Discussion of article "Genetic Algorithms - It's Easy!" - page 17

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Great! I've dragged your "Skin" into DLL-ku (Studio 2010). I wanted to compare it. The following results were obtained: if you execute the whole script 10 times in MQL4, the execution time is 1104 - 2660 ms; and if you execute it with the DLL, it takes 140 - 187 ms. By an order of magnitude, however... Well, yes, it is MQL4, I don't know what the difference with MQL5 is. I have never touched MT5 and I'm not going to until MT4 dies. My soul of a small currency speculator does not categorically accept the ue.... that MT5 has created with positions.
 
mql5 is >20 times faster than mql4
 
joo:
mql5 is >20 times faster than mql4
Let me clarify: from 4 to 20 times depending on operations.
 
The EA Can not run in back testing while using this library ?
 
Great!
 

Joo, UGA rocks. See http://www.forexfactory.com/showthread.php?t=523313&page=2 - Thank you!

Question; what is the best way to optimize for multiple variables, with a different min/max at the same time.

For example, one may want to optimize; iMA(_Symbol,_Period,x,0,MODE_SMA,PRICE_OPEN,i+y);

Where x could be 1-100 and y could be 0-10. At the moment, I cover this by 2 genes, first gene is 1-100 direct and second gene is 1-100 in "sections" of 10 which map to 1-10 (i.e. divived by 10 is another way of thinking about it)

Is there a better way?

 
xhxiang:
The EA Can not run in back testing while using this library ?
It is this - no. Fitness function is called from the algorithm. And when tested on history should be called from outside.
 
Roel13:

Joo, UGA rocks. See http://www.forexfactory.com/showthread.php?t=523313&page=2 - Thank you!

Question; what is the best way to optimize for multiple variables, with a different min/max at the same time.

For example, one may want to optimize; iMA(_Symbol,_Period,x,0,MODE_SMA,PRICE_OPEN,i+y);

Where x could be 1-100 and y could be 0-10. At the moment, I cover this by 2 genes, first gene is 1-100 direct and second gene is 1-100 in "sections" of 10 which map to 1-10 (i.e. divived by 10 is another way of thinking about it)

Is there a better way?

If you use an algorithm from the article, it is necessary to scale the range of the algorithm in the desired range of parameters to be optimized.
 
Awesome, thanks mods. The translation is not so accurate though.
 

I read the article (two or three times), I liked it very much, I have been thinking in the same direction for a long time - I mean embedding the tester directly into the EA code,

I looked at the examples, honestly I don't understand how to use your algorithm.

You have already been asked here, but once again: Can you give an example for any simple indicator like RSI, CCI, MACD without using any scripts?

in order to find optimal values ... for example, you can take any built-in Expert Advisor like "MACD Sample.mq5" and find optimal parameters InpTakeProfit, InpTrailingStop ...



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