Optimise an EA and get the best of the optimised ones. - page 44
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No, no. It's fine. If you put out a file, the regcod will be added.
(I'm working a little "ahead", so there's no "overlap" yet).
Just dealing more with the code for now. In principle, almost everything is ready, tomorrow I will send you the experts who know how to write a file of statistics.
Then here's the result.
Nah, well you're not just putting them out there for me, I think others will be interested, hopefully...
Here are the results, then.
No, you're not the only one posting them, I think others will be interested, I hope...
You've got 41 redcoats.
And the package of EAs - I'll post them in the thread - so that everyone will have access to them.
You've got 41 rgcod.
And the EA pack - I'll post it in the thread - so it's available to everyone.
Okay. (chuckles)
So.
For those who would like to have full statistics for each of the optimizer passes - I'm posting a special version of the experts on the individual TC of the League.
I finished my work only yesterday afternoon - so the code is not checked yet enough. But it seems to be ok. If you find errors, please let me know and I will fix them.
When you start optimization - in the file area of the terminal, a file FullStatistics.csv is created and opened in Excel, which is a table where the first column is the number of the pass and the remaining columns - statistics parameters.
Since it is impossible to determine from the Expert Advisor whether optimization is running for the first time or is still running - the file is updated on restart. Therefore, if it is necessary to stop - it is necessary to save the file separately, and then - to "stack" the saved file and the newly obtained one. (In Excel, this is easy)
Current situation on favourites (All the TS work on demo without MM, with minimum lots)
Top 20 by quality:
Chart of the top 10 in quality:
Best 20 by balance:
Best 10 chart by balance:
Just a reminder, the Trading Systems League Expert (versions for both MT4 and MT5) is on Yandex-disk. In the archive also attached a brief description of the principles of the League and a list of TS, working in it.
By default, the League works with one TS (EURUSD ChnTrendSAR, magik 220141) without any restrictions.
Other TS work only in the strategy tester. For their work on a demo or real account registration codes are required. Registration codes, valid for 3 months with a link to your account number, are issued for the optimization of individual League systems (2-5 hours on a quad Core i5).
Current stock of redcodes for project participants:
Each rekgod works with one TS for three months and is linked to an account number.
Surprisingly, so far - none of the TCs have dropped out of the League.
Therefore - plugging in a new symbol. EURNZD.
Part of the ЕМАш TS on this symbol is already working. It is necessary to reoptimize the remaining EMAs and all the channel ones.
On another forum I was asked about the order of my TS. I will answer it here as well.
The order of the TS is determined by its "trendiness". The most "trendy" TS is a direct trailing of the trend. TrendDTS.
Then come five more systems, with clearly decreasing "trendiness" and increasing flatness:
TrendSAR, TrendSP, FlatSP, FlatSAR, FlatRTS.
And then there are two "illogical" systems - TrendRTS - seems to be a trend entry, but the support is clearly flat - reverse trailing. And FlatDTS - entry seems to be flat, but accompaniment is clearly trendy - direct trailing.
And historically, I started working with systems, where the current trend was defined by crossing the current price and EMA. And only later I added a system where the trend is defined by touching the PriceChannel boundary of the closed bar.
Accordingly, the order of systems was such (and in enum - the order of values).
So, at the moment we need to optimize the following TS:
I haven't put anything in my library yet - I'm finalizing the statistics, in order it could be used by my library's internal classes.
So.
For those who would like to have full statistics for each of the optimizer passes - I'm posting a special version of the experts on the individual TC of the League.
I finished my work only yesterday afternoon - so the code is not checked yet enough. But it seems to be ok. If you find errors, please let me know and I will fix them.
When you start optimization - in the file area of the terminal, a file FullStatistics.csv is created and opened in Excel, which is a table where the first column is the number of the pass and the remaining columns - statistics parameters.
Since it is impossible to determine from the Expert Advisor whether optimization is running for the first time or is still running - the file is updated on restart. Therefore, if it is necessary to stop - it is necessary to save the file separately, and then - to "stack" the saved file and the newly obtained one. (In Excel it's easy).
I haven't looked at the result yet, but it immediately struck me that the issue of storing data has not been solved to the end. Why have not I decided to create a separate folder for the project - I have enough trash in the root of the folderFiles. Why have I refused the idea suggested by me to generate a file name that would include the name of the Expert Advisor and currency pair and the date of optimization launch - it is very convenient.
Launched
I haven't looked at the results yet, but I noticed right away that the issue of data storage is not completely solved. Why didn't you decide to create a separate folder for the project - there was enough rubbish in the root of theFiles folder as it was. Why have you rejected the idea suggested by me to generate a file name that would include the Expert Advisor's name and the currency pair and date of optimization launch - it is very convenient.
Not "refused", but "have not got around to it".
You have to look at the substance first. First of all, I have to provide the main functionality - an error-free data output. My system has a rather complex structure, and the integration of additional features in it (especially those that I have never worked with, and even without a debugger) - requires a lot of attention. And the cosmetic stuff - I will finish it during the play.
I'll make you a file name and a separate folder, if necessary.
By the way, on another forum - the man asked for an opportunity to set direction of deals in Expert Advisors - whether only to open long, or only to short, or both. I will make such an opportunity for separate Expert Advisors (it is not difficult). Accordingly, if it is suddenly discovered that some of TCs work only in one direction - this feature will be included in the main expert of the League.Why didn't I decide to create a separate folder for the project - there is enough rubbish in the root of theFiles folder as it is.
Before I started collecting statistics for each pass - I had this folder pristine clean.
Now I have Tester folder with mqd-files in it. :)