MetaTrader 5 Strategy Tester: bugs, bugs, suggestions for improvement - page 69

 
fxsaber:

You probably have 10 identical TCs. Then the TC numbers in the set should be in ascending order.

No, we do not understand each other, I will open a topic with an example in the code later, then the problem will be more clearly visible

 
Edgar Akhmadeev:

It turned out to be even worse. The FrameInputs function fails (4001, unexpected internal error).

I've got convinced that it's not the number of parameters, but the number of enumeration variants.

We'll have to overload the optimization. This makes genetics less useful.

We correctedFrameInputs for "large" genetics.

Thanks for message

 

If the trading server time has passed midnight and the local time has not. Then it is not possible to run the past 24 hours in the Tester.

For example, now on a trading server 00:20 of the next day. But on my computer it is 23:20. The tester refuses to run ticks for the previous day.

Please allow in such situations, backtest for the last 24 hours by server time.

Search string: Uluchshenie 015.

 
Petros Shatakhtsyan:

I've noticed for a long time that the Drawdown value of some Genetic Optimisation strings in the clod, does not match the Drawdown value of the single test for the same strings.

Some do, and some don't.

Need to look at MaxDrawDown, not Relative

 
Andrey Khatimlianskii:

You should be looking at MaxDrawDown, not Relative

All this is because it doesn't say what kind of Drawdown it is.

Apparently it isEquity Drawdown Maximal:

This misunderstanding comes from the fact that after optimisation I choose the one with the maximum profit, but with the minimum drawdown of funds, relative to the current balance.

In the tester the relative drawdown is always greater than or equal to the maximum drawdown.

Since my minimum lot to open an order depends on the balance size and is determined automatically, this raises the question:

How do I choose the maximum order opening lot at which the relative drawdown equals the maximum drawdown ? This of course also depends on the chosen strategy.


Here is an interesting statistic of single testing on real ticks, with a deposit of 5000, from the beginning of the year.

There are different minimum lots to open an order with 5000 deposit.


It would be better if Relative drawdown by means was added to the optimization table.

 

logs in the tester when running a single pass is... well, not to be sarcastic - this is just a mockery

single pass takes 2 seconds, at the end of the pass I display a couple of lines of service information in OnTester()

then I need to start the next pass, but no, I wait 2-3 seconds until the entire log is printed in order to read my information

the fact that a single pass of the tester takes 2 Mb.... politely silent - who will look at 2 MB of info on transactions ? - yes it may be necessary, but I think it should be an additional option, not a permanent one like now

as you know, if you are a developer, make the context menu of the "Show orders" tab check it and remove the option to display everything except orders - we have been asking for this for years,

If we want to see only info about the beginning and end of a test in the log - it would be very convenient to analyze the strategy based on the log (we could divide each test by the line "_______________"), it would be cool!

 
Igor Makanu:

would be to separate each test with a "_______________" line

Seconded.

 
fxsaber:

Seconded.

Mm-hmm,

If you know how to use it, you can click a dozen single passes and then analyse or parse the log without looking at the graph and backtest tabs to select the necessary TCs

 

made an automated search for a TS portfolio, need to look at the "Graph" tab of the tester .... it would be OK, but we need to look at about 10 000 "Graph" pictures

need the ability to save a tester of such a schedule function

ZS: this option is there and I have not found? - If not, I would be grateful for a custom option to generate such graphs

 
Igor Makanu:

made an automated search for a TS portfolio, need to look at the "Graph" tab of the tester .... it would be OK, but we need to look at about 10 000 "Graph" pictures

need the ability to save a tester of such a schedule function

ZS: this option is there and I have not found? - if not, would be grateful for a custom ability to generate such graphs

In general, nothing prevents to generate it yourself from transactions at the end of the test, but the regular feature will certainly be more convenient.

Reason: