Maxium amounts of steps in optimization
Why do you ask? Please, explain your problem.
Hi.
Is there a predefined limited number of steps of optimization, or it
depends on RAM/CPU capabilities of the computer where the metatrader5 terminal optimizer
is hosted?
It is possible to extend the number of steps beyond the limit?
I speak about the possibility to super-optimize an EA (or any kind of programmed algorythms) with a very large amount of
combination possibilities.
Since, from the great (GREAT!) new techonology of agents and multi-core possibility to execute the calculations,
this revolutionary technology will open wide new gates to the future of the financial markets analisis.
This great thing, allowed metaquotes to override the limitations of computational power, a very limitation
of mt4, and all the experts advisors in the past mt4.
The reason why i am asking if the limit of steps of optimizations can be breaked, is very simply:
mathematically i've found that is not the same thing to optimize ALL the input variables in one single session,
than subdivided into more sessions, apart certain particular, mathematically studied cases, wher a logic
"and" can be applied to optimization plan.
The goal, is to have a super optimizer, that allow to optimize as much input variables and steppes possibles, beyond the limitation actually of mt5.
For many programmes, strategist, mathematicians, etc.. the reason of this will to break this limit is very easy to understand, and they
surely have tought the same of me.
In other words i want also say, that certain particular eas, and more complex with the future of automated trading,
will need a more complex optimization. A step further. This step furter is to cancel the limit of steps (Total Steps, in the lower right of the optimizer input window),
a cancellation that can set the limit in example depending on the resources one station have (multi-core, and different amout of RAM), in a fashion that IN VERY EXAMPLE
if one -for absurd- perform the optimization with a 386 cput 500mb ram maximum total optimization steps are in example 500, and instead if one perform the optimization
with a 8-core 3.0ghz 16gb ram, the maximum amount of total optimizations steps allowable are -in example- 5.000.000.000.000.000.000
In other words, the number of total steps allowable should be proportional to the computatational power where metatrader5 is installed.
i DONT KNOW if actually it is in this way still. If there is a predefined number of total steps of optimization for all mt5 platforms and all computers,
or it depends on the power of computer where mt5 is installed.
Beyond this, the very very great thing metaquotes can do for us, is the possibility to partially-save the optimizations results, so we can launch optimizations
of wide amout of total steps (combinations of input parameters) with large backtest periods (1 year or more), and the possibility to work in different
sessions, different times, different months, with the same optimization, that -in example- can require 1 year of comptutational power with a single computer.
This in a fashion like the possibility to can pause optimization, save/store to a file, and reopen into another moment by loading a file, and so-on saving again, etc..
a kinda of saving time by time the achieved results.
Actually there is not possibility to do this, apart the case to cancel the optimization, and manually copy the results.
The last one thing that would refine the optimization core, is something like a function that auto-save the results every tot minutes (in example 10)
this way avoiding that if some accident occours, in example the pc crash or electric turn off, all the hours(or days/weeks) of continuous optimization
calculations, are blown to the olbivion.. The auto-save function can be something like the autosave function of OpenOffice Text Editor (in example) or
Windows Word, when every predefined-minutes number, the application auto-save the file, in this way possible to recovery the work in a situation
of suddenly crash.
The
1 Total-Steps-Of-Optimization-Depending-Of-The-Computational-Power-
2 Possibility-To-Save-Partial-Optimization-Results-And-Reopen-Later-
3 Auto-Save-Function
i think can greatly improve the still great optimizer of metatrader5 and make metatrader the best
market analisis software, more than it still is.
Why I only can have 10496 maxium ammout of step?
See Optimization Types in the terminal help:
Number of Testing Runs
During a genetic optimization, the number of testing runs is much lower, which provides such a quickness of optimization. Once the genetic optimization is started an estimated number of testing runs is displayed at the "Settings" tab. Is is calculated according to the following formula:
Population size * (Unconditional number of generations + Number of generations for convergence estimation)
where:
- Population size — it is calculated on the basis of the number of possible combination of optimized parameters, can take values from 64 to 256;
- Unconditional number of generation — can take values from 15 to 31. It is determined by a presence of improvement of the optimization criterion. 15 generations are tested always. If a generation within the range between 15 and 31 doesn't show any improvement of the optimization criterion, and additional testing of the next generations is started for convergence estimation.
- Number of generations for convergence estimation — the number of such generations is calculated as one third of the unconditional number of generations. If the unconditional number of generation is 18 (the 17-th generation has shown the best result and there are no improvements shown by the 18-th generation) then another 5 generations are tested: the 18-th generation hasn't shown any improvement, and for the estimation of convergence we need 18/3 = 6 generations without improvements of the optimization criterion. If there are no improvements shown by the specified number of generations, the testing is stopped.
If the total number of optimization steps exceeds 1 000 000 in a 32-bit system or 100 000 00 in a 64-bit system, the genetic optimization mode starts automatically.
Lots of time passed since this question..
Nowdays there is the possibility to Export to XML — export the result of optimization to an XML file;
https://www.metatrader5.com/en/terminal/help/algotrading/testing
It's very useful function for storing achieved optimization results into Excel or similar program,
and thus also further analize results with such spreadsheet..
So when there is the need of a this very wide/long optimization work(usually rarely), that include tons of combinations and steps, it can be subdivided into many phases with
the partial results exported to XML.
Useful.
Furthermore, the 64-bit version that include alot of optimization steps, and Genetic Optimization Mode, helps even more.
Hello,
First of all, thank you to the development team.
I am also interested in the possibility of extending the number of possible combinations in the genetic tests. I have optimized GRU neural networks with length of 7 neurons, which is little, since each neuron has 36 weights (equivalent to 36 parameters, with 20 combinations for each weight).
Another possibility would be the availability of other optimization algorithms in MT5, such as Back Propagation / Linear Descent.
I am aware that I can export the data to an external tool and then import them back, but this is a very big job.
Greetings from Brazil.
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Hi.
Is there a predefined limited number of steps of optimization, or it
depends on RAM/CPU capabilities of the computer where the metatrader5 terminal optimizer
is hosted?
It is possible to extend the number of steps beyond the limit?