Genetic optimization mode automatically turning on...

 

Hi,

I was trying to optimize my expert advisor. I was surprise to see the results i got were absolutely nonsense (the optimization results were showing no case could bring profit despite the fact i know a parameter that should be tested is making profit).

So i noticed the optimization was "stopping before the end" without error message.

After a while i noticed in the journal files "genetic mode turned on tue to 1073741824 passes, to use complete algorithm , decrease amount of optimized parameters"

I'm completely stuck as i can't optimize my strategy due to genetic mode (i've verified the parameters that should have been tested are working several times)

Can someone tell me how to solve the problem ?

I have a big processor so i'm not scared of slow optimization , what i would like is to force mt5 to slow(complete) optimize,

Thanks for your help,

 
eoltrading:

Hi,

I was trying to optimize my expert advisor. I was surprise to see the results i got were absolutely nonsense (the optimization results were showing no case could bring profit despite the fact i know a parameter that should be tested is making profit).

So i noticed the optimization was "stopping before the end" without error message.

After a while i noticed in the journal files "genetic mode turned on tue to 1073741824 passes, to use complete algorithm , decrease amount of optimized parameters"

I'm completely stuck as i can't optimize my strategy due to genetic mode (i've verified the parameters that should have been tested are working several times)

Can someone tell me how to solve the problem ?

I have a big processor so i'm not scared of slow optimization , what i would like is to force mt5 to slow(complete) optimize,

Thanks for your help,

You can't. Change your optimized parameters to get less than 100 millions combinations.
 
eoltrading: tue to 1073741824 passes, i'm not scared of slow optimization 

You should be; I'd estimate that on a single core machine (like MT4 optimizer,) it would take 500 years.

 
William Roeder:

You should be; I'd estimate that on a single core machine (like MT4 optimizer,) it would take 500 years.

How could you estimate that ?

It's an MT5 topic, MT5 is multicore and we have no idea about the duration of 1 pass. Depending of settings (ticks/open prices), the tested period and the EA complexity, a pass can be done from some milliseconds to minutes (or worst, it's always possible).

 

Thanks a lot for your answers i truly appreciate you giving your time.

Also thanks william for your comment. Personally i find difficult to realize what our computers are truly able to do nowadays; How many calculus is a  processor able to do in a certain time, we are so used to think that now technology is so advanced we could do billions of calculus simultaneously (which is true in a certain sense i believe) but there still are limits and we can reach them easily , at least , it's the feeling i have doing simulations in mt5.

 
eoltrading:

Hi,

I was trying to optimize my expert advisor. I was surprise to see the results i got were absolutely nonsense (the optimization results were showing no case could bring profit despite the fact i know a parameter that should be tested is making profit).

So i noticed the optimization was "stopping before the end" without error message.

After a while i noticed in the journal files "genetic mode turned on tue to 1073741824 passes, to use complete algorithm , decrease amount of optimized parameters"

I'm completely stuck as i can't optimize my strategy due to genetic mode (i've verified the parameters that should have been tested are working several times)

Can someone tell me how to solve the problem ?

I have a big processor so i'm not scared of slow optimization , what i would like is to force mt5 to slow(complete) optimize,

Thanks for your help,

You need to figure out how to optimize your parameters in smaller groups and optimize the most important groups first.

It's a pain, but going repeatedly from group to group until no changes occur is one way to go.  Using genetic as an overall first pass before targeting groups can be helpful.

Better to write a script and do this automatically.  Too bad MT5 doesn't do that for you ...  According to the manual it is possible to run Strategy Tester from a script though.

Good luck!