Machine learning in trading: theory, models, practice and algo-trading - page 1208

 
Igor Makanu:

HH: Python itself can be plugged into C# (wrapped) and Python scripts can be run from files, there are plenty of examples on the web, and if you can from a file, you can drop commands directly from MT into Python

Not the case. Maxim wants to use Python, not separate functions.

 
FxTrader562:

That's good.

It's not about performance...but this version seems to lack consistency in results and are having strange behavior sometimes...

Hence, I am using external filters to filter out trades if the optimisation results are not good.

I don't know how it works...)) But it seems to work in out of sample data...))

I will see live testing next week.

strange behavior can be when you stop optimizing manually, so some of files are not writes (not always, but sometimes it can happen... about 1 time on 50-100 stops)

also, after every optimization must be a single pass in tester, to reset the maximum errors files, from previous optimization

 
Maxim Dmitrievsky:

you can't find out.

reset, for example,

Ohhh...NO:)) Do I have to run the tester after for every optimisation?

If I restart the MT5 after optimisation, do I still need to run the single pass test?

2. After every optimisation is over, is it required to apply the EA again to the chart which I used to do in previous versions?

 
Yuriy Asaulenko:

I use NET Sockets in C++ to do this. It's a high-level lib, unlike winapi. It's easy to roll it into C# for MT.

and here's https://www.mql5.com/ru/docs/network/socketcreate

hahahaha

Документация по MQL5: Сетевые функции / SocketCreate
Документация по MQL5: Сетевые функции / SocketCreate
  • www.mql5.com
//|                                                SocketExample.mq5 | //|                        Copyright 2018, MetaQuotes Software Corp. | //|                                             https://www.mql5.com | //| Отправка команды на сервер                                       |...
 
FxTrader562:

Ohhh...NO:)) I have to run the tester after for every optimisation?

If I restart the MT5 after optimisation, do I still need to run the single pass test?

2.After every optimisation is over, is it required to apply the EA again to the chart which I used to do in previous versions?

1 yes, or you can just delete "lasterrors" file from common mt5 folder, or your next optimization will start from old errors, not from zero

2 sure, for upload new files

 
Maxim Dmitrievsky:

but here https://www.mql5.com/ru/docs/network/socketcreate

hahahaha

Creepy.

 
Yuriy Asaulenko:

Creepy.

That's it, no crutches, no need.

 
FxTrader562:

I was just using a task scheduler to schedule all these tasks like testing, restarting MT5 automatically everyday...now, the tasks numbers will increase exponentially:))))

Also, thanks for telling these things, otherwise, I would be simply wondering around without knowing what is going on:))

maybe I can fix it in last versions

 
Yuriy Asaulenko:

Creepy.

I remember the horror of trying to implement simple matrices in MQL for SSA porting, everything was ok, but the lack of multidimensional dynamic arrays in MQL was a huge crutch, I don't want to re-invent the wheel anymore, it's easier to use .If the developers have made support for C# then they should take advantage of it

 
FxTrader562:

Anyway, I have almost 99% automated the process using MQL5. The last 1% can be done either using python or autoIT. I am using "AutoIT".

But I hope there are no other mysteries in this version of the EA:))

If there are any other changes in this version, you can update me...

Because I have done a series of tests on out of sample data data and I get 90% of the times profit which is a good sign for success in forward testing :)))

I think nothing... that thing with files was described in article, but hard to understand for you on russian

Reason: