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stringo:
Just curious - is there any update on the strategy tester and its availability date?
Also, is there any credible "release date" for any of the following enhancements that I suggested? (I mean - for example, is a particular enhancement going to be included within first builds of strategy tester or is it going to be implemented at the end of 2010?)
- Fix the speed meter on the Strategy Tester
- Multicurrency / portfolio testing
- Allow user to choose if he would like to use the same tick data file over and over in backtest
- Allow user to "include" his own statistical parameters (user-defined metrics) in test report
- Provide a 3D landscape graph for parameter evaluation - it is really useful to find areas of parameter values that are both profitable and robust (and it is another thing that MT4 users have to do in external apps like Excel). The AmiBroker example (taken from the link above) to give you a feel of what I mean:
- Change 1280 combinations limit for "Genetic algorithm" option to a higher value - hardware has changed significantly during last several years so I guess that nowadays this 1280 value could be changed to several thousands without causing any noticeable problems
- Walk-forward analysis option
Can't wait to get my hands on the strategy tester :)
Regards,
Enigma71
Enigma71
1. What do you mean "fix the speed meter"?
2. Multicurrency / portfolio - yes
3. Same tick data - yes. But ticks are generated again and again (it is faster than ticks file reading)
4. User fitness - yes
5. 3d landscape - may be
6. 1280 combinations... - may be
7. Is "walk-forward analysis" the same as "out of sample test"? Out of sample testing will be
Well Enigma71, seems Stringo didn't answer especially the release date question :)) , which in my naivity I was hoping to be in march - april...
I would accept even a dumbed-down version of the backtester, just to have something I can start working on.
What did you mean about "walk-forward analysis" ?
Enigma71
1. What do you mean "fix the speed meter"?
2. Multicurrency / portfolio - yes
3. Same tick data - yes. But ticks are generated again and again (it is faster than ticks file reading)
4. User fitness - yes
5. 3d landscape - may be
6. 1280 combinations... - may be
7. Is "walk-forward analysis" the same as "out of sample test"? Out of sample testing will be
stringo:
- Fixing the speed meter - it was very fast when 32 and much slower when 30 or 31 in MT4.
- Does "yes" stand for "released within several initial builds of strategy tester" and "may be" for "released later this year"?
- Yes, walk-forward analysis is something similar to out-of-sample testing. It is a set of in-sample and out-of-sample tests performed like on the animated gif below:
http://amibroker.com/guide/gifs/walkfwd2.gif
For more details see -> /go?link=http://amibroker.com/guide/h_walkforward.html
Forgot to ask: are you going to implement a possibility to select spread value for backtest? It seems crucial when you backtest e.g. 5 years back. A trader cannot assume that the spread has not changed during last 5 years, or (what is worse and was the case in MT4) use the current spread fetched from broker's server as it makes test results completely irrelevant.
If you are planning to implement it, an ability to determine different spread during different trading hours seems important (e.g. for .DE30 CFD in GFT UK spread is 1 point during European and American trading session, but it is 10 points during the night).
TheEconomist:
I guess that June would be close to deadline as they would probably have to give people at least 3 months to get familiar with writing and testing strategies in stable version of MT5 before ATC 2010 starts. But it's only a guess ;)
All events should supply event ID and parameters like OnChartEvent( id,para.......)
Is "code folding" planned for the near/far future?
I find myself having to scroll a lot through code. I don't really think it's an urgency compared to other bugs and problems, but I wanted to express my needs.
I am aware of "Alt+M" function list, but this doesn't help with big loop/conditional statements.
New feature request: The ability to apply a template to all charts in a window at one time.
For example, if I have a window with all the "Major" currency charts and I want to apply a new template, then I have to click on each chart, select templates, and then load the template for each chart in the window. With multiple templates, the "updating" or changing of templates for each chart is very time consuming and inefficient.
Perhaps a feature could be added to apply a template to a profile and thus all charts in the profile will be updated with the template instead of having to apply the template to each chart.
Thanks in advance,
payne
Why this function showing error?
Thnaks
Why this function showing error?
Thnaks
Hi guys,
I'm going to write down the features I always missed from MT4 (or miss from MT5 now), and I really hope to see them in MT5 soon.
1) Make a hotkey CTRL+SHIFT+S = Save Picture/Active Chart
I'm taking plenty of pictures day by day and when i'm analysing the charts in the past, and it is/was extremely time consuming to do these now.
2) Make a Zooming value bar next to the magnify icons to provide the ability to choose 3, 5, 6, 7, 9 etc. zooming scales. I always had to change these values in my templates, because "scale=6" was the perfect zooming for my monitor and resolution, and I couldn't change it in platform (as far as I know).
3) Possibility to customize the rightclick popup menu.
There are plenty options that I have NEVER ever used in my 4 years (and it became more in MT5), but some of them I use very often. I just think it would speed up my progress. I only need 3 options there, I do the others from the Toolbars.
4) Quick jump in the data
For testing my strategies, I often scroll back my charts to 2006, 2007, when I want to see specific times. I know, there is the visual tester, but it's very different approach than free scrolling left and right, as I want to investigate this and that time... So scrolling back on M5 chart by years is just a PAIN now.
5) Optional MT4 Skin
I get used to the old icons (4 years, daily 10-12 hours). Could I get back my old icons by this option?
6) Immediate stoploss
I don't exactly know how could it be possible to do this. But it would be very good to set a stoploss quickly to the executable order without struggling with reading numbers. Probably next to the "stoploss" input box there could be a drop-down box to quickly set a 20 pip or 30 pip stoploss (10-15 quick-options) to the executed the trade.
7) Option to change the dragged stops immediately. Don't give me new popup windows dude, just change the stops where I placed it.
8) The biggest thing I ever wanted is a Manual Trading Simulator on the Past. Please tell me there is hope to see it.
Thanks for reading. Have a nice weekend,
Tamas