All (not yet) about Strategy Tester, Optimization and Cloud - page 7

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Sergey Golubev
Moderator
116925
Sergey Golubev  
New MetaTrader 5 Platform beta build 2245: DirectX functions for 3D visualization in MQL5 and symbol settings in Strategy Tester
New MetaTrader 5 Platform beta build 2245: DirectX functions for 3D visualization in MQL5 and symbol settings in Strategy Tester
  • 2019.11.29
  • www.mql5.com
The beta version of the updated MetaTrader 5 platform will be released on November 29, 2019...
Sergey Golubev
Moderator
116925
Sergey Golubev  

Good article was published -

----------------

Continuous Walk-Forward Optimization (Part 1): Working with Optimization Reports 

In the previous articles (Optimization Management (Part I) and Optimization Management (Part 2)) we considered a mechanism for launching the optimization in the terminal through a third-party process. This allows creating a certain Optimization Manager which can implement the process similarly to a trading algorithm implementing a specific trading process, i.e. in a fully automated mode without user interference. The idea is to create an algorithm which manages the sliding optimization process, in which forward and historical periods are shifted by a preset interval and overlap each other.

This approach to algorithm optimization can serve as strategy robustness testing rather than pure optimization, although it performs both roles. As a result, we can find out whether a trading system is stable and can determine optimal combinations of indicators for the system. Since the described process can involve different robot coefficient filtration and optimal combination selection methods, which we need to check in each of the time intervals (which can be multiple) the process can hardly be implemented manually. Moreover, thus we can encounter errors connected with data transfer or other errors related to the human factor. Therefore, some tools are needed that would manage the optimization process from the outside without our intervention. The created program meets the set goals. For a more structured presentation, the program creation process has been split into several articles, each of which covers a specific area of the program creation process.

This part is devoted to the creation of a toolkit for working with optimization reports, for importing them from the terminal, as well as for filtering and sorting the obtained data. To provide a better presentation structure, we will use the *xml file format. Data from the file can be read by both humans and programs. Moreover, data can be grouped in blocks inside the file and thus the required information can be accessed faster and easier.

Our program is a third-party process written in C# and it needs to create and read created *xml documents similarly to MQL5 programs. Therefore, the report creation block will be implemented as a DLL which can be used both in MQL5 and C# code. Thus, in order to develop an MQL5 code, we will need a library. We will first describe the library creation process, while the next article will provide description of the MQL5 code that works with the created library and generates optimization parameters. We will consider these parameters in the current article.

Continuous Walk-Forward Optimization (Part 1): Working with Optimization Reports
Continuous Walk-Forward Optimization (Part 1): Working with Optimization Reports
  • www.mql5.com
In the previous articles (Optimization Management (Part I) and Optimization Management (Part 2)) we considered a mechanism for launching the optimization in the terminal through a third-party process. This allows creating a certain Optimization Manager which can implement the process similarly to a trading algorithm implementing a specific...
Sergey Golubev
Moderator
116925
Sergey Golubev  
Sergey Golubev:

Good article was published -

----------------

Continuous Walk-Forward Optimization (Part 1): Working with Optimization Reports 

...

Continuing with Part 2

----------------

Continuous Walk-Through Optimization (Part 2): Mechanism for creating an optimization report for any robot

This is the next article within a series devoted to the creation of an automated optimizer, which can perform walk-through optimization of trading strategies. The previous article described the creation of a DLL to be used in our auto optimizer and in Expert Advisors. This new part is entirely devoted to the MQL5 language. We will consider optimization report generation methods and the application of this functionality within your algorithms. 

The strategy tester does not allow access to its data from an Expert Advisor while the provided results lack details, therefor,e we will use the optimization report downloading functionality implemented in my previous articles. Since separate parts of this functionality have been modified, while others were not fully covered in earlier articles, let's consider these features once again as they constitute the key parts of our program. Let's start with one of the new features: addition of custom commission. All classes and functions described in this article are located under the Include/History manager directory.

