Discussion of article "The Fundamentals of Testing in MetaTrader 5" - page 4

 
olowsam:


I was reading through this wonderful article and it looks there was a typo error somewhere.

Corrected, thank you!
 

Excerpt from the article:

Обработка событий в тестере

Наличие обработчика OnTick() в эксперте не является обязательным для того, чтобы его можно было подвергнуть проверке на исторических данных в тестере терминала MetaTrader 5. Достаточно того, чтобы в советнике была хотя бы одна функция-обработчик из перечисленных:

    OnTick() - обработчик события прихода нового тика;
    OnTrade() - обработчик торгового события;
    OnTimer() - обработчик события прихода сигнала от таймера;
    OnChartEvent() - обработчик пользовательских событий...


Dear developers, please comment, what about the OnTradeTransaction() function ?

Are there any plans to solve its normal operation in the Tester?

 

Hello.

I've been having problems testing the HiLo indicator in the strategy tester for a few days now.

I'm getting the following error message:

2014.06.05 16:50:18.010 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:18.010 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:17.126 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:17.126 loading of hilo__1_teste EURUSD,H1 failed
2014.06.05 16:50:17.126 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:17.126 loading of hilo__1_teste EURUSD,H1 failed
2014.06.05 16:50:17.126 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:17.126 2011.06.06 00:00:32 cannot load custom indicator 'hilo__1_teste' [4802]
2014.06.05 16:50:17.126 loading of hilo__1_teste EURUSD,Daily failed
2014.06.05 16:50:17.126 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:17.126 program file Indicators\hilo__1_teste.ex5 read error
...

2014.06.05 16:50:27.007 2011.06.06 00:11:59 Error: Indicator not handled. (handle=-1 | error code=4802)
2014.06.05 16:50:27.007 2011.06.06 00:11:59 cannot load custom indicator 'hilo__1_teste' [4802]
2014.06.05 16:50:27.007 loading of hilo__1_teste EURUSD,H1 failed
2014.06.05 16:50:27.007 program file Indicators\hilo__1_teste.ex5 read error

What is happening? Has anyone had this problem or could help me?

 

Regarding the section "Synchronisation of bars when testing in the "Open price only" mode"

If the Expert Advisor requests price data from the last candlestick, then the synchronisation function is necessary. After all, Open prices of different bars can be very different.

And if the Expert Advisor uses data from SymbolInfoDouble(simbol,SYMBOL_BID) and SymbolInfoDouble(simbol,SYMBOL_ASK) - it is possible not to complicate the code and resource intensity of the Expert Advisor.

In this variant of work, if a new bar by another symbol has not appeared, SymbolInfoDouble(simbol,SYMBOL_BID) will return the last known price, i.e. the Close price of the previous bar. The Close price of the previous bar differs from the Open price of the new bar by the price movement for 1 tick (between the last tick of the previous bar and the first tick of the new bar). That is, this difference can be neglected.

This can be checked by inserting the line

Print(_Symbol," = ",SymbolInfoDouble(_Symbol,SYMBOL_BID),"  ",other_symbol," = ",SymbolInfoDouble(other_symbol,SYMBOL_BID));

before and after the synchronisation cycle.
Here is an example of the log:

2016.09.01 12:31:00   На символе EURUSD открылся новый бар в 2016.09.01 12:31
2016.09.01 12:31:00   EURUSD = 1.11389  USDJPY = 103.534
2016.09.01 12:31:00   Подождем 5 секунд..
2016.09.01 12:31:05   Время открытия последнего бара на своем символе EURUSD: 2016.09.01 12:31
2016.09.01 12:31:05   Время открытия последнего бара на символе USDJPY: 2016.09.01 12:31
2016.09.01 12:31:05   Бары синхронизировались в 2016.09.01 12:31:05
2016.09.01 12:31:05   EURUSD = 1.11389  USDJPY = 103.532

Difference for USDJPY = 2 pts. Where 103.534 corresponds to the Close USDJPY price of the previous bar. After the synchronisation cycle we got 103.532, which is equal to Open of the new bar.
 

manual trading is tiring. I hope to find a robot soon that will bring me more than it cost me

 
Thiago Ferreira:

Hello.

I've been having problems testing the HiLo indicator in the strategy tester for a few days now.

I'm getting the following error message:

2014.06.05 16:50:18.010 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:18.010 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:17.126 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:17.126 loading of hilo__1_teste EURUSD,H1 failed
2014.06.05 16:50:17.126 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:17.126 loading of hilo__1_teste EURUSD,H1 failed
2014.06.05 16:50:17.126 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:17.126 2011.06.06 00:00:32 cannot load custom indicator 'hilo__1_teste' [4802]
2014.06.05 16:50:17.126 loading of hilo__1_teste EURUSD,Daily failed
2014.06.05 16:50:17.126 program file Indicators\hilo__1_teste.ex5 read error
2014.06.05 16:50:17.126 program file Indicators\hilo__1_teste.ex5 read error
...

2014.06.05 16:50:27.007 2011.06.06 00:11:59 Error: Indicator not handled. (handle=-1 | error code=4802)
2014.06.05 16:50:27.007 2011.06.06 00:11:59 cannot load custom indicator 'hilo__1_teste' [4802]
2014.06.05 16:50:27.007 loading of hilo__1_teste EURUSD,H1 failed
2014.06.05 16:50:27.007 program file Indicators\hilo__1_teste.ex5 read error

What is happening? Has anyone had this problem or could help me?

 

The article is not complete.

This article lacks the most important thing - the optimal parameters of the computer on which the testing will be performed.

For example, my robot was tested on 5 different computers.

On one of them the test took a couple of hours, and on another one it took more than a day. One had a higher CPU load and one had a higher disc load. I searched, but could not find the optimal iron settings ANYWHERE.

Thought METAQUOTES would clarify this, but alas..... the article is not complete.

 
lasleon:

The article is not complete.

This article lacks the most important thing - optimal parameters of the computer on which the testing will be performed.

For example, my robot was tested on 5 different computers.

On one it took a couple of hours to complete the test, and on another it took more than a day. One had a higher CPU load and one had a higher disc load. I searched, but nowhere could I find the optimal hardware settings.

Thought METAQUOTES would clarify this, but alas..... the article is not complete.

It's simple:
- more cores on the processor, but don't load all cores in the optimiser, leave a couple of cores minimum
- higher CPU frequency
- maximum memory to hold system caches of the terminal and tester
- SSD is mandatory, preferably NVMe


 
Renat Fatkhullin:
***
- SSD is mandatory, preferably NVMe

Is it necessary to have the whole operating system on SSD or is it possible to put only agents on SSD?

 
Vladimir Karputov:

Is it necessary to have the whole operating system on the SSD or is there any way to put only agents on the SSD?

All on SSDs, they are cheap nowadays.