Automated Optimization procedure EA using library ?
Automated Optimization Methods
https://www.mql5.com/en/forum/140187
Thank you RaptorUK, i read, work fine but i have the report of optimization but i don't have the "result of optimization":
; start strategy tester |
Do You can suggest a script or library where is obtained these data?
Thank's a lot
Look this, if is a kind of helpfull:
Automated Optimization Methods
https://www.mql5.com/en/forum/140187Blap thank's !!!
I take a look at this article: https://www.mql5.com/en/articles/1498
I modified the file auto_optimization_204 but at this point:
// Read from file into the array // Cycle, until the file ends while(FileIsEnding(file) == false) { // Read a string from the report file FileLine = FileReadString(file); // Find the necessary string and set the reference point there index = StringFind(FileLine, "title", 20); if(index > 0) { // Increase the array in size ArrayResize(ArrayStrg, NumStr + 1); // Record the strings from the file in the array ArrayStrg[NumStr] = FileLine; NumStr++; } } // Close the file FileClose(file); // Delete the file in order not to produce too many copies FileDelete(FileReport); // Set the array size by the amount of data read from the file ArrayResize(ArrayData, NumStr); strings
i have this error:
Why? Please help.
thank's
if I'm not mistaken this variable is not related of open file
This is the first part of the library:
//+------------------------------------------------------------------+ //| auto_optimization_204.mqh | //| Copyright © 2006, XEON | //| xeon@nm.ru | //+------------------------------------------------------------------+ //------------------------------------------- #import "shell32.dll" //Ïîäêëþ÷èì dll (âõîäèò â ñîñòàâ windows) int ShellExecuteA(int hwnd,string Operation,string File,string Parameters,string Directory,int ShowCmd); #import //~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ int Tester(string Daystart, string Daystop, int TestDay,string NameMTS,string NameFileSet,string PuthTester,int TimeOut,int Gross_Profit,int Profit_Factor,int Expected_Payoff,string Per1,string Per2,string Per3,string Per4) { // Path to the terminal string PuthTerminal = TerminalPath()+"\\tester\files"; // TerminalPath()+"\experts\files"; sbgagliato \\tester\files // Name of the ini file for the tester string FileOptim = "optimise.ini"; string FileOptim1 = "\optimise.ini"; // Calculation of the starting date datetime DayStart = TimeLocal()-86400*TestDay; // Optimization starting date string DateStart = Daystart; // Optimization ending date string DateStop = Daystop; // Tester report file name string FileReport = "FileReport_"+Symbol()+"_"+DateStop+".htm"; string FileReport1 = "\\FileReport_"+Symbol()+"_"+DateStop+".htm"; // Limitation for the minimum amount of trades per day double MinTr = TestDay-2; // Limitation for maximal amount of trades per day double MaxTr = (60/Period()*TestDay)+2; // The amount of attempts to copy the report file int KvoPptk = 10; // The amount of lines for sorting int StepRes = 12; //-------------------------------Ïðî÷èå ïðîìåæóòî÷íûå ïåðåìåííûå------------------------ int copyini,start,opttim,file,Pptk,OptimArraySize; int P1,P2,P3,P4,P1k,P2k,P3k,P4k; int ClStep,ClStepRazm,GrProf,GrProfRazm,TotTrad,TotTradRazm,ProfFact,ProfFactRazm,ExpPay,ExpPayRazm; int text,index,kol,NumberStr,NumStr,test,CopyAr; int GrosPr,PrCycle,Dubl; int ResizeArayNew; double kol1,kol2,kol3,kol4,kol5,kol6,kol7,kol8,kol9; double TotalTradesTransit,GrossProfitTransit,ExpectedPayoffTran; double PrFactDouble; double Prior1, Prior2, Prior3, transit, transit1, transit2, transit3, transit4; double NewPrior, NewPrior1, NewPrior2, NewPrior3, Sort, SortTrans; string FileLine; string ini; string CycleStep,GrossProfit,TotalTrades,ProfitFactor,ExpectedPayoff; string Perem1,Perem2,Perem3,Perem4; string select; bool nodubl; //----------------------------------- Ïîäãîòîâèì ìàññèâû ------------------------- string ArrayOpttim[15]; string ArrayStrg[10]; double ArrayData[10][9]; double ArrayTrans[10][9]; //------------------------------Ïîäãîòîâèì ini ôàéë äëÿ îïòèìèçàöèè---------------- ArrayOpttim[0] = ";optimise strategy tester"; ArrayOpttim[1] = "ExpertsEnable=false"; //Âêë/Âûêë ýêñïåðòû ArrayOpttim[2] = "TestExpert="+NameMTS; //Íàèìåíîâàíèå ôàéëà ýêñïåðòà ArrayOpttim[3] = "TestExpertParameters="+NameFileSet; //Íàèìåíîâàíèå ôàéëà ñ ïàðàìåòðàìè ArrayOpttim[4] = "TestSymbol="+Symbol(); //Èíñòðóìåíò ArrayOpttim[5] = "TestPeriod=H1"; //Ïåðèîä ArrayOpttim[6] = "TestModel="+2; //Ðåæèì ìîäåëèðîâàíèÿ ArrayOpttim[7] = "TestRecalculate=false"; //Ïåðåñ÷èòàòü ArrayOpttim[8] = "TestOptimization=true"; //Îïòèìèçàöèÿ ArrayOpttim[9] = "TestDateEnable=true"; //Èñïîëüçîâàòü