Discussion of article "Continuous Walk-Through Optimization (Part 2): Mechanism for creating an optimization report for any robot"

 

New article Continuous Walk-Through Optimization (Part 2): Mechanism for creating an optimization report for any robot has been published:

The first article within the Walk-Through Optimization series described the creation of a DLL to be used in our auto optimizer. This continuation is entirely devoted to the MQL5 language.

This is the next article within a series devoted to the creation of an automated optimizer, which can perform walk-through optimization of trading strategies. The previous article described the creation of a DLL to be used in our auto optimizer and in Expert Advisors. This new part is entirely devoted to the MQL5 language. We will consider optimization report generation methods and the application of this functionality within your algorithms. 

The strategy tester does not allow access to its data from an Expert Advisor while the provided results lack details, therefor,e we will use the optimization report downloading functionality implemented in my previous articles. Since separate parts of this functionality have been modified, while others were not fully covered in earlier articles, let's consider these features once again as they constitute the key parts of our program. Let's start with one of the new features: addition of custom commission. All classes and functions described in this article are located under the Include/History manager directory.

Author: Andrey Azatskiy