MT4 EA strategy tester filter acceptance criteria

 

Hello Folks,

Is there a way i can filter my optimization results by maximum consecutive wins? from highest to lowest

Second question I am looking for a way to filter automatically my optimization results such by acceptance criteria:

-Maximum equity drawdown %

-Profit factor above 2

-Profit trade %

-minimum consecutive win

-Minimum net profit $

-Maximum consecutive losses

Processing optimization results using the graphical interface
Processing optimization results using the graphical interface
  • www.mql5.com
This is a continuation of the idea of processing and analysis of optimization results. This time, our purpose is to select the 100 best optimization results and display them in a GUI table. The user will be able to select a row in the optimization results table and receive a multi-symbol balance and drawdown graph on separate charts.
 
Don Calito: Is there a way i can filter my optimization results by maximum consecutive wins? I am looking for a way to filter automatically my optimization results such by acceptance criteria:

In your Expert Properties window, click on "Optimization" and you will have a few selections for filtering your results.


Not all the conditions you listed are available, so for the rest you will have to do it in your own code. Make use of the OnTester() event handler to generate a metric of you own choosing and by filtering out your conditions using the TesterStatistics function to obtain various metrics.

 
Fernando Carreiro #:

In your Expert Properties window, click on "Optimization" and you will have a few selections for filtering your results.


Not all the conditions you listed are available, so for the rest you will have to do it in your own code. Make use of the OnTester() event handler to generate a metric of you own choosing and by filtering out your conditions using the TesterStatistics function to obtain various metrics.

Thank you Fernando much appreciated


The difference between consecutive win and consecutive win trades? 

I assume consecutive win is the total win amount continuous in $ and the consecutive win trades is the total amount of trades won continuously without a loss.

 
Don Calito #: The difference between consecutive win and consecutive win trades? I assume consecutive win is the total win amount continuous in $ and the consecutive win trades is the total amount of trades won continuously without a loss.

When in doubt, press the "F1" key. Remember that the application has a built in guide and documentation — Setup - Expert Optimization - Auto Trading - MetaTrader 4 Help

Optmization

Optimization — this tab allows to manage limitations during optimization. If any of conditions is met during a separate pass, this pass of the expert will be interrupted. Optimization will continue with the next pass.

To enable a limit in condition, one has to flag it in the checkbox to the left of it. Double click with the left mouse button in the "Value" field can be used to change the existing parameter; after typing new value, press "Enter". Limiting parameters are:

  • Balance minimum — the smallest balance value in the deposit currency;
  • Profit maximum — the largest profit in the deposit currency;
  • Minimal margin level % — the lowest margin level in per cents;
  • Maximal drawdown % — the largest drawdown in per cents;
  • Consecutive loss — the largest loss within a series. Loss series is a number of consecutive loss trades;
  • Consecutive loss trades — the largest amount of loss trades within a series;
  • Consecutive win — the largest total profit within a series. Profitable series is a number of consecutive profitable trades;
  • Consecutive win trades — the largest amount of profitable trades within a series.