Discussion of article "Visual evaluation of optimization results"

 

New article Visual evaluation of optimization results has been published:

In this article, we will consider how to build graphs of all optimization passes and to select the optimal custom criterion. We will also see how to create a desired solution with little MQL5 knowledge, using the articles published on the website and forum comments.

Here is how the graph created by the script looks like.


Below is the same graph from the Strategy Tester


I have shown here very similar graphs, but in most cases they will be different. This is because in the Strategy Tester deals along the X axis are bound to time, while the script plots graphs in which the X axis is bound to the number of trades. Also, because we have to write the minimum information in a frame to keep the file small enough, the equity values are not sufficient for analyzing the graphs created by the script. At the same time, this data is enough to have an initial evaluation of the efficiency of an optimization pass. It is also sufficient for calculating a custom optimization criterion.

Author: Aleksandr Slavskii

 
Thanks for sharing this informative article.
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