Optimizing expert advisors

 

Hello everybody

I would really appreciate the help of any of you since I have not found any explanation to my doubt yet. I am stuck with a message that is returned to me on the Journal tab of the Tester window when I am optimizing expert advisors with a big input data set. To be precise, when I run the optimization for the MACD Sample expert advisor with the Inputs shown on the first page of the file attached screens.doc, I get the following message on the Journal tab of the Tester window as it can be shown on the second page of the same file, screens.doc:

"MACD Sample: optimization stopped, 993 cache records used, 973 cache records rejected. "

What does this message really mean? Does anybody know? What records that this sentence mean? What does it mean that some of them are rejected?

To continue with, after running the optimization process with the input data set shown on the first page of the file attached screens.doc, I can read three numbers below on the Setings tab of the Tester window, one of which i understand. However, I would like to know the meaning of the other two numbers:


1088 / 1280 (15991)

What do those numbers mean? As far as i know, the third number, that is to say, 15991 is the size of the input data set for the optimization process calculated as: (80000-50)/5 + 1 . However, I do not know what the numbers 1088 and 1280 mean and where they come from. Could please anybody explain that to me?

To end with, I would like to know why in this case shown on the third page of the file attached screens.doc, according to the Optimization Results tab of the Tester window it seems that the expert advisor is run just for a few of the data inputs from the whole input data set, to be precise, 115 data inpunts. However, I think the Optmization Results tab should include 15991 results since that is the size of the whole input data set according to the inputs tab shown in the first page of the file screens.doc

I think I have not been able to attach the file screens.doc or screens.gif that I have on my laptop with the screen shoots already meantioned. That is why I would appreciate that if you have any doubt concerning to my doubt, you could ask me for the file to send it to ur email.

I look forward to seeing your reply as soon as possible.

Thanks a lot in advance

 

1088 / 1280 (15991)

1088 = completed passes (cycles) of optimization.

1280 = calculated genetic algorithm pases to reduce overall optimization time (not sure of this one, but thnik it is correct)

(15991) calculated total passes of variables optimization steps. Example: 4 variables for optimization. 3 variables have 16 steps and 1 variable has 4 steps. 16*16*16*4=(16384)

Hope I'm correct.

Reason: