Slow complete algorithm backtesting issue
Hello, recently i have started to backtesting an EA with the slow complete algorithm optimization setting. I have planed to do a big algorithmic test of all the features of my EA ( ~80 settings) so there is 2.2e+52 combinations. I was okay with this and when i launched, an alert message in the journal (not a red alert, but yellow, so the backtest can go) that say "genetic mode turned on, to use complete algorithm decrease amount of optimized parameters" appears. Does this message affects the way that the algorithm works ? Does it affects the efficiency of the algorithm ?
I will be gratefull if you give me an answer.
Thanks in advance
M. Myers
The efficiency of your code remains constant.
The efficiency of the Tester is a different story. A Genetic backtest is the most accurate but the most resource intensive as well. One parameter generally requires one processor core. It seems that you've already learned what to do in this case. Reduce the amount of parameters to be optimized in each backtest, and run multiple (segmented) backtests in order to drill down to the optimal settings.
You mentioned ~2.2e+52 combinations. Even at just 10 seconds per pass, a complete test would take about 7x10^45 years. For comparison, the universe itself is only ~1.4x10^10 years old, so a full search is absolutely impossible.
That's why MT5 forces the switch to genetic optimization.
So yes, it affects the way the optimizer works: instead of testing all combinations (which is unfeasible), it uses an approximate method. It doesn't reduce efficiency, but the results are not a 100% exhaustive search.
Please consider which section is most appropriate — https://www.mql5.com/en/forum/172166/page6#comment_49114893
To add to the advice given in previous posts, compiling your EA with "Maximum Optimization" and with the highest processor settings that your CPU is able to support, will greatly boost the speed of the back-testing and optimisations passes.
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
You agree to website policy and terms of use
Hello, recently i have started to backtesting an EA with the slow complete algorithm optimization setting. I have planed to do a big algorithmic test of all the features of my EA ( ~80 settings) so there is 2.2e+52 combinations. I was okay with this and when i launched, an alert message in the journal (not a red alert, but yellow, so the backtest can go) that say "genetic mode turned on, to use complete algorithm decrease amount of optimized parameters" appears. Does this message affects the way that the algorithm works ? Does it affects the efficiency of the algorithm ?
I will be gratefull if you give me an answer.
Thanks in advance
M. Myers