Download MetaTrader 5

Constraints in Strategy Tester

To add comments, please log in or register

Hey everyone,

 Is it possible to put constraints in the strategy tester?  For instance if I use an EMA cross strategy and the two input variables are:


It is obvious that the Fast_EMA value should always be smaller than the Slow_EMA value.  At the moment I define this in the code if it is not met it should return, but the problem is it messes with the genetic algorithm.  There are a lot of iterations that makes a Slow_EMA variables smaller than the Fast_EMA value.

The best solution may not be found with this interference.

is there a way to tell the strategy tester not to run any iterations with certain constraints like the one I mentioned ?


To add comments, please log in or register