äàòó ArrayOpttim[10]= "TestFromDate="+DateStart; //Äàòà íà÷àëà òåñòèðîâàíèÿ ArrayOpttim[11]= "TestToDate="+DateStop; //Äàòà îêîí÷àíèÿ òåñòèðîâàíèÿ ArrayOpttim[12]= "TestReport="+FileReport; //Èìÿ ôàéëà îò÷åòà ArrayOpttim[13]= "TestReplaceReport=true"; //Ïåðåçàïèñü ôàéëà îò÷åòà ArrayOpttim[14]= "TestShutdownTerminal=true"; //Çàêðûòü òåðìèíàë ïî çàâåðøåíèþ //------------------------------- Write data into the ini file -------------------------- OptimArraySize=ArraySize(ArrayOpttim); // Find out about the array size opttim=FileOpen(FileOptim,FILE_CSV|FILE_WRITE,0x7F); // Open a file to write E:\save\Trading\METATRADER\Alpari NZ MT4\tester\files if(opttim>0){ for(int i=0; i<OptimArraySize; i++){ ini=ArrayOpttim[i]; // from the array into the variable FileWrite(opttim, ini); // from the variable into the file E:\save\Trading\METATRADER\Alpari NZ MT4\tester\files } FileClose(opttim); // close the file } else{Print("Failed writing data into the ini file. Error No ",GetLastError());return(0);} //-------------------------- copy the ini file into the tester folder ---------- copyini = ShellExecuteA(0,"Open","xcopy","\""+PuthTerminal+FileOptim1+"\" \""+PuthTester+"\" /y","",3); Sleep(1200); // wait until the file is copied if(copyini<0){Print("Failed copying ini file");return(0);} //---------------------------------- Start Tester ------------------------- start = ShellExecuteA(0,"Open","terminal.exe",FileOptim,PuthTester,3); if( start<0){Print("Failed starting Tester");return(0);} //------------------------ ñêîïèðóåì ôàéë îò÷åòà â ïåñî÷íèöó òåðìèíàëà ------- Comment("Wait until optimization is complete"+TimeToStr(TimeLocal()+60*TimeOut,TIME_MINUTES)); Sleep(60000*TimeOut); // wait until optimization is complete for(Pptk=0;Pptk<KvoPptk;Pptk++){ //Start a cycle attempting to compy the resport file Comment("Attempt # "+Pptk+"to copy the report file"); ShellExecuteA(0,"Open","xcopy","\""+PuthTester+FileReport1+"\" \""+PuthTerminal+"\" /y","",3); Sleep(1200); // wait until the file is copied file=FileOpen(FileReport,FILE_READ,0x7F); // Try to open the report file if(file<0){Sleep(60000);} // if it fails to open, wait some more and try again else break; } if(file<0){Print("Failed copying the report file");return(0);} //---------------- Read from file into the array---------------------------------- while(FileIsEnding(file)==false){ // Cycle, until the file ends FileLine=FileReadString(file); // Find the necessary string and set the reference point there index=StringFind(FileLine, "title", 20); if(index>0){ ArrayResize(ArrayStrg,NumStr+1); // Increase the array in size ArrayStrg[NumStr]=FileLine; // Record the strings from the file in the array // Print ("NumStr_ver",NumStr); NumStr++; }} FileClose(file); // Close the file FileDelete(FileReport); // Delete the file in order not to produce too many copies ArrayResize(ArrayData,NumStr); // Set the array size by the amount of data read from the file for(text=0;text<NumStr;text++){ select=ArrayStrg[text]; //-------------------------------------------------------------------------; "> // Reporting text processing (These are apples and oranges)thank you Ickrus for your attention!!!
Sorry all I can think of is to put Numbered Print statements {if(getlasterror()>0) Print("1",NumStr)} wherever ArrayReSize appears in the code to track it down rather than trying to hold all the varable values in my head.
As I look at the problem the obvious questions are
1 Where is NumStr created and with what value and
2 before it starts the being counted in the while loops what value did it start with.
There is a lot of code to go through trying to trace the answers to those questions.
Somewhere in the code there is an ArrayResize(ArrayName,intVarable) with the intVarable set to the value -1 not necessarily in the code snipet you posted.
As far as some quick testcode experiments tell me ArrayResize(MyArray,0) is an array with no elements ( no memory set aside to save data in)
and ArrayResize(MyArray,1) is an array with one reserved memory reference set aside and you /assign/access that data by using MyArray[0] ;
Thank you Ickrus for you time!
With file mqh i can't see the value of variabile with print function, then i put all in a file mq4 and I saw where it was the error.
thanks you
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hello guys!
I have read this interesting article:
https://www.mql5.com/en/code/10360
Automated process of backesting using a library.
Is there something similar for optimization ?
I need to repeat the process of optimizing an EA for different periods and collect all the results of optimization in a file to see which sets are repeated more often.
Thank you very much!