Your experices with Auto Optimization in MT4?

 

Hi - question for the crowd here:

It seems like about 10 years ago, batch or auto optimization (ie: something similar to this - https://www.mql5.com/en/articles/1467) seemed to be the big up-and-coming thing.  Difficult to pull off, but some of the forum posts around that time were hopeful that it would improve performance of a strategy.

My own experimentation (so far only in backtest, admittedly) shows that it seems to have promise.

However, there seems to be a drop off in interest on the topic and not much in the way of code samples.  Why did interest in this dry up?

  • Overfitting?
  • Switching over to optimization/backtesting in MQL5?
  • Neural networks replacing the traditional optimization/backtest?
  • Or, just too difficult to do in practice?

I have run across some posts here and there indicating that some users were doing the batch testing, then switched away from it. 

What was your experience with it?

Automated Optimization of a Trading Robot in Real Trading
Automated Optimization of a Trading Robot in Real Trading
  • www.mql5.com
The articles describes and provides a library of functions that allows a trader to optimize his or her Expert Advisor's inputs by launching optimization directly from the EA.
 

Hi everyone, still curious about this question about auto optimization.  I realize I asked it during the holidays (when I had time off) so maybe it got lost in the shuffle of newer or more interesting posts.

If you have experience with it (good or bad) please share.