Discussion of article "Applying OLAP in trading (part 4): Quantitative and visual analysis of tester reports"

 

New article Applying OLAP in trading (part 4): Quantitative and visual analysis of tester reports has been published:

The article offers basic tools for the OLAP analysis of tester reports relating to single passes and optimization results. The tool can work with standard format files (tst and opt), and it also provides a graphical interface. MQL source codes are attached below.

To view the general distribution of profits by levels in increments of 100, select the 'profit' field from the statistics along the X axis and the 'count' aggregator.

Distribution of profits by ranges in increments of 100 units

Distribution of all profits by ranges in increments of 100 units

By using the 'identity' aggregator, we can evaluate the influence of the number of trades to profit. Generally, this aggregator enables the visual evaluation of many other dependencies.

Profit vs number of trades

Profit vs number of trades

Author: Stanislav Korotky

 

Hello Sir,

I tried to compile the file 'OLAPGUI_Opts.mq5' but there are 17 errors in some include files.

Kind Regards,
Ben

 
Szabo Bence #:

Hello Sir,

I tried to compile the file 'OLAPGUI_Opts.mq5' but there are 17 errors in some include files.

Kind Regards,
Ben

You should always show exact errors.

 

Here it is.

Files:
 
Szabo Bence #:

Here it is.

MQL5 may change over time, from build to build. Sometimes such changes break compatibility with existing sources.

Two first errors in your error list comes from outdated MT5 build (you should update to more recent version).

As for the errors in TypeToBytes library, I should note that this is not my library. This is a 3-rd party stuff, and as with any 3-rd party dependencies you should check updates for them from corresponding authors.

Currently I'm attaching the latest version of TypeToBytes.

Files:
TypeToBytes.mqh  21 kb
 
Stanislav Korotky #:

MQL5 may change over time, from build to build. Sometimes such changes break compatibility with existing sources.

Two first errors in your error list comes from outdated MT5 build (you should update to more recent version).

As for the errors in TypeToBytes library, I should note that this is not my library. This is a 3-rd party stuff, and as with any 3-rd party dependencies you should check updates for them from corresponding authors.

Currently I'm attaching the latest version of TypeToBytes.

Thank you for the updated library. It's working.

Although the two first errors still come up. I have the 2981 build (latest).

 
Szabo Bence #:

Thank you for the updated library. It's working.

Although the two first errors still come up. I have the 2981 build (latest).

Yes, there is the bug in it. You may install latest beta-version (say, 3042, 3061) or add casting to (Selector<E> *) and (Filter<E> *) in the 2 corresponding lines. According to the error wording, the compiler ignores const modifer mistakenly. Apparently the source code is correct. The suggested change is just a temporary workaround.

 
Stanislav Korotky #:

Yes, there is the bug in it. You may install latest beta-version (say, 3042, 3061) or add casting to (Selector<E> *) and (Filter<E> *) in the 2 corresponding lines. According to the error wording, the compiler ignores const modifer mistakenly. Apparently the source code is correct. The suggested change is just a temporary workaround.

Okay I see. With your suggested code modification it is working.

Thanks.