Forum on trading, automated trading systems and testing trading strategies
All (not yet) about Strategy Tester, Optimization and Cloud
Alain Verleyen, 2013.08.20 19:47
A must ! Before using it or asking any question : please read the Online Help (Also accessible by F1 on your MT5 platform)
For Traders
- General overview of the possibilities.
- Overview of results : Visualize a Strategy in the MetaTrader 5 Tester
- If you are thinking to buy a product on the Market : How to Test a Tading Robot before buying.
- If you don't see all strategy tester fields, they are probably hidden.
- How to use settings resulting from EA Optimization in your EA (without manually changing it).
For Programmers
- Detailed description of it works : Testing trading strategies (documentation).
- As noted by erdah, SendNotification, SendMail, SendFTP don't work in Strategy Tester (of course).
- IndicatorParameters() doesn't work in StrategyTester.
- OnChartEvent() in Strategy Tester.
- New CopyTicks() function doesn't work on Strategy Tester.
- General description of how to use it : The Fundamentals of Testing in MetaTrader 5
- How ticks are generated : The Algorithm of Ticks’ Generation
- Discussion about Strategy Tester mode (1 minute OHLC vs every tick)
- How to test a strategy for all timeframe and compare results ?
- Description of the algorithm used for fast optimization : Genetic Algorithm - It's easy.
- Creating Custom Criteria of Optimization of Expert Advisors
Running optimization from command line : https://www.mql5.com/en/forum/13468
- Don't expect too much from optimization and try to prevent curve over fit.
Announce of the launch : MQL5 Cloud Network launched.
As Users
- How it works, an overview : Speed Up Calculations with the MQL5 Cloud Network
- Optimization by example : MQL5 Cloud Network : Are you Still Calculating ?
Some useful topic about usage of the Cloud :
- Error message : endless loop detected in OnInit function
As Providers (agents)
- Frequently Asked Question about the Cloud Newtwork (FAQ).
- When you start to provide agents on the Cloud, you have to be patient and use the search engine.
- An example of what you can expect as agents provider or 1 year of Cloud's agents providing
Work in progress, stay tuned !
Statistics - MQL5 Cloud Network
- cloud.mql5.com
Amount of produced work, agents distribution by countries, RAM, CPU and OS bit count
Alain Verleyen:
Thanks. From what I read, it seems that the number of agents strongly exceeds the need for computing power, and having one / two computers you will be lucky to earn anything.
I'm right?
Or maybe am I wrong?
Or maybe am I wrong?
CcarderR:
Right.
Thanks. From what I read, it seems that the number of agents strongly exceeds the need for computing power, and having one / two computers you will be lucky to earn anything.
I'm right?
Or maybe am I wrong?
Or maybe am I wrong?
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Hey. Just like in subject I want to know how Strategy Tester works.
I know more or less how it works on my side, but I have no idea how it is on the other side.
That's why I have a few questions about selling CPU processing power.
1) How agents are chosen? This happens automatically, or clients themselves can choose from who buy computing power?
I think I have pretty fast CPU for a personal computer. (8x 4Ghz, 4.4Ghz boost) My computer is turned on 10-20 hours a day, of which 90% of the time cpu load does not exceed 3-10%, even for the 10% of the time when I play I have about 40-50% of free cpu.
I use this app all week and I thought I could get through it a few cents, but I guess I was wrong. During the week I have accumulated only 20 minutes, and I guess I have to divide it by 8 (the number of agents).
2) What can I do to make this application to use the potential my cpu?
I have a laptop, there is 3x slower than my PC, and it is on approximately 4-10 hours a day, idle 90% of the time like the PC.
Unfortunately, it looks like is not used at all. Of course, all ports of agents are properly redirected, so the network is not the cause.
3) Is agents with greater computing power have a higher priority? It is even worth using this application on computers with cpu weaker than the i7?
4) And maybe even i7 is too weak?
And last...
5) Maybe I'm doing something wrong? :/
I would be grateful for answers to my questions, I would like to continue to use this application but at the moment I do not see any sense. :)