Libraries: BestInterval - page 12

[fxsaber]

I understand that BestInterval is a fit

• I run Optimisation with BestInterval enabled on fresh data.
• I take only one best result, where there are at least several hundred trades.
• I add OOS (always take a piece BEFORE the trade) to the original testing interval.
• I conduct ONE single run of the selected above pass on the new interval.
• Not good - fitting.

Highlighted the most key thing in this algorithm. Only once is archival.

[fxsaber]

Maxim Dmitrievsky:

what are we looking for in BP quotes? Because there are few differences from SB, except for volatility clustering :)

You'd better talk on this topic with those who are speculating in plus with high probability not by chance.

[Maxim Dmitrievsky]

fxsaber:

You'd be better off talking about this topic with those who are highly likely to speculate in the plus side for a reason.

Didn't I ask the wrong question? )

[fxsaber]

Maxim Dmitrievsky:

Didn't I ask the wrong question? )

No, I'm a humble theorist.

[Maxim Dmitrievsky]

fxsaber:

No, I'm a humble theorist.

Well, then the paths are mysterious. )

[fxsaber]

Maxim Dmitrievsky:

Well, then the paths are mysterious. )

That's a good answer.

[Maxim Dmitrievsky]

fxsaber:

Not a bad answer.

describes a small part of the econometric approach.

I have an extensive reading list on econometrics. The basis is cycles in one form or another. No cycles, the series is random.

[j431fx]

It detects the best interval but when "Best interval" changes to true does not work ("virtual.mqh is required", see image 1c).

Virtual.mqh and all other files are in its folders (expert or include) and all they were compiled.

I also tried to add the below 2 lines in my EA code,at the beginning or in other positions, but always gives many errors when compile the EA.

#define  VIRTUAL_TESTER // We run in the virtual environment
#include <fxsaber\Virtual\Virtual.mqh> // Virtual business environment

I have been trying for several hours but don't know how to make it works.

Will thank any help.

[fxsaber]

#define  BESTINTERVAL_ONTESTER // Критерий оптимизации - прибыль лучшего интервала.
//#define VIRTUAL_LIMITS_TP_SLIPPAGE // Лимимитники и TP исполняются по по первой цене акцепта - положительные проскальные проскальзыванияя
#define  VIRTUAL_CLOSEALL_BYEND // Закрывает принудительно все ордера в конце тестирования

#include <fxsaber\Virtual\Virtual.mqh> // https://www.mql5.com/ru/code/22577
#include <fxsaber\BestInterval\BestInterval.mqh> // https://www.mql5.com/ru/code/22710

Last version is here.

[j431fx]

I updated to last version of BestInterval and Virtual.

When compile with new lines at the beginning of the code got many errors. At the end only 3 (see image).

Thank you very much for your help