Continuous Walk-Through Optimization (Part 2): Mechanism for creating an optimization report for any robot
Continuous Walk-Through Optimization (Part 2): Mechanism for creating an optimization report for any robot
  • www.mql5.com
This is the next article within a series devoted to the creation of an automated optimizer, which can perform walk-through optimization of trading strategies. The previous article described the creation of a DLL to be used in our auto optimizer and in Expert Advisors. This new part is entirely devoted to the MQL5 language. We will consider...
herrcrowley
940
herrcrowley  

today I tried tests on my local farm and my metatrader 5 used on linux dissapeared my agents, I tried installing metatester alone but still not work.

and journal states "2020.04.18 17:15:22.124    Tester    Cloud servers switched off"





Sergey Golubev
Moderator
116925
Sergey Golubev  
herrcrowley:

today I tried tests on my local farm and my metatrader 5 used on linux dissapeared my agents, I tried installing metatester alone but still not work.

and journal states "2020.04.18 17:15:22.124    Tester    Cloud servers switched off"


...

It may be some limitation ...
I know that cloud does not work in VPS and in 32-bit Metatrader (but I am not sure about Linux ... it may be same limitation):

  • Tester agents/Remote agents/MQL5 Cloud Network agents‌/MetaTester 5 Agents Manager are no longer available for use in the 32-bit terminals: they can work only in the 64-bit systems: read more here
  • Prohibition for using testing agents working on virtual OS in MQL5.Cloud - read more here
List of changes in MetaTrader 5 Client Terminal builds
List of changes in MetaTrader 5 Client Terminal builds
  • 2014.06.26
  • www.mql5.com
List of changes in the Help for MQL5:Corrected description of the GlobalVariablesFlush() function , input parameters are not required, Length the c...
SungSungE
350
SungSungE  

I want to use different subset of PC in like IP 180.214.90.6 ,not use local network 192.168.1.5 

192.168.1.5 is pass ok connect and work good.

180.214.90.6 log always show connect ....  (no password issue or task going on..) 

If this is possible to do? 


I make more test case .. (And there is no debug message to make sure what happen ?! It's sock ><)

Test Env MT5 Build 2410(08 May 2020) / Win10 x64 base /All PR >120  All software use same version.

NB 192.168.18.3

PC1 192.168.18.7

PC2 180.214.90.6 --->(192.168.18.5)

PC3 192.168.18.8 (Ubuntu) 

Case A NB can see PC1 (But speed is limit by lowest one, it's look like load balance is not working? )

Case B PC1 can't see NB

Case C NB,PC1 can't see PC2

Case D PC1 can see PC1 in local net.

Case E NB can see PC3 (ubuntu after add  winbind)

I try different way to use. And PC1  get several agents inside , I don't know if it will get side effect ?

And I try to check firewall ,and remove agents and add it again.

It's not work ><  

Sergey Golubev
Moderator
116925
Sergey Golubev  
Continuous Walk-Forward Optimization (Part 1): Working with Optimization Reports
Continuous Walk-Forward Optimization (Part 1): Working with Optimization Reports
  • www.mql5.com
In the previous articles (Optimization Management (Part I) and Optimization Management (Part 2)) we considered a mechanism for launching the optimization in the terminal through a third-party process. This allows creating a certain Optimization Manager which can implement the process similarly to a trading algorithm implementing a specific...
Marcel Fitzner
374
Marcel Fitzner  
Sergey Golubev:

"Due to the apparent lack of memory with an excessive number of agents and a decrease in the speed of calculations on hyper-threading cores, we decided to limit ourselves to only physical cores when working in cloud.

..

We have long been evaluating the approximate resource sufficiency of agents before issuing tasks to them, and one of the most effective is to work only on physical cores in cloud.

Locally, you can use all the cores as you can easily control their shutdown."

On my new hardware (AMD Ryzen 9300, 32GB DDR4) I am observing a number of agent results - that were (presumably) running on hyper-threaded cores, produce erroneous results in the strategy tester.

So, as this appears to me, it's not possible to use all the cores locally - or can anyone confirm that testing works on his/her hyper-threading cores?

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