MT5 Optimizer - Max 12 288 passes ??

 

I have about 6 extern variables in my EA and I want to back test the MT5 optimizer. I have a Rayzen 9 16 core - 32 thread CPU with 8 extra cores from 2 x intel core i7 computers in my Local Network Agent farm.

I select the desired variables and steps in the "inputs" tab. It should perform a lot of passes but, the optimizer stops 12288 passes. As seen on the bottom right corner of this image.



From the xml results sheets, I can see that not all the expected iterations were run. Is there a way I can increase this number/ increase the number of passes ?

 
cidand1:I can see that not all the expected iterations were run. Is there a way I can increase this number/ increase the number of passes ?

The iterations are only an estimate; the run can be much more or less depending on how the parameters interact with the market.

You can not increase that. It already converged to the best few.

 
William Roeder #: The iterations are only an estimate; the run can be much more or less depending on how the parameters interact with the market. You can not increase that. It already converged to the best few.

The issue I have is that :

Step 1: I make my analysis, and make my calculations on what I believe that my variables should be.

Step2: Then, I run it through the strategy tester and backtest to look at a particular profit (let us say +50% in 1 year based on historical tick data.)

Step 3: Now I make my variables external and run it through the optimizer, hoping to look at various iterations and get better results. 

Problem: The optimizer doesn't even achieve what I have manually calculated because it skips a lot of "steps" and doesn't perform a lot of iterations. By doing so, all  the "steps" that I have indicated for the optimizer to run, never get run.

Question: How do I force the optimizer to take all the steps, one by one?

 
cidand1 #:

Question: How do I force the optimizer to take all the steps, one by one?

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fxsaber #:

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That is the option I have selected. "Slow complete algorithm", as indicated in my picture, but MT5 still does not perform ALL the iterations. Thousands are skipped. 

 

On your "Optimization Results" tab, enable all the possible "filter" outcomes, so that none are filtered out (right click inside the section).


 
cidand1 #: That is the option I have selected. "Slow complete algorithm", as indicated in my picture, but MT5 still does not perform ALL the iterations. Thousands are skipped. 

Please note that even with "Slow complete algorithm", if the number of steps are too many, it will switch to "Fast genetic based algorithm".

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This is not an optimization

Fernando Carreiro, 2023.01.05 21:41

When selecting "Slow complete" optimisation, as long as the number of passes is less then 100 000 000, it will do all of them.

When it exceeds that, I believe the reason it jumps to 10496 is because it is switching to a "Fast genetic" optimisation instead.

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How to turn off Genetic algorithm

Fernando Carreiro, 2022.05.26 20:48

No, it does not limit the number of passes to that value.  Here is a screenshot example ...


However, when the number of passes exceeds "100 000 000", it sets that limit to 10496 ...


 
Fernando Carreiro #:
Please note that even with "Slow complete algorithm", if the number of steps are too many (I don't remember the limit), it will switch to "Fast genetic based algorithm".

BINGO!!!, that's the issue I am having. 

Anyway to force it to use the slow?  after all, I can wait.   :) 

 
cidand1 #: BINGO!!!, that's the issue I am having. Anyway to force it to use the slow?  after all, I can wait.   :) 

I updated my previous post. Please refresh the page and read it again. To maintain the "slow", you have to keep it below 100 000 000 passes/steps.

Be sensible about your choices. Even if each pass were to take only 1 second, 100 000 000 passes is equivalent to waiting for 3 years for the result on a single thread, or 2 months on 16 threads.

 
Fernando Carreiro #:

I updated my previous post. Please refresh the page and read it again. To maintain the "slow", you have to keep it below 100 000 000 passes/steps.

Be sensible about your choices. Even if each pass were to take only 1 second, 100 000 000 passes is equivalent to waiting for 3 years for the result on a single thread, or 2 months on 16 threads.

You are right. 

Thanks for the update and the knowledge. 

 
Fernando Carreiro #:

I updated my previous post. Please refresh the page and read it again. To maintain the "slow", you have to keep it below 100 000 000 passes/steps.

Be sensible about your choices. Even if each pass were to take only 1 second, 100 000 000 passes is equivalent to waiting for 3 years for the result on a single thread, or 2 months on 16 threads.

 I wonder how many threads I can get by using the MQL5 cloud network...
Reason: