All (not yet) about Strategy Tester, Optimization and Cloud - page 3

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Sergey Golubev
Moderator
109058
Sergey Golubev  

New article was published (with video about HowTo) - 

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Controlled optimization: Simulated annealing

Simulated annealing

The Strategy Tester in the MetaTrader 5 trading platform provides only two optimization options: complete search of parameters and genetic algorithm. This article proposes a new method for optimizing trading strategies — Simulated annealing. The method's algorithm, its implementation and integration into any Expert Advisor are considered here. Next, its performance is tested using the MovingAverage EA, and the results obtained by Simulated annealing method are compared with those of genetic algorithm.

Sergey Golubev
Moderator
109058
Sergey Golubev  

 Multicurrency strategy tester (MT5)

Forum on trading, automated trading systems and testing trading strategies

How to Start with Metatrader 5

Sergey Golubev, 2017.08.10 14:17


It is possible with MT5 - examples:

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This part of the article: MetaTrader 5 - More Than You Can Imagine! - 

5. Testing and Optimization

One of the most important and expected updates in MetaTrader 5 is the multicurrency strategy tester. Now, traders have unlimited possibilities for testing and optimizing the Expert Advisors that trade several symbols.

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and MetaTrader 5 Help - Strategy Testing

The Strategy Tester is a multi-currency tool, which allows you to test and optimize strategies trading multiple financial instruments. The tester automatically processes information of all symbols that are used in the trading strategy, so you do not need to manually specify the list of symbols for testing/optimization.

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And we can see the practical example posted on this small article: Creating an Expert Advisor, which Trades on a Number of Instruments 

The technical side of implementing the program code in order for a single Expert Advisor, launched on a single chart, to be able to trade with different financial assets at the same time. In general, this was not a problems even in MQL4. But only with the advent of the MetaTrader 5 client terminal, traders finally got the opportunity to perform a full analysis of the work of such automates, using strategy testers.

So now multi-currency automates will become more popular than ever, and we can forecast a surge of interest in the construction of such trading systems. But the main problem of implementation of such robots is in the fact that their dimensions in the program code expand, at best, in an arithmetic progression, and this is not easy to embrace for a typical programmer.

The Expert Advisor is ready, it's time to begin with testing! There are no visible serious differences in the testing of the multi-currency Expert Advisor from his fellow single-currency Expert Advisor.



The passing time of the first test of the Expert Advisor may turn out to be very significant, due to the loading of the history for all twelve symbols. After completing the test in the strategy tester, open the tab "Results" and the "Journal":



Strategy Testing - Algorithmic Trading, Trading Robots - MetaTrader 5
Strategy Testing - Algorithmic Trading, Trading Robots - MetaTrader 5
  • www.metatrader5.com
The Strategy Tester allows you to test and optimize trading strategies (Expert Advisors) before using them for live trading. During testing, an Expert Advisor with initial parameters is once run on history data. During optimization, a trading strategy is run several times with different sets of parameters which allows selecting the most...
Sergey Golubev
Moderator
109058
Sergey Golubev  

Good article was published - 

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Custom presentation of trading history and creation of report diagrams

Custom presentation of trading history and creation of report diagrams

One of the important aspects in financial trading is the ability to monitor performance and analyze your trading history. Past data allow you to track the trading dynamics and evaluate the overall performance of the strategy used. This is useful for all traders: for those, who perform operations manually and for algorithmic traders. In this article, I suggest creating tools that implement such a function.

This article will be divided into 2 sections. In the first (technical) section, I will describe methods for generating trading reports based on the bulk of information, which is stored in your terminals. This section deals with the source data used for analysis. In the second section, we will deal with the main values, by which we will evaluate the trading retrospective on the selected data. Data sampling can be varied: all assets or a selected symbol, for the entire available history or for a certain period of time. The analysis results will be presented in a separate file and briefly visualized in the terminal.

Sergey Golubev
Moderator
109058
Sergey Golubev  

The other good article was published now (I think this article will be very useful for coders and traders) - 

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Automated Optimization of an EA for MetaTrader 5  

Automated Optimization of an EA for MetaTrader 5

It is unrealistic to launch this type of process each week manually, so we looked for an existing mechanism to perform repetitive tasks but without success (for MetaTrader 5) so we developed this one.

Thanks to Igor Malcev who write the article "Automated Optimization of a Trading Robot in Real Trading" for MetaTrader 4.

The implementation of this process requires a minimum knowledge of MetaTrader 5, its optimization mechanisms and programming.

Sergey Golubev
Moderator
109058
Sergey Golubev  

Some good visualized information from the Tips thread

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Forum on trading, automated trading systems and testing trading strategies

Use tips in the Freelance service!

Rashid Umarov, 2018.09.05 16:13

1. Tester: How to save/load a set file

To save and load sets of input parameters for testing/optimization, use the context menu of the Inputs tab in the strategy tester.



2. Tester: Where to find the platform/tester/optimizer journal

Trading platofrm journals are in the following sections:

  • Platform journal: Toolbox — Journal
  • Trading applications journal: Toolbox — Experts
  • Strategy tester journal: Strategy Tester — Journal
  • Test agents journal: "Tester\[agent name]\Logs"

For quick access to the journal files, use the context menu of these sections:



3. Tester: How are test modes different from each other?

Test modes differ by price data used to check an EA/indicator:

  • Every tick based on real ticks (only in MetaTrader 5): this mode uses a real tick history from a broker. It is as close to real conditions as possible.
  • Every tick: ticks are emulated based on minute bars. This is the most accurate emulation mode.
  • M1 OHLC/Reference points: up to four ticks are emulated for each minute bar: High, Low, Open and Close prices.
  • Open prices only: only open tick is emulated for each bar. This is the fastest but least accurate mode. It is suitable for raw estimation only.



4. Tester: How to launch and use visual testing

To launch a test in visual mode, enable Visualization option in the strategy tester settings. To manage the process, use the test speed lever, as well as the buttons for pausing and scrolling to a certain date:



5. Tester: How to download an available price history in MetaTrader 4

To download an available price history for a symbol, open its chart, select a necessary timeframe (period) and scroll the chart to the beginning using the Home button. In the code library, you can find free scripts to download the history automatically.



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