Discussing the article: "Developing a Multi-Currency Expert Advisor (Part 29): Improving the Conveyor"
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Check out the new article: Developing a Multi-Currency Expert Advisor (Part 29): Improving the Conveyor.
We are going to improve the usability of the automated optimization conveyor: we will explore the process from creating an optimization project to testing the final EA. For clarity, let us walk through the entire process step by step creating the final EA, while stopping to make any desired corrections.
Let's recall the essence of the proposed conveyor for building the final trading EA. In the first stage, we want to conduct multiple optimization processes of one trading strategy for different symbols, timeframes, and other parameters in the MetaTrader 5 strategy tester. From the obtained optimization results, we will select quite a few good ones for each symbol (if there are any, of course). Let's call them single instances of a trading strategy.
In the second stage, we will conduct optimization, identifying the best groups from a small number of single instances of trading strategies. That is, from thousands of copies, we will leave a group of only 8-16 pieces for each symbol that showed the best results when working together. During the third stage, we will combine these best groups for loading and use in the final EA.
After a long development process, all the mentioned actions have been automated as much as possible. Now we need to manually specify the parameters for generating an optimization project, that is, essentially, a general scenario according to which automatic optimization will proceed. After its completion, you will need to perform several manipulations to launch the final EA on the trading account. However, the time currently spent on manual operations (from a few minutes) is nothing compared to the time during which an automatic optimization conveyor can operate without the need for intervention in the process (hours, days, or even weeks). This is the tool we started working with.
Author: Yuriy Bykov