MetaTrader 5 Strategy Tester: bugs, bugs, suggestions for improvement - page 15

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Slava:

The local agent process lives 5 minutes after the last start (this does not apply to agents in visual mode)

In your case, for some reason the local agent running in normal mode failed to restart in visual mode

Let's try to reproduce it in our own environment.

It's not playing. Looks like something just went wrong
 
Slava:
Doesn't reproduce. Seems like something just went wrong

Yes, it's a bit tricky with replaying situations. Today, for example, the input parameters reset several times. The visualiser hangs tight when trying to close it. Can't repeat it on purpose.

 
Slava:

What difference does it make? It lives for 5 minutes after optimization too.

Left-click on the required symbol in the market survey window and drag it to the tester window

2019.10.14 13:14:26.068 Tester no agent is ready, optimization not started
2019.10.14 19:01:43.867 Tester RTS-12.19: preliminary downloading of history ticks started, it may take quite a long time
2019.10.14 19:01:43.867 Tester RTS-12.19: preliminary downloading of history ticks completed
2019.10.14 19:01:43.876 Tester RTS-12.19: ticks data begins from 2019.08.26 00:00
2019.10.14 19:01:43.876 Core 1 tester agent start error


The first line is what was written before the drag and drop character. The rest of the entries in the process of dragging the symbol on your recommendation and trying to start the test

 
The MetaTrader 5 strategy tester is currently undergoing a deep redesign by the MQ team. is undergoing a deep redesign, not a redesign as you say. who writes your text is also a robot? a robot writer? it's just not finalised.
Тестирование стратегий - Алгоритмический трейдинг, торговые роботы - Справка по MetaTrader 5
Тестирование стратегий - Алгоритмический трейдинг, торговые роботы - Справка по MetaTrader 5
  • www.metatrader5.com
Тестер стратегий позволяет тестировать и оптимизировать торговые стратегии (советники) перед началом использования их в реальной торговле. При тестировании советника происходит его однократная прогонка с начальными параметрами на исторических данных. При оптимизации торговая стратегия прогоняется несколько раз с различным набором параметров...
 
KENT3004:
2019.10.14 13:14:26.068 Tester no agent is ready, optimization not started
2019.10.14 19:01:43.867 Tester RTS-12.19: preliminary downloading of history ticks started, it may take quite a long time
2019.10.14 19:01:43.867 Tester RTS-12.19: preliminary downloading of history ticks completed
2019.10.14 19:01:43.876 Tester RTS-12.19: ticks data begins from 2019.08.26 00:00
2019.10.14 19:01:43.876 Core 1 tester agent start error


The first line is what was written before the drag and drop character. The rest of the entries in the process of dragging and dropping the symbol on your recommendation and trying to start the test

The first line indicates that you do not have any test agents on standby.
 
Slava:
The first line indicates that you do not have any test agent in the ready state.

This is exactly the problem ! After optimisation it happens that agents are disabled (Disablet). Sometimes one or two, but in my case all 4 are disabled. We start it manually and after some time everything repeats. I understand how to work around the problem, but I don't think it is normal.

Why the symbols from the market overview are not added automatically is still unclear.

 
KENT3004:

This is exactly the problem ! After optimisation it happens that agents are disabled (Disablet). Sometimes one or two, but in my case all 4 are disabled. We start it manually and after some time everything repeats. I understand how to work around the problem, but I don't think it is normal.

Why symbols from market overview are not added automatically is not clear yet.

What are we now discussing? Disabling agents or the possibility of using symbols in testing/optimisation?

 
In genetic optimization I use a lot of parameters. Once the number of variants becomes as large as displayed in scientific notation (6.8768769e+21), optimization after generation 0 continues with half of the agents (4 of 8). No mention of this in the logs. Optimization itself runs fine, but with half load, twice as long.
 
Edgar:
In genetic optimization I use a lot of parameters. Once the number of variants becomes as large as displayed in scientific notation (6.8768769e+21), optimization after generation 0 continues with half of the agents (4 of 8). No mention of this in the logs. Optimization itself runs fine, but with half load, twice as long.
This problem was already raised by me in branches of earlier builds. It has not been fixed yet. I have found my crutch. I disable part of the agents (in my case 3 out of 10) and enable it after 0 iteration, then everything goes fine. Sometimes, though, some agents do stop in the process, but rarely, the solution algorithm is the same.
 
If these are the correct formulas
double ProfitPlus = 0;  // Профит неотрицательных закрытых позиций.
double ProfitMinus = 0; // Профит отрицательных закрытых позиций.

int AmountPlus = 0;  // Количество неотрицательных закрытых позиций.
int AmountMinus = 0; // Количество отрицательных закрытых позиций.

for (int i = OrdersHistoryTotal() - 1; i >= 0; i--)
  if (OrderSelect(i, SELECT_BY_POS, MODE_HISTORY) && (OrderType() <= OP_SELL))
  {
    const double Profit = OrderProfit() + OrderCommission() + OrderSwap();
    
    if (Profit >= 0)
    {
      ProfitPlus += Profit;
      AmountPlus++;
    }
    else
    {
      ProfitMinus += Profit;
      AmountMinus++;
    }      
  }

const double PF = ProfitMinus ? -ProfitPlus / ProfitMinus : DBL_MAX; // Профит-фактор.
const double Profit = ProfitPlus + ProfitMinus;                      // Профит


The Tester calculates these figures very differently. I have striking differences in the results between these formulas and what the Tester shows (apart from the profit).

I suggest that we get to the bottom of this. The snag is exactly what MT5 considers a profitable trade.

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