Discussion of article "Continuous Walk-Forward Optimization (Part 5): Auto Optimizer project overview and creation of a GUI" - page 3
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Already found the payoff formula, did not have time to fix - you are quick to respond. Error screenshots are taken from the terminal. It does not run the test. I don't need the cloud, I just didn't have such an error before. The account is really netting. But everything worked on the previous version of the terminal.
If it is netting, it should work correctly. Regarding the terminal and dll, I have already seen the messages to MetaQuotes, apparently something broke with the update. But it happens, I think they will fix it soon.
GUI idea.
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New version of MetaTrader 5 platform build 1930: Floating chart windows and .Net libraries in MQL5
fxsaber, 2019.01.31 06:35 pm.
Trying to make friends with GA. For some reason it always makes 10K passes.
Since a new GUI for Tester is being made, I ask for help to make friends with GA.
It has been said many times that GA is a brute force, the results of which in the found neighbourhoods it is desirable to scour by full brute force.
It is very hard to enter the ranges of found neighbourhoods every time.
On the screen are the parameters that were passed through the GA. Then the best pass was selected - the left column. Now we need to create a neighbourhood for it for a complete search - three columns to the right.
I ask the developers to consider helping in the new GUI when setting the neighbourhood around the left column.
For example, let's take the first line from the screenshot
I.e. add a choice of the number N and form the Start/Stop fields by it.
Therefore, I suggest adding another column (in the Parameters tab) called "Neighbourhood", where you can enter the number N. If N is different from zero, the Start/Stop fields will be formed automatically. If it is zero - do not participate in the formation of fields.
Forum on trading, automated trading systems and testing trading strategies.
New version of MetaTrader 5 build 1930: Floating chart windows and .Net libraries in MQL5
fxsaber, 2019.01.31 07:25 pm.
There are two ways to set the range: Start/End and Centre/Width. Each way is convenient depending on your situation and preferences.
Centre/Width is great for specifying a neighbourhood. In particular, after Optimisation, the Centre value is set automatically by starting the passage itself. And then the user can either calculate the beginning and end of the range in the old-fashioned way and specify them by hand, or, without calculating and specifying anything, set only the width.
GUI Idea.
The idea is good, but how to distinguish the types of parameters? I have them all set as strings, because in (*.set) file there is no indication of what type of parameter. For example enum in int file are converted, then I have in string already and accordingly if I set in this way, I will try to string to double - there may be an error, but here you can put a check. And if I convert enum to double, everything will work, but in the tester the values will not be accepted and will be set by default.... If it would be possible to pull the parameter type from the file with settings (*set), it would be great.
Hi Andrey,
Thank you for sharing your project; trying to figure out the In Sample vs the Out of Sample window sizes and then analysing DD, RF, good correlation between IS / OOS sets, etc. is a daunting task. For me, I'm bewildered as to why MetaTrader hasn't built and included a comprehensive Walk Forward Analysis tool. It's one of the tools we need to mitigate "curve fitting," so thank you for your efforts!
I was able to build the project in Visual Studio, However, I'm not able to build your sample EA; I'm getting many compile errors. I was wondering if you could check to see if it's still compatible with the latest MT5 version? Also, have you considered making this an open source project, putting it up on Github?
Michael
Hi Andrey,
Thank you for sharing your project; trying to figure out the In Sample vs the Out of Sample window sizes and then analysing DD, RF, good correlation between IS / OOS sets, etc. is a daunting task. For me, I'm bewildered as to why MetaTrader hasn't built and included a comprehensive Walk Forward Analysis tool. It's one of the tools we need to mitigate "curve fitting," so thank you for your efforts!
I was able to build the project in Visual Studio, However, I'm not able to build your sample EA; I'm getting many compile errors. I was wondering if you could check to see if it's still compatible with the latest MT5 version? Also, have you considered making this an open source project, putting it up on Github?
Michael
Hello. Try to change file inside directory MQL5/Include/CustomGeneric/GenericSorter.mqh to the attached file. It must help.
Hi Andrey, I enjoyed reading your articles about Auto-optimzation.
I sent you a PM with an opportunity that you might be interested.
Thank you
I always get the message "There are no optimisation data to save".
My working directory is empty "D:\Projects\privat\Börse\MSQL5\Auto_Optimiser_2\Auto_Optimiser\Auto Optimiser\MetaTrader-Auto-Optimiser\Metatrader Auto Optimiser\bin\Debug\Data\Reports\ Simple forward optimiser xxxx EURUSD".
optimiser.AllOptimisationResults.Count = 0
optimiser.HistoryOptimisations.Count = 0
optimiser.ForwardOptimisations.Count = 0
I can see the Optimisation in Terminal.
I always get the message "There are no optimisation data to save".
My working directory is empty "D:\Projects\privat\Börse\MSQL5\Auto_Optimiser_2\Auto_Optimiser\Auto Optimiser\MetaTrader-Auto-Optimiser\Metatrader Auto Optimiser\bin\Debug\Data\Reports\ Simple forward optimiser xxxx EURUSD".
optimiser.AllOptimisationResults.Count = 0
optimiser.HistoryOptimisations.Count = 0
optimiser.ForwardOptimisations.Count = 0
I can see the Optimisation in Terminal.
It means that there are no optimisations that corresponds with your filters. Or you didn't connect optimisation`s data uploading into your expert
Sorry, I'm a newbie. I'm using an expert from market. Maybe it doesn't support connect optimisation's data uploading. I also tried with Advisors/ExpertMACD and get same result. Have I to write a own expert? I will read more deeply into the matter.
Sorry, I'm a newbie. I'm using an expert from market. Maybe it doesn't support connect optimisation's data uploading. I also tried with Advisors/ExpertMACD and get same result. Have I to write a own expert? I will read more deeply into the matter.
You need an expert with source code. The 4th article describes how to add data uploading into your expert and also there are given an example.