Libraries: SingleTesterCache - page 2

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Edgar Akhmadeev:

I don't know how it happens on blogs, is the appearance of a new comment (if it's not a reply) signalled somehow? Or is it better to post in one of the forum threads where new comments are visible?

The author of a blog post gets a PM when a new comment appears. Readers are not notified in any way, unfortunately.

Why didn't they publish it in the KB? It would be more convenient.

Because it uses seven libraries (16 mqh files) from KB. KB will not allow to post only mq5 without these libraries. EX5 in KB is also forbidden.

So where to write for prompt response?

Write on the forum. The topic still concerns tst.

 

TesterPortfolio. Everything works. It came just when I needed it. The same story happened with MultiTester. Thank you very much.

It is suggested

input string Portfolio = "Expert1.EURUSD|1.0,Expert2.AUDUSD|0.5";

to filter Expert1.EURUSD.M1.*_*.*.*.*.tst files and select the newest one and set the weight for each instrument. And there will be no need for manual work to copy the necessary tst. Select files via WinAPI directly from Tester\cache.

And if you know the principle of file naming, to find the last file at once, you can make a link to the cache and work with inbuilt tools. How is the name ending formed, like "*.4.EDE6CD7716E7B1FAB6207685F7921E65.tst"? But that's unlikely.

 
Edgar Akhmadeev:

It would appear

I did it for myself, so such functionality would be inconvenient for me. This is a test of a pen. The source code is not complicated, so many people will be able to add their own functionality.

And if you know the principle of naming files to immediately find the last file, you can make a link to the cache and work with inbuilt tools. How is the end of the name formed, like "*.4.EDE6CD7716E7B1FAB6207685F7921E65.tst"? But that's unlikely.

I haven't analysed how the file name is formed. Reading the most recent file was in the example above.


If you have a thick-skinned TC, then 99% of the needs will be covered by a free third-party product, a screenshot of which is in the blog (Just noticed it today. Turns out it's a well-known thing.).

I, on the other hand, need it for very fine tuning. I see it this way.

  1. Through MultiTester a lot of Optimisations are done with a selection of good passes (hundreds of pieces is the norm).
  2. The TesterPortfolio kernel creates corresponding equity series for each pass - this is where all the novelty is.
  3. The optimal weighting coefficients for these rows are found using mathematical methods.
  4. An optimal portfolio is made of a small number of passes and TesterPortfolio is run for them.
  5. As a result, we bet on the real portfolio of TC.

I will note once again that the sources of trading advisors are not needed. You can make portfolios exclusively from Market products. Create stronger solutions than the authors of these market products. And you don't have to pay at all.


ZЫ Steps 2-4 have nothing to do with finding a profitable TS. Only the first step indirectly concerns this topic. That's why it makes sense for many people to do these steps on Market Advisors, because the authors have already found something there themselves.

 
fxsaber:

I did it for myself, so such functionality would be inconvenient for me. This is a test of a pen. The source code is not complicated, so many people will be able to add their own functionality.

I have not analysed how the file name is formed. Reading the most recent file was in the example above.

I will do it, of course. Just in the meantime I'll finalise all my selected currencies. So far it was a quick start for testing.

fxsaber:

I, on the other hand, need it for very fine tuning. I see it like this.

  1. A lot of Optimisations are made via MultiTester with a selection of good passes (hundreds of pieces is the norm).
  2. The TesterPortfolio kernel creates corresponding equity series for each pass - this is where all the novelty is.
  3. The optimal weighting coefficients for these rows are found using mathematical methods.
  4. An optimal portfolio is made of a small number of passes and TesterPortfolio is run for them.
  5. As a result, we bet on the real portfolio of the TS.

My methodology is as follows:

  • My multi-tester (based on your clicker idea) runs genetic optimisations on OHLC until it stops getting improvements over the last N attempts. That's 10-20 genetic optimisations.
  • Then goes to slow optimisations on groups of related parameters, over a narrow range.
  • Then to tick-by-tick optimisation, in an even narrower range.
  • Includes calculating the lot from the balance and optimising for risk. This will be the weight in the portfolio.
  • I'm here for now.
  • And the further work - we get equity graphs for naoptimised instruments according to the weights, create a portfolio and optimise the overall degree of risk.
 
Braking advisors just got easier.

Ускорение бэктеста. Например, имеете советник, который очень долго делает одиночный проход (автооптимизатор внутри или другой тормоз). В таком случае прогнать его на разных интервалах или посмотреть визуализацию - большая проблема. TesterPortfolio же делает его прогон очень быстрым.

 

Argued on the topic of diversification.

We will evaluate the influence of the portfolio of TS on the maximum drawdown.


I took four TS.


And combined them into one portfolio with the same weights.


This third-party programme can only calculate drawdown by balance. Therefore, let's apply TesterPortfolio to accurately estimate drawdown (and other indicators).

EA MaxDD_Balance MaxDDD_Equity
1 909 1117
2 981 1173
3 1076 1160
4 860 1086
1+2+3+4 875 961

The table clearly shows that the drawdown of the TC portfolio has collapsed, both in terms of balance and equity.


Use portfolios of TCs, even if the TC is one!

 
That's true. That is why I optimise the Expert Advisor on several instruments. I run it on at least six. Seven majors. I haven't reached crosses yet, I don't know if they are profitable.
And you should also take into account the correlation of currencies, not all sets improve the portfolio.
 
What are price_open and price_close fields in a deal? According to the idea, there can be only 1 price in a deal, and the tester shows exactly that. Judging by the comparison, price_open is always the price of a deal, and price_close is the price of a reverse deal (i.e. opening a position (in) when looking at an out deal). If this is so, why such confusing names?
 
Stanislav Korotky:
What are price_open and price_close fields in a deal? According to the idea, there can be only 1 price in a deal, and the tester shows exactly that. Judging by the comparison, price_open is always the price of a deal, and price_close is the price of a reverse deal (i.e. opening a position (in) when looking at an out deal). If this is so, why such confusing names?

They are. The field names are received from the developers and have not been changed.

 
Function 
 Print

does not write messages to logs from 2 examples on the page with the library.

Step by step:

1. any Expert Advisor is launched in the tester

2. the script 20 to which it is specified that " DLL-solutions can not be placed in KB, so below is the source code of another script, which is not included in KB-supply.".

3. The graph is displayed balance, set file is created but nothing is written to the logs (statistics)


P.S. Correction in any script does not output information on the Print command even a text string or a number

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