DIVO Optimization

DIVO Optimization

21 January 2022, 16:11
Anton Kondratev
0
1 093

Greetings !

MQL Market allows you to check trading systems, 100% quotes, swaps, slippage, commissions, gaps and floating spreads are already available to us today.

Based on this, we can judge the potential of the system. No one ever knows the future, not only their own, especially the future in the market.

We all use historical quotes and data to identify vulnerabilities in the market.

It's a simple principle, if it worked before, why won't it work today? Is it possible to predict the future?


Optimization works the same way, we have to make millions of checks to know which results are the best.

But not all systems are able to normally perform at least 1 check.

Increasingly, we can see how a $500+ system has extremely long testing times.

Then how in general it is possible to optimize and identify the best settings.

Most programs on the MQL Market are completely unprepared for optimization, it will take years.

For example, it takes about 5 hours to optimize Divo and that's millions of tests for just one currency pair.

At the same time, 1 testing for one currency pair takes only 12 seconds. Fast, isn't it?

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Imagine if MQL Market sells systems that pass 1 test 120 seconds (50 hours for optimization), this is not an optimized code.

In other words, there is no refactoring and code optimization. Perhaps the programmer doesn't even know about it?

In this case, optimization will take 2-3 days for one currency pair. This is extremely time consuming and inefficient.

Most likely, the optimization of such a trading system has not been carried out and is not going to do so.

As a rule, such trading systems have a closed box, we do not have access to the inner world and parameters.

Some do not display simple data at all, Magic, StopLoss, TakeProfit, Trailing, SpreadFilter, SlipFilter etc WHAT IS HAPPENING? Where is MQL going?

2

All trading systems should have these parameters, especially Grid and Martingale, why can't you track profitable positions for grid or averaging?

Virtualization? no, you haven't heard. By the way, in Amaze you can activate the grid mode and track the profit from the entire grid as a percentage, isn't that logical? virtualization is present!

Amaze and Divo have a separate option that allows you to simply turn off a huge amount of checks to make the optimization super fast. "USE FAST OPTIMIZATION=TRUE"

This matters when we do not need to monitor the balance, spread, slippage, monitor the broker, we need pure mathematics.

Therefore, if I test any system and see how long it takes, I am overwhelmed with thoughts, how is he even going to optimize it ??

Answer: no way, it's impossible to optimize. Moreover, all settings are hidden from us out of sight!

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Divo can trade both ways by default, you can also use single trade mode in one direction, it's all adjustable.

Thus, all optimization can be divided into 2 main parts, BUY and SELL

I always try to separate these settings, because we always want to get the best settings because all we have is past quotes

So, I recommend using these settings for optimization, this is ICMarekts Raw Broker 100% Real Ticks, Recovery Factor Max


Most trading systems based on MQL have closed settings for their users.

This is a kind of black box that you will never open.

On the one hand, it is safe, because. You will always hope for the best and will not be able to fix anything in the settings.

On the other hand, you will not be able to do your own optimization if the market suddenly changes.

Thus, sooner or later, such a black box will go to the trash can, because. it will simply stop working with the new market.

And I think it's unfair to the user.


We should always be able to optimize for ourselves.

DIVO is an open system and all settings are available to the user. You can always customize the system as you feel is best for you.

I always try to strike a balance between super profit and accuracy. We all know that losses can occur in the market and this is normal.

This is part of the game, the main thing is that the losses are less than the profits and they quickly recover.

This is what I strive for, so during optimization I focus on the RecoveryFactor.


In the new DIVO v5.55 update, I have greatly simplified the optimization for the end user.

Now you can use only one settings file for the entire optimization and for any Major/Minor currency pair.

Using the GBPCAD example, I use these parameters for optimization

Strategy tester settings


You can enter any date. I usually use forward testing until 2022.01.01.

To later check my selected settings for today's date.

This way you will test the performance of your settings up to today to make sure they work.

This is called forward testing.

Then just set my settings, which I left in the attachment




Then start optimization. It will take 1-2 hours depending on the power of your PC.

The longer the period of history, the more RAM is required. Therefore, I recommend using the last 1-2 years.

We do not use Martingale and do not use Grid for DIVO, so we do not need to check the system for 5-10 years so that it does not blow up the account.

DIVO will never blow your account. Contact me personally so that I can provide you with a ready-made Cache of the latest optimizations from me personally


If your computer has low power and optimization takes too much time, you can use the optimization mode "Fast Generic Based Algorithm".

This will significantly increase the speed, but it will not be the exact settings.







Be sure to remember to save your optimization to a separate folder.

You can then select the best settings from the list of all settings.

I usually choose balanced settings.

The more profit, the less ProfitFactor will be

And vice versa, the higher the ProfitFactor, the less trades there will be as a rule.

In other words, the more accurate the hits, the lower the total number of all trades will be.


The more transactions, the less accurate and profitable hits will be.

Therefore, I try to choose the most profitable and accurate (ProfitFactor over 6) settings.

You can choose, for example, the most profitable, perhaps you do not need the accuracy of transactions, the more profit, the better.


Thank you for reading this to the end, I hope it was not boring!

VPS





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