The article describes the algorithm for implementing the OpenCL candlestick patterns tester in the "1 minute OHLC" mode. We will also compare its speed with the built-in strategy tester launched in the fast and slow optimization modes.
We need to rely on something to make sure that the implementation of
the tester on OpenCL works correctly. First, we will develop an MQL5 EA.
Then we will compare its results of testing and optimizing using a
regular tester with the ones obtained by the OpenCL tester.
The test object is a simple EA trading the following candlestick patterns.
Bearish pin bar
Bullish pin bar
Bearish engulfing
Bullish engulfing
The strategy is simple:
Bearish pin bar or bearish engulfing — sell
Bullish pin bar or bullish engulfing — buy
The number of simultaneously opened positions — unlimited
Maximum position holding time — limited, user-defined
Take Profit and Stop Loss levels — fixed, user-defined
The presence of the pattern is to be checked on fully closed
bars. In other words, we search for a pattern on three previous bars as
soon as a new one appears.
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New article Using OpenCL to test candlestick patterns has been published:
The article describes the algorithm for implementing the OpenCL candlestick patterns tester in the "1 minute OHLC" mode. We will also compare its speed with the built-in strategy tester launched in the fast and slow optimization modes.
We need to rely on something to make sure that the implementation of the tester on OpenCL works correctly. First, we will develop an MQL5 EA. Then we will compare its results of testing and optimizing using a regular tester with the ones obtained by the OpenCL tester.
The test object is a simple EA trading the following candlestick patterns.The strategy is simple:
The presence of the pattern is to be checked on fully closed bars. In other words, we search for a pattern on three previous bars as soon as a new one appears.
Pattern detection conditions are as follows:
Author: Serhii Shevchuk