Running the optimizer/backtester from within the EA

New comment
 

This may be a tricky question. But here goes:

I have an EA that I want to run with some parameters that must be derived from earlier performance of the same EA in an optimizer.

In other words, before trading on Tuesday, I want to run the EA optimized for two parameters for Monday, then from the results of Monday, I want to use the optimized data for the parameters on Tuesday.

Then the same would be done for Wednesday, etc.

But of course, I want to have the EA automatically do the process instead of manually doing it every week. I know it is easy if you want to do it manually. But the idea is to make the optimization process automatically within the EA, then running the EA with the built-in optimizer in a backtesting mode to see how this affects its performance.

A bit messy? I know. But I hope someone who had done something like this in the past help me out here...

Thanks

 

I think this idea has good potential - is it possible anyone ?

 

That is idea of 'Artificial Intelligence'. People use super computer to do it.

 
jimmyking:
That is idea of 'Artificial Intelligence'. People use super computer to do it.

You know what! It seems you are right. I have tried such stuff in my 2k+ LOC EA using a regular pentium 4 and it is taking ages to be done because of recursive procedures consuming too much time with many parameters. I'm taking them one at a time and sometimes 'guessing' the best values based on random trials. I can't afford huge super computers, at least not now

 

hi

investor_me:
This may be a tricky question. But here goes:

I have an EA that I want to run with some parameters that must be derived from earlier performance of the same EA in an optimizer.

In other words, before trading on Tuesday, I want to run the EA optimized for two parameters for Monday, then from the results of Monday, I want to use the optimized data for the parameters on Tuesday.

Then the same would be done for Wednesday, etc.

But of course, I want to have the EA automatically do the process instead of manually doing it every week. I know it is easy if you want to do it manually. But the idea is to make the optimization process automatically within the EA, then running the EA with the built-in optimizer in a backtesting mode to see how this affects its performance.

A bit messy? I know. But I hope someone who had done something like this in the past help me out here...

Thanks

Try this link hope can get an idea

https://www.mql5.com/en/forum/175383

or this AI stuff

====================

Forex Indicators Collection

New comment
Reason: