Real-time optimization

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The session NASDAQ100 lasts from 0:00 to 23:00, the time is 14:05 - what period can be examined with optimization?

Is it possible to examine the period from 00:00 to 14:00?
 
Your topic has been moved to the section: Expert Advisors and Automated Trading
Please consider which section is most appropriate — https://www.mql5.com/en/forum/172166/page6#comment_49114893
 
pawwei:
The session NASDAQ100 lasts from 0:00 to 23:00, the time is 14:05 - what period can be examined with optimization?

Is it possible to examine the period from 00:00 to 14:00?

Whatever hours your EA is allowed to trade that match the hours of a market being open is what you will be examining essentially

 
Lorentzo Roussos #:

Będziesz zasadniczo badać godziny, w których Twój EA może handlować, które odpowiadają godzinom otwarcia rynku

Lorentzos Roussos #:

Whatever hours your EA is allowed to trade that match the hours of a market being open is what you will be examining essentially

So tomorrow (Monday) during the session at 2:05 p.m. I can perform Optimization for the period from 0:00 to 2:00 p.m.  ?

 
pawwei #: So tomorrow (Monday) during the session at 2:05 p.m. I can perform Optimization for the period from 0:00 to 2:00 p.m.  ?

No. Strategy Tester does not allow back-testing on the current day. You have to work around that limitation using indirect methods.

Also, to test only between specific times, your EA must be able to only trade between those times.

 
Fernando Carreiro #:

No. Strategy Tester does not allow back-testing on the current day. You have to work around that limitation using indirect methods.

Also, to test only between specific times, your EA must be able to only trade between those times.

Do I understand correctly: an IT specialist can write such code?

 
pawwei #: Do I understand correctly: an IT specialist can write such code?
Yes! If you have the source code for your EA, then it can be modified to only trade between certain times, even if it is just for optimisations.
 

If I set EA to trade from 0:00 to 23:00 - is it possible to run optimization at 12:01 for the period from 0:00 to 12:00?

Do I understand correctly?

 
pawwei #: If I set EA to trade from 0:00 to 23:00 - is it possible to run optimization at 12:01 for the period from 0:00 to 12:00? Do I understand correctly?

Yes, but with some caveats as already stated.

The normal standard setup of the Strategy Tester is unable to test or optimise on data for the current date.

However, using some known work-around methods—yes, one can do it.

EDIT: Another method is to simply build in the optimisations into the EA itself, so that it can self-optimise in real-time.
 
Could you build optimization into my EA?
 
pawwei #: Could you build optimization into my EA?

Yes, optimisation methods can be built into EA's. I would not have suggested it if it were not possible. I have done that in several of my own EAs.

There are even Articles about it. Just run a search and your will find several. Here are a few ...

Articles

Using optimization algorithms to configure EA parameters on the fly

Andrey Dik, 2024.06.07 14:30

The article discusses the practical aspects of using optimization algorithms to find the best EA parameters on the fly, as well as virtualization of trading operations and EA logic. The article can be used as an instruction for implementing optimization algorithms into an EA.

Articles

Self-optimization of EA: Evolutionary and genetic algorithms

Vladimir Perervenko, 2016.06.07 09:45

This article covers the main principles set fourth in evolutionary algorithms, their variety and features. We will conduct an experiment with a simple Expert Advisor used as an example to show how our trading system benefits from optimization. We will consider software programs that implement genetic, evolutionary and other types of optimization, and provide examples of application when optimizing a predictor set and parameters of the trading system.
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