New article Continuous Walk-Forward Optimization (Part 1): Working with Optimization
Reports has been published:
The first article is devoted to the creation of a toolkit for working with optimization reports, for importing them from the
terminal, as well as for filtering and sorting the obtained data. MetaTrader 5 allows downloading optimization results, however
our purpose is to add our own data to the optimization report.
This part is devoted to the creation of a toolkit for working with optimization reports, for importing them from the terminal, as well as
for filtering and sorting the obtained data. To provide a better presentation structure, we will use the *xml file format. Data from the
file can be read by both humans and programs. Moreover, data can be grouped in blocks inside the file and thus the required information
can be accessed faster and easier.
Our program is a third-party process written in C# and it needs to create and read created *xml documents similarly to MQL5 programs.
Therefore, the report creation block will be implemented as a DLL which can be used both in MQL5 and C# code. Thus, in order to develop an
MQL5 code, we will need a library. We will first describe the library creation process, while the next article will provide description
of the MQL5 code that works with the created library and generates optimization parameters. We will consider these parameters in the
As already shown in previous articles, MetaTrader 5 can independently download the report of optimization passes, however it does not
provide as much information as the report generated on the Backtest tab after completion of a test with a specific set of parameters. In
order to have greater scope in working with optimization data, the report should include many of the data displayed on this tab, as well
as provide for the possibility to add more custom data to the report. For these purposes, we will download our own generated reports
instead of the standard one. Let's start with the definition of three data types required for our program:
Author: Andrey Azatskiy
Hello. This is the first article from 5 parts that are already published. At the 4rth part - there is full program. And yes, you have to compile some code it visual studio. If say about code that where ateched to the current article - so yes, it must be compiled in visual studio.
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