Batch backtesting

[Ingvar Engelbrecht]

Is it possible to setup for a backtest on several pairs and save the files. Running overnight instead spending time on the day. I know how to save the best file by writing a file with the data after doing a single run on the best result.

but it is saved in the agent MQL5\Files  and gets erased after each pass

[Rogerio Figurelli]

ingvar_e:

Is it possible to setup for a backtest on several pairs and save the files. Running overnight instead spending time on the day. I know how to save the best file by writing a file with the data after doing a single run on the best result.

but it is saved in the agent MQL5\Files  and gets erased after each pass

Hi ingvar_e, you can try a client terminal started with testing parameters batch file.

This link may help you: https://www.metatrader5.com/en/terminal/help/start_advanced/start

[Ingvar Engelbrecht]

figurelli:

Hi ingvar_e, you can try a client terminal started with testing parameters batch file.

This link may help you: https://www.metatrader5.com/en/terminal/help/start_advanced/start

  Thanks figurelli!

  Probably not trivial to make it work running many consequtive optimization runs

[Rogerio Figurelli]

ingvar_e:

  Thanks figurelli!

  Probably not trivial to make it work running many consequtive optimization runs

You are welcome. For sure, no easy way and this is one reason of my idea below.

Forum on trading, automated trading systems and testing trading strategies

An idea for strategy tester genetic algorithm

figurelli, 2014.03.01 04:16

Yet another idea to improve MT5! Now our target is the strategy tester genetic algorithm.

The concept is quite simple: we all know about the relevance of the strategy tester genetic algorithm to backtesting and the power of the MT5 cloud network to execute such tests

However, I think we can join these two great features of MT5 (strategy tester genetic algorithm and cloud network testing) to create a new powerful backtesting mode at MT5.

The idea description

What about creating a loop option for the strategy tester genetic algorithm, where at each start, all old results are used and compared.

The idea here is not using just one pass for the genetic algorithm (as today), but the number defined by the user, depending on the time or money he has to spent in the case of using MT5 cloud network.

For instance, imagine a first test using the genetic algorithm, with the 100 best results, named as A1,A2,...A100.

As we have a loop, the next passage would generate 100 new best results, named as B1,B2,...B100, and so on.

After L loops, defined by the user, we have a final merge of the best results, for instance A1,A2,B1,A3,B2,...,etc.

As usual, I know some of you will not believe this will exists one day (for any reason), anyway you are welcome to a brainstorming about.