A suggestion for new MT5 feature: Splitting EA tests
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Hello, I would like to suggest a feature that can improve testing management of EAs specific parameters by splitting tests into "rounds" or "Stages" or "Phases".
How would this work?
1 - User select many parameters for test, as you usually do (in Strategy tester -> inputs). Maybe all parameters available.
2 - MT5 adds a new column after "STEPS" called: "round/stage/phase".
3 - User default choice is 1 (or 0), meaning: all the tests are performed as they are today: together (A x B x C x D x E x F x G x H x I ...).
4 - User can choose, then, that some parameters will be tested in "phase 1", others in "phase 2", some others in "phase 3" (...).
E.g.: "Phase 1" = A x B; "phase 2" = C x D x E x F; "phase 3" = G x H x I (...)
5 - User start the test.
6 - MT5 will perform "phase 1", then "phase 2", then "phase 3" (...)
7 - MT5 will be using the best result of each round, according to Optimization parameters (inside Strategy Tester -> Settings).
8 - Result will appear as usual in "Strategy Tester -> Optimization results".
Example:
Phase 1: 5 x 5 = 25 tests
Phase 2: 5 x 5 x 5 x 5 = 625 tests
Phase 3: 5 x 5 x 5 = 125 tests
Total = 775 tests, only 1 final result.
Another possibility is that the user can specify (inside Strategy Tester -> Settings) a number of "best results" to test.
Example: user selects 7 best results each "phase".
Phase 1: 5 x 5 = 25 tests
Phase 2: 7 (results from "Phase 1") x 5 x 5 x 5 x 5 = 4375 tests
Phase 3: 7 (results from "Phase 2")x 5 x 5 x 5 = 875 tests
Strategy Tester -> Optimization results shows 7 final results.
Total = 5.275 tests instead of 1.953.125.