optimisation questions

[Michael Myers]

Hello,

I'm opening this discussion because I have some additional questions about how MT5 handles optimization.

Here’s my situation: I’m running backtests on Local Farm in MT5. I’ve heard that the maximum number of possible combinations for an optimization is 100,000,000. However, when I have more combinations than that, the test still starts anyway. At the same time, the number of remaining tasks shown next to the timer displays a completely different value — around 10,000 — and it doesn’t change even when I modify the number of combinations.

I’d like some clarification on this: is this a bug, or is it actually possible to run optimizations with more than 100,000,000 combinations? I’m aware of the risks of over-optimization, but I’m doing these tests for experimentation purposes.

Thank you very much in advance to anyone who takes the time to answer, and have a great day.

MM

[Fernando Carreiro]

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

[Fernando Carreiro]

michael myers: I’ve heard that the maximum number of possible combinations for an optimization is 100,000,000. However, when I have more combinations than that, the test still starts anyway. At the same time, the number of remaining tasks shown next to the timer displays a completely different value — around 10,000 — and it doesn’t change even when I modify the number of combinations.

It is not a bug! When the number of combinations exceeds that limit, it switches to the "Fast Genetic bases algorithm" testing, instead of the "Slow Complete algorithm".

EDIT: It is documented, so you should strive to read the documentation ... Optimization Types - Algorithmic Trading, Trading Robots - MetaTrader 5 Help

If the total number of optimization steps exceeds 1,000,000 in a 32-bit system or 100,000,000 in a 64-bit system, the genetic optimization mode starts automatically.

[Fernando Carreiro]

michael myers: or is it actually possible to run optimizations with more than 100,000,000 combinations?

Do you have any idea on how long that would take?

Even if each pass took only a single second (which is impossible), we are talking 3+ years to do 100,000,000 combinations, and even with a farm that is still a lot of time.

EDIT: For 1 minute per pass, that is 190 years. Even with 190 threads in your farm, that is still 1 year at least.

[Michael Myers]

Hello,

Thank for your response. i do not can estimate the time that it could take. I have forgotted to say that i do this already in fast genetic and in 1min OHLC moddelling (because my EA entries didn't depends on the eventual tick variation but on the Open and Close price of each bar, Supertrend based algorithm) 

But after reflexion I find it better to optimise my inputs to have less combinations (be extremely accurate with very little steps and very large min and max values is usefull, I try to find a good configuration "zone", not THE configuration)