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Is it a bug of MT5 ?

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LEE Chun Wing
831
LEE Chun Wing 2010.12.20 01:54 

the result column in tester as showed

what it's mean?

i only choose deposit $5000 in tester

is it a bug of mt5 build 370  ?

thanks

 

Alexey Da
Moderator
6598
Alexey Da 2010.12.20 12:19  
kelly:

the result column in tester as showed

what it's mean?

i only choose deposit $5000 in tester

is it a bug of mt5 build 370  ?

thanks

 

Could you send source of your EA to us? Describe parameters of optimization as full as possible.

Valerii Mazurenko
3485
Valerii Mazurenko 2010.12.20 16:27  
Column "Result" content value of Fitness-function (not Balance in general case). See Help for tester.
LEE Chun Wing
831
LEE Chun Wing 2010.12.22 03:49  
notused:
Column "Result" content value of Fitness-function (not Balance in general case). See Help for tester.
do u mean that the result  not equals to the account balance which the test finished ?
Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Account Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Environment State / Account Properties - Documentation on MQL5
LEE Chun Wing
831
LEE Chun Wing 2010.12.22 03:51  
alexvd:

Could you send source of your EA to us? Describe parameters of optimization as full as possible.

this is attach

use optimization function to test best parameter-->problem is  result tab value not =  balance

optimization use last month, and  parameter as show at #1 picture


Valerii Mazurenko
3485
Valerii Mazurenko 2010.12.22 13:57  
kelly:
do u mean that the result  not equals to the account balance which the test finished ?

Yes. But, you can choose "Balance Max" on the "Settings" tab.

From help: 

An optimization criterion is a certain factor, whose value defines the quality of a tested set of parameters.
The higher the value of the optimization criterion is, 
the better the testing result with the given set of parameters is considered to be. 
Such a factor can be selected on the "Settings" tab, to the right of the "Optimization" field.

The optimization criterion is required only for the genetic algorithm.
 

The following optimization criteria are available:

Balance max — the highest value of the balance; 
Balance + max Profit Factor —  the highest value of the product of balance and profit factor; 
Balance + max Expected Payoff — the value of the product of balance and the expected payoff; 
Balance + min Drawdown — in this case, 
        the balance value and the drawdown level are taken into account: (100% - Drawdown)*Balance; 
Balance + max Recovery Factor — the product of the balance and the recovery factor; 
Balance + max Sharpe Ratio — the value of the product of balance and the Sharpe ratio; 
Custom max — the optimization criterion here is the value of the OnTester() function in the Expert Advisor. 
This parameter allows using any custom value for the optimization of the Expert Advisor. 
Rashid Umarov
Admin
11812
Rashid Umarov 2010.12.22 15:20  
notused:

Yes. But, you can choose "Balance Max" on the "Settings" tab.

From help: 

Now online MetaTrader 5 Help is available - http://www.metatrader5.com/en/terminal/help/tester/tester_using/optimization/optimization_types#criterion

Optimization Criterion

An optimization criterion is a certain factor, whose value defines the quality of a tested set of parameters. The higher the value of the optimization criterion is, the better the testing result with the given set of parameters is considered to be. Such a factor can be selected on the "Settings" tab, to the right of the "Optimization" field.

The optimization criterion is required only for the genetic algorithm.

The following optimization criteria are available:

  • Balance max — the highest value of the balance;
  • Balance + max Profit Factor —  the highest value of the product of balance and profit factor;
  • Balance + max Expected Payoff — the value of the product of balance and the expected payoff;
  • Balance + min Drawdown — in this case, the balance value and the drawdown level are taken into account: (100% - Drawdown)*Balance;
  • Balance + max Recovery Factor — the product of the balance and the recovery factor;
  • Balance + max Sharpe Ratio — the value of the product of balance and the Sharpe ratio;
  • Custom max — the optimization criterion here is the value of the OnTester() function in the Expert Advisor. This parameter allows using any custom value for the optimization of the Expert Advisor.

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