How do I check whether 'Optimisation' or 'Forward Optimisation' is in progress? - page 2

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Lilita Bogachkova:

Forward is what you gave as an example.

LR Correlation is the linear regression correlation coefficient. The balance graph is a broken line, which can be approximated by a straight line for clarity. To find the coordinates of this straight line, the method of least squares is applied. The obtained straight line is called a linear regression and allows one to estimate the balance chart points deviations from the linear regression. Correlation between the balance graph and the linear regression allows estimating the degree of the capital variability. The less sharp rises and falls on the balance curve, the closer to one the value of this indicator is. The closer it is to zero, the more random the trade is.

I see. Useful stuff. I should think how to apply it to select Expert Advisor's variant in my autotester. We could multiply it by the net profit.

Judging by the chart and the separate reports the tester makes - MT simply glues two separate runs together. But this happens inside their black box and they don't show the start date of the forward on purpose in OnTester. So the only way so far is the one I told you. You should also handle the obtained setseparately and get its separate equity. And then you may do what you want with it.

Or ask MK to add such feature to OnTester.

 
Youri Tarshecki:

I see, it's useful. I need to think about how to apply it to select EA variants in my autotester.

Or ask MK to add this feature to OnTester.

I already did it.
 
When forward testing OnDeinit(), OnTester() is generated how many times?
 
Lilita Bogachkova:
I already did that.

All of these can be referred to by another name. Custom optimisation conditions.

It concerns both the content of the optimization criteria and the way they are applied, and the order of processing the frames themselves and taking the broker's conditions into account.

And in general, we need a normal wolfing forward.

The MC could start by creating a separate forum section, for example, "Testing Automation" or "Testing and Optimization Questions".

 
Lilita Bogachkova:
I have adapted to the standard MT tester. But I can't get 'LRCorrelation' from forwarder there whileOnTester(). So I'm trying to figure out how to do it

OnTester is generated at the end of each pass during backtesting, then after each forward pass. So, we perform necessary calculations in OnTester, add results to a file, then process this file in OnTesterDeinit - count the total number of lines and take the last half.


 
Dmitry Fedoseev:

OnTester is generated at the end of each pass during backtesting, then after each forward pass. So, we perform necessary calculations in OnTester, add results to a file, then process this file in OnTesterDeinit - count how many lines there are and take the last half.


The number of lines will not correspond to the dates of the forward, and there is no place to get the date.
 
Youri Tarshecki:
The number of lines will not match the forward dates.
How is that?
 
Dmitry Fedoseev:
How's that?
Half of what? And why half and not a quarter?
 
The order of the lines in the first half of the file will correspond to the optimisation results, in the second half the forward results.
 
Youri Tarshecki:
Half of what? And why half and not a quarter?
Because the first half is the result of optimisation and the second half is the result of a forward.
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