Automated Testing - page 2

 
angevoyageur:

While the article is interesting, it talks about the parralélisation tasks, and I do not see the link with the question addressed in this topic.

Also why not use the existing strategy tester, and build your own ? To solve what problem ?


if you are calling a strategy tester from your EA/indicator, it has to run as a parallel thread, for the EA to be able to function (because while you are in one event, other events like OnTick() wan't be executed). OK, over weekend there are no events .. but you can do self optimizations also during week.

Of course, if it is possible to use the strategy tester, why not. However, that depends on the task you are doing, doesn't it? Because i can imagine, as i described above, an indicator which will choose the parameters itself by backtesting himself on shorter period, and this is much easier to be done by coding this inside the indicator, then implementing selftesting using strategy tester.

And the topic is ... automated testing :) 

 
graziani:

if you are calling a strategy tester from your EA/indicator, it has to run as a parallel thread, for the EA to be able to function (because while you are in one event, other events like OnTick() wan't be executed). OK, over weekend there are no events .. but you can do self optimizations also during week.

Of course, if it is possible to use the strategy tester, why not. However, that depends on the task you are doing, doesn't it? Because i can imagine, as i described above, an indicator which will choose the parameters itself by backtesting himself on shorter period, and this is much easier to be done by coding this inside the indicator, then implementing selftesting using strategy tester.

And the topic is ... automated testing :) 

Thanks I get your idea. But still, why do all of this ?

You can automatically start MT5 and strategy tester, from a Scheduled Task on Windows. You only have to process the results.

 
angevoyageur:

Thanks I get your idea. But still, why do all of this ?

You can automatically start MT5 and strategy tester, from a Scheduled Task on Windows. You only have to process the results.

I am not suggesting that this is better way, i am just saying that this might be a better way in some cases.
Just getting the results from different parts of disk and parsing them is quite an adventure.
And you have to write your own OnTester() handler to put the values you want in one place.

The tricky part is to process the results, and choose best results by automatism: can this really be done?
But that is another subject..... and actual goal of my self-optimizing indicator.

 
graziani:

I am not suggesting that this is better way, i am just saying that this might be a better way in some cases.
Just getting the results from different parts of disk and parsing them is quite an adventure.
And you have to write your own OnTester() handler to put the values you want in one place.

The tricky part is to process the results, and choose best results by automatism: can this really be done?
But that is another subject..... and actual goal of my self-optimizing indicator.

All can be done, it's only a matter of at what cost.
 
angevoyageur:
All can be done, it's only a matter of at what cost.
angevoyageur:

Thanks I get your idea. But still, why do all of this ?

You can automatically start MT5 and strategy tester, from a Scheduled Task on Windows. You only have to process the results.

What I am trying to do is be able to re-optimize on a weekly basis. Not that I can not do it, but my secondary goal is to be able to incorporate it in a system on the ATC. Maybe I am wrong, but I think it is hands-off once the ATC starts.
Automated Trading Championship 2012
  • championship.mql5.com
Automated Trading Championship 2012
 
CappinJack:
What I am trying to do is be able to re-optimize on a weekly basis. Not that I can not do it, but my secondary goal is to be able to incorporate it in a system on the ATC. Maybe I am wrong, but I think it is hands-off once the ATC starts.
Indeed. Good luck.
Reason: