MT4 Optimization: Stepping Parameters Simultaneously

 

Can I have multiple parameters stepped simultaneously during optimization?

For instance, if I check the optimization box for 'ParamA' (start=0;step=1;end=5) and also for 'ParamB' (start=0;step=1;end=5), its going to do a run for [ParamA=0, ParamB=0], [ParamA=0, ParamB=1], [ ParamA=0, ParamB=2], ..., [ ParamA=1, ParamB=0], [ ParamA=1, ParamB=1], [ ParamA =1, ParamB=2], .... a total 36 permutations until finally [ ParamA=5, ParamB=5].

But what if I just want: [ParamA=0,ParamB=0], [ParamA=1,ParamB=1], [ParamA=2,ParamB=2], ....,[ParamA=5,ParamB=5].

...is it possible to have MT4 do this rather automatically than the 36 runs and having to sift through the results for the one I need?

 

Check out the Optomise Option

 
modify the EA and make it only one parameter
 
7bit:
modify the EA and make it only one parameter

I thought of doing this but I was hoping for a less ad-hoc approach. There are several cases I want to test and modifying the EA every time would be a real pain, especially since the different parameters have little to do with each other logically and beyond that its only the stepping that I want to occur simultaneously, in many cases the parameters aren't even linearly related. (the example I gave above for to illustrate the problem with the simplest case)
 

you could also try to somehow transform the parameter space so that it still has 2 dimensions but they become linear independent from each other:

Instead of

extern double X;
extern double Y;


you could do something like


extern double X;
extern double a;
double Y;

int init(){
Y = X * a;
}

or whatever transformation would be appropriate. For example if x, y could be interpreted as vector in some kind of phase space you could transform between x,y coordinates and polar coordinates to completely separate the two independent properties of the vector (the direction (phase) and the length (amplitude)) if this would suit your model better.

 

Actually what I ended up doing was running optimization for every permutation then sorting the results for the ones I needed.. figured that'd be less work for me.. took about 2 hours lol

The guys at Metaquotes really should add a GUI feature for simultaneously stepping multiple parameters.. anyone know if this feature was added in MT5?

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