Your symbols and your datafeeds in Metatrader 5 - page 5

 

Personally, the existing features of the GA are quite sufficient for me. The ability to set your own evaluation function gives, indeed, the capabilities of any search.

Zaskok, can you be more specific - what are the problems with the standard GA in MT5?

And what heuristic methods would you like to have?

 
Renat:

567 billion passes even if you count per 100ms pass, you still get 56 billion seconds.

Are you sure you want to wait 648,000 days (1,775 years) or will you take the advice to switch to genetics? With genetics, you will shoot off in 20 000 passes and be happy.

You will be loaded up with remote agents like children! :-)

 
Laryx:


Zaskok, can you be more specific - what are the problems with the standard GA in MT5?

I don't like that GA is forcefully turned on after X number of choices.

Who decided for me that I don't have enough resources to go through all of my choices?

 
zaskok:

Function Z = cos(1.5*x)*cos(1.5*x) + sin(2.25*y) + cos(3*x*y); where X and Y are -3 to +3

I'm also wondering how to find its maximums in MT5.

As for the method, the idea is from an article on hubra, the implementation is in matlab and C#.

 
IvanIvanov:

Sticking in, I don't like the fact that the GA is forced on after a certain number of X variants

Well, in principle, this could be seen as a problem, but in my opinion, it's not very important.

It's much more interesting, what are those interesting "heuristic algorithms" which give much higher efficiency in finding optima than genetics ?

 
IvanIvanov:

Just to interject, I don't like the fact that the GA is forced on after a certain number of X choices.

Who decided for me that I don't have enough resources to go through my chosen number of options completely?

most likely made for those who do not understand what and how, so as not to be indignant, such as: "why is it taking so long to test?
 
event:

Function Z = cos(1.5*x)*cos(1.5*x) + sin(2.25*y) + cos(3*x*y); where X and Y are -3 to +3

I'm also wondering how to find its maxes in MT5.

Well, I think one maximum will be found without much of a problem.

But, for finding ALL maxima - GA is not suitable.

However, what heuristic algorithms would do it better?

 
Laryx:

Well, one maximum, I think, can be found without too much trouble.

But, to find ALL maxima - GA is not suitable.

However, what heuristic algorithms would do it better ?

I gave an example of how the algorithm works on the previous page. On the picture you can see that clumps of maxima are formed long before the end of the process, and all maxima at once
 
event:

Function Z = cos(1.5*x)*cos(1.5*x) + sin(2.25*y) + cos(3*x*y); where X and Y are -3 to +3

I'm also wondering how to find its maximums in MT5.

As for the method, the idea is from an article on hubra, the implementation is in matlab and C#.

And what is the step from -3 to +3
 
zaskok:

Bringing evidence specifically to you is quite problematic, as you don't quite respond correctly to public argumentation of your shortsightedness on some issues. And this thread, which you yourself started, serves as the culminating proof, unfortunately, of that assertion.

The problem with the proofs is that they are hard to cite, as the author has no practical experience. Unlike MetaTrader developers who have been doing it for years.


Of course, it wasn't others who called for it and asked for it for years and you allegedly denied it.... But what was, is what was. However, proving you wrong seems somewhat pointless, because it is not logic, but the human factor that comes into play in the evaluation.

That's why I will give logic arguments in favor of methods of heuristic optimization which are somewhat different from GA, not for you but for forum users. Below are some excerpts from the article I cited earlier + my emphasizing of those points you should pay special attention to:

Unfortunately, you've simply cited known basic theoretical points.

And I asked a specific question "What exactly don't you like about GA? It doesn't find an area of solutions for you?". Of course it does, and no worse than any other method. And it gets out of local holes better than annealing. But, most importantly, it solves the problems efficiently.


It is not about this article, but about general principles of search and optimization of TC which are practically nowhere mentioned. Therefore, GA is not what we want to have in the arsenal of TS optimization.
"MQL5 functions for managing/redefining input parameters" - I've never heard of them, give me a link.

Unfortunately, you have no knowledge in this area, other than "I've heard, I'd like something, but what you have is not the same at all".

Look at: https://www.mql5.com/ru/docs/optimization_frames functions ParameterXXX, FrameXXX

Документация по MQL5: Работа с результатами оптимизации
Документация по MQL5: Работа с результатами оптимизации
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Работа с результатами оптимизации - справочник по языку алгоритмического/автоматического трейдинга для MetaTrader 5
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