and make it efficient!

Okay, maybe you are right, it is my first EA and I want to improve it as best as possible, maybe it will defeat me, but i wanna try. Anyway thank you! 

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