TestCommander (autooptimisation) Trader's tool - page 5

 

That's a shame. That is, as far as I understand the solution to this problem has not been found.

Well, I will wait until the end of Complex optimization and if there are any questions and suggestions I will write here.

 

Well done to the author, great job!

But there's also a fly in the ointment.

While testing the 15 day copy, I noticed the following glitches.

1. The macro program "StabilityTest". The test is carried out on 55 currency pairs. Approximately at 8-9 currency pairs hangs in the tester terminal. Whether it has something to do with the terminal or with the history. I have excluded the currency pairs which cause the terminal to hang.

2. I tried to use macro program "Complex". Optimization is running and everything is filtered and sorted out; we obtain 12 variants but the test does not go further in respect of stability of these variants.


We are missing one of the macro program options. I am not good at programming, so after looking at 7 options, presented by the author, I have not found one, but in my opinion it is very important option.

The task:

1. Optimize the Expert Advisor on all currency pairs.

2. Optimize the Expert Advisor on all timeframes.

3. Optimize by given dates

3. Filter and sort the results obtained for each currency pair and each timeframe, 12 profitable options.

4. We test each of 12 variants, for each currency pair and each timeframe.

5. We obtain a summary table of the results.

This is essentially an extended program "StabilityTest", but with the possibility of optimization, not only testing on all pairs and all timeframes with the same parameters.

The author, if you don't mind, add the 8th option described above.
 
Impeller писал (а) >>

Task:

1. optimise the Expert Advisor on all currency pairs.

2. optimize the Expert Advisor on all timeframes. 3.

Optimize it on specified dates. 3.

3. We filter and sort the results obtained for each currency pair and each timeframe, 12 profitable variants.

4. We test each of the 12 variants for each currency pair and each timeframe.

5. We obtain the summary table of the results.

This is essentially an extended program "StabilityTest", but with the possibility of optimization, not just testing on all pairs and all timeframes with the same parameters.

The author, if you don't mind, add the 8th option described above.

Thanks for the offer, I will try to implement it in the next version.

 
Impeller писал (а) >>

But there is also a fly in the ointment.

While testing the 15 day copy, I noticed the following glitches.

1. The macro program "StabilityTest" . The test is done on 55 currency pairs. Approximately at 8-9 currency pairs hangs in the tester terminal. Whether it has something to do with the terminal or with the history. At the moment I exclude the currency pairs on which the terminal hangs.

Hanging is probably caused by lack of RAM.

During optimization/testing the terminal downloads the necessary history into the main memory.

The larger the tested history and the more currency pairs used, the more RAM is needed.

 

The 7th version of the "Complex" macro program has still not worked correctly.

The description reads as follows:

7) The macro program "Complex" - the program optimizes, then filters and sorts the obtained values,
After that, the 12 best values are tested for stability using StabilityTest, and then it filters again
and sorts the averaged obtained results, selecting the 3 best ones.


From the code:

int Complex(string Multy_DATA[][],string Multy_TF[],string MultySymbol[],bool Report,double Itog[][17]){
.....
}

Due to my limited knowledge, I assume that the program "Complex" takes time intervals from the array, currency pair from the array and optimizes the parameters that were selected in the optimizer window. Further optimization is performed for all timeframes taken from another array. A report is generated, and the result is summarized.

Reality.

I selected EURUSD at timeframe M1 in the tester window. I selected a time interval of 1 month, checked the boxes that limit testing within this interval and checked optimization.

I also checked optimization parameters and set interval with a required step in the window. I have pressed the start button. Optimization has been run. I have closed the terminal.

I restarted the terminal and applied script #7 to the chart.

The terminal is opened and the Expert Advisor is optimized. However, currency pair was opened not from the array, but from the tester settings, i.e. EURUSD M1. Optimization was implemented normally and a report with the best 12 variants was generated. The terminal was closed.

The terminal was opened and, judging by the settings, the currency pair was tested in the array, as well as timeframe. At the same time no report file was created.

Terminal was opened and it was the same as in 2 but timeframe was changed and the next one in the array was used.


In the second step the execution of the program "Complex" was broken, because the optimization is not used.


Approximately when to expect new version, at least with tweaked version 7. I'm willing to pay for the script, but it's impossible to use it fully from the errors I've found.

 
xeon писал (а) >>

The hang-up is probably caused by a lack of RAM.

When optimizing/testing, the terminal loads the necessary history into the main memory.

The larger the tested part of the history and the more currency pairs used, the more RAM is needed.

There will not be a new test version. For the convenience of familiarization. It was not necessary before.

 
Author! Delight in answering the questions.
 
Vinin писал (а) >>

А новой тестовой версии не будет. Для удобства ознакомления. Раньше не было необходимости просто.

Impeller
писал (а)
>>

The 7th version of the "Complex" macro program has still not worked correctly.

The description reads as follows:

7) The macro program "Complex" - the program optimizes, then filters and sorts the obtained values,
After that, the 12 best values are tested for stability using StabilityTest, and then it filters again
and sorts the averaged obtained results, selecting the 3 best ones.

From the code:

Due to my limited knowledge, I assume that the program "Complex" takes time intervals from the array, currency pair from the array and optimizes the parameters that were selected in the optimizer window. Further optimization is performed for all timeframes taken from another array. A report is generated, and the result is summarized.

Reality.

I selected EURUSD at timeframe M1 in the tester window. I selected a time interval of 1 month, checked the boxes that limit testing within this interval and checked optimization.

I also checked optimization parameters and set interval with a required step in the window. I have pressed the start button. Optimization has been run. I have closed the terminal.

I restarted the terminal and applied script #7 to the chart.

The terminal is opened and the Expert Advisor is optimized. However, currency pair was opened not from the array, but from the tester settings, i.e. EURUSD M1. Optimization was implemented normally and a report with the best 12 variants was generated. The terminal was closed.

The terminal was opened and, judging by the settings, the currency pair was tested in the array, as well as timeframe. At the same time no report file was created.

Terminal was opened and it was the same as in 2 but timeframe was changed and the next one from the array was used.

In the second step the execution of the program "Complex" was broken, because the optimization is not used.

Approximately when to expect new version, at least with tweaked version 7. Ready to pay for the script, but full use of az the identified bugs is not possible.

You have not read the instructions carefully.

When you run the macro program Complex

the first step is optimisation (you do not need to do the optimisation yourself, the programme will do it by itself)

Data for the optimization are taken from the tester window

Accordingly, the variables for optimization are taken from the "Expert Advisor Properties" tab, i.e. everything is done as in the usual optimization, but instead of the start button, you run the TestCommander script

Upon completion of optimization, the program will launch a robustness test with 12 (parameters can be changed) best parameters detected during optimization.

The test will be conducted for different dates, symbols and periods, the data for the test are specified in the appropriate arrays of the TestCommander script (they can also be changed)

etc.

All this is described in the description.

 
Vinin писал (а) >>

And there will be no new test version. For ease of reference. It wasn't necessary before simply.

Yes, there will be a new version with additional features, but somewhat later.

 
Sorry for the delay in replying.
Reason: