Discussing the article: "Developing a Multi-Currency Expert Advisor (Part 32): Secrets of the Optimization Project Creation Step (II)"

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Check out the new article: Developing a Multi-Currency Expert Advisor (Part 32): Secrets of the Optimization Project Creation Step (II).

The article discusses the parameters of the second stage of the automatic optimization pipeline for a multi-currency Expert Advisor. We analyze the criteria for filtering first-stage passes and the rules for forming groups of trading strategies. The article demonstrates how settings affect optimization results, discusses aspects of process reliability, and examines the balance between selection strictness and having enough candidates for the algorithm.

We have now systematized and automated most of the operations that were previously performed manually. For example, three stages of similar optimization tasks that must be performed within a single project have been identified, and a tool has been developed that generates the required number of optimization tasks to be stored in a database. This is a project creation script-like Expert Advisor. It is called a script because it is not intended for trading, and once it has completed its job of populating the database according to the specified parameters, this Expert Advisor automatically stops running.

Last time, we began discussing how to form or select the values of the launch parameters for the project creation Expert Advisor. We have already discussed the parameters that determine the creation of first-stage optimization tasks. But the parameters of the second and third stages still remain. Let's take a look at what they consist of, what values to set for them, and how to make an informed choice.


Author: Yuriy Bykov

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