Multiple Optimization MT5 - page 2

 
Lorentzos Roussos #: PS : If he provides a custom "value" as a criterion can't the tester pick this up on its own in the frame and just rank it at the end of the optimization ? Meaning isn't the OP able to provide the fitness value of the current "frame" without accessing the frames ? (i'm asking because i don't know this :) )

Yes, that is exactly why I suggested he use the "frames". However, in a single symbol strategy, multi-symbol test scenario it may not work correctly. I've never tried it myself. He will have to experiment and see.

 
Enrique Enguix #: In my head it looked like: select 3 pairs (for example), eurusd, gbpusd and usdcad.  And obtain in the different columns the data of the 3 symbols together as a portfolio.  Profit, DD, Profit Factor, ... I thought it would be relatively easy, but it shouldn't be that much.  I think I'll finally edit the code so that it opens and closes trades on all 3 symbols, with the same parameters.  (Also this sounds easy in my head, maybe it's not at all).  Thank you both very much for your wonderful help, it is a pleasure to be surrounded by some people with such valuable knowledge and experience.

Yes, it seems plausible to be the easiest way to accomplish it.

 
Fernando Carreiro #:

Yes, that is exactly why I suggested he use the "frames". However, in a single symbol strategy, multi-symbol test scenario it may not work correctly. I've never tried it myself. He will have to experiment and see.

Why would he use the frames though ? Isn't it enough to pass his fitness value in OnTesterPass() and let the tester do the work ? 

 
Enrique Enguix #:
In my head it looked like: select 3 pairs (for example), eurusd, gbpusd and usdcad.  And obtain in the different columns the data of the 3 symbols together as a portfolio.  Profit, DD, Profit Factor, ... I thought it would be relatively easy, but it shouldn't be that much.  I think I'll finally edit the code so that it opens and closes trades on all 3 symbols, with the same parameters.  (Also this sounds easy in my head, maybe it's not at all).  Thank you both very much for your wonderful help, it is a pleasure to be surrounded by some people with such valuable knowledge and experience.

Yes Fernando is the Google of mql truly 😅

 
Lorentzos Roussos #: Why would he use the frames though ? Isn't it enough to pass his fitness value in OnTesterPass() and let the tester do the work ? 

Maybe yes and maybe not! As I stated, I have never attempted this myself, so I am not sure how complex it will be to achieve this.

If he can get all the necessary metrics of multiple symbols on a single pass, then yes, but if he needs multiple passes to gather the metrics for all the symbols, then he will require the frames to summarise everything.

I'm speculating here. This might be a good subject to research more and develop further for making an article. 😅

 
Lorentzos Roussos #: Yes Fernando is the Google of mql truly 😅

🙏 Thank you for the complement, but that is truely not the case.😂
 
Fernando Carreiro #:

Maybe yes and maybe not! As I stated, I have never attempted this myself, so I am not sure how complex it will be to achieve this.

If he can get all the necessary metrics of multiple symbols on a single pass, then yes, but if he needs multiple passes to gather the metrics for all the symbols, then he will require the frames to summarise everything.

I'm speculating here. This might be a good subject to research more and develop further for making an article. 😅

Hmm it appears if he wants to collect the parameters of the best symbols that would be the way to go because i can't find where you can see the settings in the market scanner method (in the results rank). 😕

Great idea , you could test 2 things at once there  😅 😅 😉 😉

 
I understand that optimizing common parameters for eurusd and crash.30 (for example) may not make much sense, but optimizing common parameters for forex 5 symbols can be hugely beneficial as it is a way to have good parameters without being over-optimized
 
Enrique Enguix #:
I understand that optimizing common parameters for eurusd and crash.30 (for example) may not make much sense, but optimizing common parameters for forex 5 symbols can be hugely beneficial as it is a way to have good parameters without being over-optimized

Interesting , but does the optimizer share the same view ? (if you optimize them all in one)

For instance if you let the optimizer have its way on GBPUSD on the last year it will shut off the buying signals . 

Ideally you'd want (i'd want too as i've decided to take the optimizer head on with the custom criteria) to have balanced amount of trades across these assets and 

also on both directions . Sort of like a "non-bias" score . (this is theoretical as im trying to deploy a "formula" here too)

I'd also say Minimum # of trades so as to avoid any asset being shut off but also a maximum # of trades to force it to pick the best of the bunch (theoretical too)
 
In this thread interesting things were discussed on the subject, it is a long thread, but I see valuable information

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