"Loading" specific sets of optimized results for further optimization

 

Hey guys,


First, as I'm not an native English speaker, I will do my best to explain what I'm trying to achieve.


In short-

I want to take only specific results from previous optimization,

And only run those sets on different time period.


In long-

(The dates and number of sets given below are just for the sake of the example)

I have an EA that I have run optimization on the time range of 2020-2022 with real ticks.

Because of many optimized parameters, a total of 250k passes (i.e. 250k different sets) were generated.

After a very long optimization time, the EA resulted in 200k bad sets (i.e. loss), and 50k good sets (i.e. profit).

Now I've download real tick data for the years 2015-2020.

Since I already know that 200k are bad sets, I don't want to waste the time of having to test them again,

I want to take only the 50k good sets that I've found, and test the on the new time range I've mentioned.



Any way of achieving this?


Will appreciate any input.

Thanks guys.

 

I usually test one parameter at a time.  then save the parameter in an arrau  such as the following

int number = 3;

double stoploss_1;

double stoploss_2;

double stoploss_3;

ENUM_TIMEFRAMES Period1 = PERIOD_M15;
ENUM_TIMEFRAMES Period2 = Period_M5;
ENUM_TIMEFRAMES Peroid3 = Period_M1;

double stoploss[number] = { stoploss_1,stoploss_2,stoploss_3};
double period[number]= {Period1,Period2,Period3};

for(int i=0;i<number;i++)
{
  ENUM TIMEFRAMES_this_Period = period[i];
  double this_stoploss = stoploss[i];
  //    do something with these value   
}


By cycling through the "number" you can specific period and the stop loss to use for each pass.

 
Chris Pinter #:

I usually test one parameter at a time.  then save the parameter in an arrau  such as the following


By cycling through the "number" you can specific period and the stop loss to use for each pass.

Thanks for the suggestion.

Reason: