MT5 terminal updated today and the "Optimisation" window does not show up during the test - page 8

 

It would be interesting to see some kind of wolf-forward or cross-validator, i.e. to make not 1 wholesale area and 1 forward, but a given number of

to make optimization and forward sections overlap and then display the total result using optimization criterion

probably, this would improve the quality of optimization in terms of robustness to new data

 
Maxim Dmitrievsky:

It would be interesting to see some kind of wolf-forward or cross-validator, i.e. to make not 1 wholesale area and 1 forward, but a given number of

to make optimization and forward sections overlap and then display the total result using optimization criterion

probably, this would improve the quality of optimization in terms of robustness to new data

Wolf-forward has been in the test for a long time now.

 
Renat Fatkhullin:

Wolf forward has been in the five's tester for a long time.

it's not a wolf forward, it's just a forward

https://www.mql5.com/ru/blogs/post/668374

Делаем Walk-Forward на MQL5 с использованием штатного тестера. Часть 1.
Делаем Walk-Forward на MQL5 с использованием штатного тестера. Часть 1.
  • 2016.04.18
  • Igor Volodin
  • www.mql5.com
Простым языком, Walk-Forward тестирование эмулирует переодическую переоптимизацию советника и его торговлю на   исторических  данных. Т.е., для примера: провели оптимизацию за 3 месяца (In Sample / Back Test), выбрали лучший сет параметров, торгуем с этим сетом 1 месяц (Out Of Sample / Forward Test). После чего опять проводим оптимизацию за 3...
 
Maxim Dmitrievsky:

it's not a wolf-forward, it's just a forward

Press F1 in the tester.

 
Renat Fatkhullin:

Press F1 in the tester.

What should I see there? wolf-forward differs from forward in that it takes several backs and several forwards during optimization, and then the results are summed (averaged) over all backs and forwards


and in the terminal it is possible to split it into 2 parts only


 

I.e., during optimization, a graph is divided and optimized by several chunks, each separately and with its own forward, and then the results are averaged and the total (average?) values of instances for all chunks are derived

I'm not sure if such approach can be better in case of genetics, but in machine learning it's often used. That's why I wrote: "it would be interesting", but I'm not sure if it's better than that, since I haven't tried it. But it is at least an option to deal with overfits in optimization.

https://blog.quantopian.com/parameter-optimization/


Parameter Optimization in Algorithmic Finance Part I: Walk forward optimization - Quantopian Blog
Parameter Optimization in Algorithmic Finance Part I: Walk forward optimization - Quantopian Blog
  • Thomas Wiecki
  • blog.quantopian.com
Automated trading systems make decisions on how to invest in the stock market. These decisions often depend on parameters that must be optimized to maximize returns and stability while minimizing risk. Quantopian’s mission is to provide you with the necessary tools to implement and test your own trading algorithms. As a simple example, you...
 

I specially simplified Win7, making it look like Win98, so that it would eat up 1.4 GB of RAM, and here is such a "gift":

Retyrachte itself code terminal MT5, so it took in the RAM, at least as MT4 ( 44 MB), because now it is in the operative memory "gobbles" 122 MB, and if you connect the tester, plus the open positions, plus these, as you think, "handy" and even 8 GB of RAM is not enough and the wind starts screaming that there is no free space for the swap file. This is partly the reason why I gave up optimising EAs, because with Optimisation on, checking "Owls" doesn't start at all. The visualization window just hangs not loaded and when I press "close" everything hangs, including the terminal, about 2-5 minutes, and before it worked without problems on 4 MT4, and now one MT5 and such a mess. Shake the MT5 terminal code itself!

And a small request: Please return the buttons "Market Watch", "Navigator", "Strategy Tester" to the beginning of the panel. It is terribly inconvenient to poke around in the menu "View" every time.

 
Roman_S:

I specially simplified Win7, making it look like Win98, so that it would eat up 1.4 GB of RAM, and here is such a "gift":

Retyrachte itself code terminal MT5, so ittook in theRAM, at least as MT4 ( 44 MB), because now it is in the operative memory "gobbles" 122 MB, and if you connect the tester, plus the open positions, plus these, as you think, "handy" and even 8 GB of RAM is not enough and the wind starts screaming that there is no free space for the swap file. This is partly the reason why I gave up optimising EAs, because with Optimisation on, checking "Owls" doesn't start at all. The visualization window just hangs not loaded and when I press "close" everything hangs, including the terminal, about 2-5 minutes, and before it worked without problems on 4 MT4, and now one MT5 and such a mess. Shake the MT5 terminal code itself!

And a small request: Please return the buttons "Market Watch", "Navigator", "Strategy Tester" to the beginning of the panel. It is terribly inconvenient to poke around in the menu "View" every time.

Tear down and reinstall the terminal, it's too cluttered. I have a fresh MT5 terminal that takes 53 Mb and 3 Gb of RAM are never fully used, optimization or visualization is running, 2 Gb at the most. By the way, it is too much, demolish and reinstall Windows 7 with default settings 0.90 Gb, 1.4, there is 0.5 Gb of rubbish.

 
Texnolog:

Tear down and reinstall the terminal, it's too cluttered. I have a fresh MT5 terminal that takes 53 Mb and 3 Gb of RAM are never fully used, optimization or visualization is running, 2 Gb at the most. By the way, it is too much, demolish and reinstall Windows 7 with default settings 0.90 Gb, 1.4, there is only 0.5 Gb of rubbish there.

Well, I have MT5 new (I reinstalled the wind, and it was installed on April 27), and for 4 days is the "picture".

 
Roman_S:

Well, I have a new MT5 too (I reinstalled the Windows and installed it on April 27), and in 4 days this is the "picture".

My trading robot is not new (I installed it on April 27th). Some kind of bug in my computer.
Reason: