Tester: Testing (Optimization) Technique and Some Criteria for Selection of the Expert Advisor Parameters

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New article Testing (Optimization) Technique and Some Criteria for Selection of the Expert Advisor Parameters has been published:

There is no trouble finding the Holy Grail of testing, it is however much more difficult to get rid of it. This article addresses the selection of the Expert Advisor operating parameters with automated group processing of optimisation and testing results upon maximum utilisation of the Terminal performance capabilities and minimum end user load.

Author: Rider

 

rider can you help me, i want to set my strategy tester to test my EA,S but can i set the spread it uses to a constant of 1

someone mentioned i could use a script to do this but i have looked into this with no joy

if you could advise i would be eternally greatful

 
I posted my implementation of the above article at mt4 strategy tester - BATCH MODE - MQL4 forum
 

Good work!

Making out  a way to analyze big amounts of testing results lead me also to excel in the end. I can underline the aspect mentioned in this article, that the picture of the balance curve tells really much. First I wrote a macro that displays the balance graph of every optimization run. Then I thought about Mathematic in trading: How to Estimate Trade Results. The correlation between the balance graph and the linear regression of the balance graph itself is a good parameter to estimate the "smoothness" of the graph without taking a look at it.

correlation

 
APeng:

Good work!

Making out  a way to analyze big amounts of testing results lead me also to excel in the end. I can underline the aspect mentioned in this article, that the picture of the balance curve tells really much. First I wrote a macro that displays the balance graph of every optimization run. Then I thought about Mathematic in trading: How to Estimate Trade Results. The correlation between the balance graph and the linear regression of the balance graph itself is a good parameter to estimate the "smoothness" of the graph without taking a look at it.

 

@Rider

Hi, im following your instructions and in the Optimization stage in 3.1, you didnt specify what are the start/end/step of the optimization parameters or what are optimised. and after that an image was shown that the parameters were optimise (you were copying all of them)? Im following your procedure step by step and have no idea what happened in those moments. Im using you moving average example/guide to get to know the steps.

PLease let me know if I missed anything or this is a Part 2 of something. 

Your reply is really appreciated!

 

It is a good idea to do custom test. Creating a new variable, let the tester iterate the created variable. OnInit() reads the variable and corresponding parameters, so that the parameters can be changed freely.

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