Automated Optimization of a Trading Robot in Real Trading
The article is very good.
But the idea is not new one:
the talking about it was inside elite section but it was not implemented practically sorry.
Besides, we can read this thread https://www.mql5.com/en/forum/174396 where Codersguru explained similar idea about it. And more: Igorad created indicator optimized/backtested (by profit/loss on the chart) - in elite section.
Anyway, the article is very good as it came wirth the codeers and some files as a source to be implemented inside EAs and may be - in indicators too.
Automated Optimization Methods
Hi!
Anyone can comment some Automated Optimization Methods?
I found this: Automated Optimization of a Trading Robot in Real Trading - MQL4 Articles
This (that I think is the same method of the other): GLFX expert advisor - MQL4 Code Base
And an easier way (or not): Optimize cross Moving average - MQL4 Code Base
With the last method, I think that is possible to make a function that we can use with other indicators, but I can not understand many variables used.
Anyone know any other method of automated optimization?
...
In metatrader it can not be made as a function (due to metatrader limitations as of what can be started from a code : you can call an indicator from a code, but you can not call an EA or a script)
All you can do is use the built in EA optimization from expert properties->optimization
Hi!
Anyone can comment some Automated Optimization Methods?
I found this: Automated Optimization of a Trading Robot in Real Trading - MQL4 Articles
This (that I think is the same method of the other): GLFX expert advisor - MQL4 Code Base
And an easier way (or not): Optimize cross Moving average - MQL4 Code Base
With the last method, I think that is possible to make a function that we can use with other indicators, but I can not understand many variables used.
Anyone know any other method of automated optimization?In metatrader it can not be made as a function (due to metatrader limitations as of what can be started from a code : you can call an indicator from a code, but you can not call an EA or a script) All you can do is use the built in EA optimization from expert properties->optimization
Ok...
But if you see the code (Optimize cross Moving average - MQL4 Code Base), the coder make a function that automate the optimization of 2 MAs. My idea is to get this function and transform in one that we can use with whatever indicator. But I can not understand all the code...
...
Nice code and nice "what if" game ... but does not change what I already said in my post : you can not optimize an EA from a function since metatrader prevents calling EA or script from within the code. EAs are, fortunately or unfortunately (depends on the point of view) not just indicators and the only way that one could test all that one EA contains is to test the EA itself. There are no shortcuts ,,,
Ok... But if you see the code (Optimize cross Moving average - MQL4 Code Base), the coder make a function that automate the optimization of 2 MAs. My idea is to get this function and transform in one that we can use with whatever indicator. But I can not understand all the code...
...
Just one "real life" example : imagine how could (or better to say, could not) and indicator reconstruct a simple trailing stop. Not even a backtest can reconstruct a trailing stop that really happened in forward trading (since back test uses random simulated ticks, not the one that really happened) and an indicator is completely unable to find out when would an order with trailing stop close
A lot of such things (did not even mention the complete lack of "historical" ask and bid and what would that mean for any testin - backtesting too), along with the restriction of being unable to start an EA from code are simply making impossible to test a strategy from a function
So, to conclude my "ranting about the theme" : a lot of effort made in that code, very good coding in it, but it simply oversimplifies the whole thing which is rather dangerous
Just one "real life" example : imagine how could (or better to say, could not) and indicator reconstruct a simple trailing stop. Not even a backtest can reconstruct a trailing stop that really happened in forward trading (since back test uses random simulated ticks, not the one that really happened) and an indicator is completely unable to find out when would an order with trailing stop close
A lot of such things (did not even mention the complete lack of "historical" ask and bid and what would that mean for any testin - backtesting too), along with the restriction of being unable to start an EA from code are simply making impossible to test a strategy from a function
So, to conclude my "ranting about the theme" : a lot of effort made in that code, very good coding in it, but it simply oversimplifies the whole thing which is rather dangerousI understand now...
thanks!
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Automated Optimization of a Trading Robot in Real Trading - MQL4 Articles
Should be pretty interesting