Checking values and skip combination in backtesting

 

Hi, im developing a simple ema cross strategy.


Ema1 (fast): from 1 to 100

Ema2 (slow) from 2 to 1000


In some cases, fast ema will get 99 as value, and slow could have same value, or lower.


That is useless... how can I say to the strategy tester something like:


If (fast >= slow) {
        skip combination
}

thanks

 
tdguchi:

Hi, im developing a simple ema cross strategy.


Ema1 (fast): from 1 to 100

Ema2 (slow) from 2 to 1000


In some cases, fast ema will get 99 as value, and slow could have same value, or lower.


That is useless... how can I say to the strategy tester something like:


thanks

You can return a  INIT_PARAMETERS_INCORRECT in the OnInit function once you detect this anomaly 

from here 

OnInit - Event Handling - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5

Documentation on MQL5: Event Handling / OnInit
Documentation on MQL5: Event Handling / OnInit
  • www.mql5.com
OnInit - Event Handling - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5