Loading predefined set of parameter combination to use in strategy optimization

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Hi all,


I am looking for a way to define the parameter combinations to use in strategy tester based on a list rather than creating a full set of all possible combinations as done by standard optimization.

simplified e.g:

5 parameters with different ranges,

p1 from 0 - 10 step 1
p2 from 5 - 20 step 1
p3 from 100 - 200 step 10
p4 from 0 -100 step 10
p5 from 200 - 1000 step 100

This would give a total of 120000 combination.

Now from these combinations there are only a predefined 20000 that I want to actually run a strategy optimization over. (combinations can be created outside of mt/mql)

What I currently do is having a file with all "allowed" combinations in the common folder and run the optimization over the full range, check if the combination is allowed in oninit.

It is working but still generates a lot of overhead because it is checking all possible combinations even though I know up front if it should be checked.


Is there a way to sort of "pre-load" the combinations of parameters to check in TesterInit and then really only use those for strategy optimization?


Thnx,

Lucas

 

I don't think there's a way to do that. At the start of optimization if you don't change any variable then it will overwrite your cache file and if you change some part of your variable it will create a new cache.

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