All (not yet) about Strategy Tester, Optimization and Cloud - page 3
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New article was published -
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Vizing trading strategy optimization in MetaTrader 5
Contents
Multi-symbol balance graph in MetaTrader 5
Contents
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":
Applying the Monte Carlo method for optimizing trading strategies
Good article was published -
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Visualizing optimization results using a selected criterion
Contents
Good article was published -
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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.
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
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.
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:
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:
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.
100 best optimization passes (part 1). Developing optimization analyzer
Modern technology has now become so deeply ingrained into the field of financial trading that it is now almost impossible to imagine how we could do without it. Nevertheless, just a very short while ago, trading was conducted manually and there was a complex system of hand language (quickly heading into oblivion nowadays) describing how much asset to buy or sell.
Personal computers rapidly superseded traditional trading methods by bringing online trading literally into our homes. Now we can look at asset quotes in real time and make appropriate decisions. Moreover, the advent of online technologies in the market industry causes the ranks of manual traders to dwindle at an increasing speed. Now, more than half of the deals are made by trading algorithms, and it is worth to say that MetaTrader 5 is number one among the most convenient terminals for this.
But despite all the advantages of this platform, it has a number of drawbacks I tried to mitigate with the application described here. The article describes developing the program written entirely in MQL5 using the EasyAndFastGUI library designed to improve selection of trading algorithm optimization parameters. It also adds new features to the analysis of retrospective trading and general EA assessment.
Separate optimization of a strategy on trend and flat conditions