Optimisation in the Strategy Tester - page 9

[marker]

Mr.FreeMan:
I have already seen that some standard MT Expert Advisors do not show the number of overshoots.

I see, I haven't come across it))

What I don't understand is that during optimization the results are displayed, the profit column is clear, but what does the "result" column show and what is it for, it shows some inadequate figures.

[Владимир]

marker:

I see, I haven't come across it))

What I don't understand is that during optimization the results are displayed, the profit column is clear, but what does the "result" column show and what is it for, it shows some inadequate figures.

The optimization criterion

An optimization criterion is a certain index whose value defines the quality of a tested set of input parameters. The higher the value of the optimization criterion is, the better the testing result with the given set of parameters is considered to be. This parameter can be selected on the "Settings" tab to the right of the "Optimization" field.

The optimization criterion is required only for the genetic algorithm.

The following optimization criteria are available:

• Maximum balance - the optimisation indicator is the maximum balance value;
• Balance + Maximum Profitability - the maximum value of the balance multiplied by the profitability is the optimized criterion;
• Balance +Maximum expected payoff - the product of balance by expected payoff is considered as an indicator;
• Balance + minimum drawdown - drawdown level (100% - Drawdown)*Balance is taken into account besides the balance value;
• Balance + maximum recovery factor - the value is the product of balance by the recovery factor;
• Balance+ maximum Sharpe ratio - the index is the product of balance by the Sharpe ratio;
• Maximum Custom Parameter - when selecting this parameter, the value of OnTester() in the Expert Advisor will be considered as the optimization criterion. This parameter allows the user to use any custom indicator for the optimization.

[marker]

Erm955:

Optimisation criterion

An optimization criterion is a certain factor, the value of which defines the quality of the tested set of input parameters. The higher the value of the optimization criterion is, the better the test result with the given set of parameters is estimated. This indicator can be selected on the "Settings" tab, to the right of the "Optimization" field.

The optimization criterion is required only for the genetic algorithm.

The following optimization criteria are available:

• Maximum balance - maximum balance value is an indicator of the optimization;
• Balance + maximum profitability - the maximum value of
the
• product
of
• balance by profitability;
• Balance + maximum expected payoff - the indicator is
the
• product
of
• balance by expected payoff;
• Balance + minimum drawdown - in this case, drawdown level is taken into account besides the balance value: (100% - Drawdown)*Balance;
• Balance + maximum recovery factor - the indicator is the product of balance by
• the phase. This parameter allows the user to use any custom value for optimization.

I still don't understand why I need this column, it is not very informative for me:) My optimization is balance + minimum drawdown.

[marker]

I would also like to ask about another subtlety: when we optimise, let's say at the weekend, when quotations "stand", and then Monday comes and quotations start running, while we are optimising, does it affect the optimisation results and if so, how much does it affect them? Maybe it is necessary to enter the account number from "spontaneously" so that quotors do not start running on Monday? What is the right way to do it?

[Renat Fatkhullin]

marker:

I would also like to ask about another subtlety: when we optimise, let's say at the weekend, when quotations "stand", and then Monday comes and quotations start running, while we are optimising, does it affect the optimisation results and if so, how much does it affect them? Maybe it is necessary to enter the account number in the account number from scratch so that quotors do not start running on Monday? What is the right way to do it?

It doesn't.

[marker]

Renat:
No effect.

Thanks for the answer:)

[marker]

Another question about the tester: sometimes you optimise and it shows the following, let's say runs: 14050/10496 ( 100 000 000 ) time to end 0 and the log does not say that the optimisation is finished, what is this bug? And the number 14050 keeps going up. This is in MT4, but I seem to have seen this in MT5 as well.

[marker]

Here, it just stopped at 15090.

[Andrey Khatimlianskii]

marker:

Another question about the tester: sometimes you optimise and it shows the following, let's say runs: 14050/10496 ( 100 000 000 ) time to end 0 and the log does not say that the optimisation is finished, what is this bug? And the number 14050 keeps going up. This is MT4, but I saw it in MT5 too.

10496 is an approximate number of runs needed to find the optimal result. It is used to calculate the expected time of completion.

Sometimes it is faster (less runs are required), sometimes it is slower (more runs are required).

You have the second case.

[marker]

Got it, thanks, sometimes it really is quicker.