程序库: 单测试器缓存 - 页 3

 

2 问题。

Print(SingleTesterCache.Summary.ToString()) 命令;

我在其他智能交易系统等中进行了测试,结果显示出一些错误的统计数据。

变量 1

LO      0       23:58:34.935    Core 1  2020.12.29 23:59:59   bars = 0
FF      0       23:58:34.935    Core 1  2020.12.29 23:59:59   ticks = 0
JP      0       23:58:34.935    Core 1  2020.12.29 23:59:59   symbol =  
CE      0       23:58:34.935    Core 1  2020.12.29 23:59:59   initial_deposit = 0.0
EP      0       23:58:34.935    Core 1  2020.12.29 23:59:59   withdrawal = 0.0
HH      0       23:58:34.935    Core 1  2020.12.29 23:59:59   profit = 0.0
HN      0       23:58:34.935    Core 1  2020.12.29 23:59:59   grossprofit = 0.0
GG      0       23:58:34.935    Core 1  2020.12.29 23:59:59   grossloss = 0.0
RN      0       23:58:34.935    Core 1  2020.12.29 23:59:59   maxprofit = 0.0
HH      0       23:58:34.935    Core 1  2020.12.29 23:59:59   minprofit = 2.121995791459338 e-314
RO      0       23:58:34.935    Core 1  2020.12.29 23:59:59   conprofitmax = 1.22485
IK      0       23:58:34.935    Core 1  2020.12.29 23:59:59   maxconprofit = 2.659058588082234 e-312
CD      0       23:58:34.935    Core 1  2020.12.29 23:59:59   conlossmax = 6.951846319652696 e-310
CP      0       23:58:34.935    Core 1  2020.12.29 23:59:59   maxconloss = 0.0
FK      0       23:58:34.935    Core 1  2020.12.29 23:59:59   balance_min = 1.778636325028488 e-322
OM      0       23:58:34.935    Core 1  2020.12.29 23:59:59   maxdrawdown = 6.951582466168817 e-310
OS      0       23:58:34.935    Core 1  2020.12.29 23:59:59   drawdownpercent = 6.951844503800728 e-310
CH      0       23:58:34.935    Core 1  2020.12.29 23:59:59   reldrawdown = 3.458459520888726 e-323
NS      0       23:58:34.935    Core 1  2020.12.29 23:59:59   reldrawdownpercent = -nan
RI      0       23:58:34.935    Core 1  2020.12.29 23:59:59   equity_min = 4.120368567481494 e-310
NE      0       23:58:34.935    Core 1  2020.12.29 23:59:59   maxdrawdown_e = 0.0
OM      0       23:58:34.935    Core 1  2020.12.29 23:59:59   drawdownpercent_e = 0.0
PK      0       23:58:34.935    Core 1  2020.12.29 23:59:59   reldrawdown_e = 2.659058580572436 e-312
GO      0       23:58:34.935    Core 1  2020.12.29 23:59:59   reldrawdownpercnt_e = 4.450572116172598 e-308
GS      0       23:58:34.935    Core 1  2020.12.29 23:59:59   expected_payoff = 9.758620965830218 e-312
DD      0       23:58:34.935    Core 1  2020.12.29 23:59:59   profit_factor = 6.641883604895093 e-310
IG      0       23:58:34.935    Core 1  2020.12.29 23:59:59   recovery_factor = 0.0
CQ      0       23:58:34.935    Core 1  2020.12.29 23:59:59   sharpe_ratio = 0.0
CF      0       23:58:34.935    Core 1  2020.12.29 23:59:59   margin_level = -nan
MO      0       23:58:34.935    Core 1  2020.12.29 23:59:59   custom_fitness = 1.778636325028488 e-322
RI      0       23:58:34.935    Core 1  2020.12.29 23:59:59   deals = -1533096544
GO      0       23:58:34.935    Core 1  2020.12.29 23:59:59   trades = 32759
HF      0       23:58:34.935    Core 1  2020.12.29 23:59:59   profittrades = 16383
HO      0       23:58:34.935    Core 1  2020.12.29 23:59:59   losstrades = 0
MJ      0       23:58:34.935    Core 1  2020.12.29 23:59:59   shorttrades = -1
CM      0       23:58:34.935    Core 1  2020.12.29 23:59:59   longtrades = -1
KE      0       23:58:34.935    Core 1  2020.12.29 23:59:59   winshorttrades = -1
KQ      0       23:58:34.935    Core 1  2020.12.29 23:59:59   winlongtrades = -1
QH      0       23:58:34.935    Core 1  2020.12.29 23:59:59   conprofitmax_trades = -1534783007
PF      0       23:58:34.935    Core 1  2020.12.29 23:59:59   maxconprofit_trades = 32759
ML      0       23:58:34.935    Core 1  2020.12.29 23:59:59   conlossmax_trades = 0
IE      0       23:58:34.935    Core 1  2020.12.29 23:59:59   maxconloss_trades = 0
HQ      0       23:58:34.935    Core 1  2020.12.29 23:59:59   avgconwinners = 0
CI      0       23:58:34.935    Core 1  2020.12.29 23:59:59   avgconloosers = 0
QQ      0       23:58:34.935    Core 1  2020.12.29 23:59:59   ghpr = 6.951582202014298 e-310
HD      0       23:58:34.935    Core 1  2020.12.29 23:59:59   ghprpercent = 8.082419900316952 e-320
LE      0       23:58:34.935    Core 1  2020.12.29 23:59:59   ahpr = 6.951582466171288 e-310
GP      0       23:58:34.935    Core 1  2020.12.29 23:59:59   ahprpercent = 2.470328229206233 e-323
II      0       23:58:34.935    Core 1  2020.12.29 23:59:59   zscore = 6.951582382832739 e-310
QS      0       23:58:34.935    Core 1  2020.12.29 23:59:59   zscorepercent = 0.0
PD      0       23:58:34.935    Core 1  2020.12.29 23:59:59   lrcorr = 0.0
CR      0       23:58:34.935    Core 1  2020.12.29 23:59:59   lrstderror = 3.162020133383978 e-322
GM      0       23:58:34.935    Core 1  2020.12.29 23:59:59   symbols = 391475719
RG      0       23:58:34.935    Core 1  2020.12.29 23:59:59   corr_prf_mfe = 2.659058588536774 e-312
FP      0       23:58:34.935    Core 1  2020.12.29 23:59:59   corr_prf_mae = 6.951582431904475 e-310
LJ      0       23:58:34.935    Core 1  2020.12.29 23:59:59   corr_mfe_mae = 1.934147039389014 e-315
RJ      0       23:58:34.935    Core 1  2020.12.29 23:59:59   mfe_a = 6.951582173927753 e-310
KS      0       23:58:34.935    Core 1  2020.12.29 23:59:59   mfe_b = 0.0
ID      0       23:58:34.935    Core 1  2020.12.29 23:59:59   mae_a = 8.538950297007383 e-300
LR      0       23:58:34.935    Core 1  2020.12.29 23:59:59   mae_b = 0.0
ND      0       23:58:34.935    Core 1  2020.12.29 23:59:59   holding_time_min = 00:00:00
PN      0       23:58:34.935    Core 1  2020.12.29 23:59:59   holding_time_max = 00:00:00
GQ      0       23:58:34.935    Core 1  2020.12.29 23:59:59   holding_time_avr = 00:00:00

变式 2

2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   bars = -1
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   ticks = 0
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   symbol = 䆇樇翷
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   initial_deposit = 6.951844503800728 e-310
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   withdrawal = 3.458459520888726 e-323
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   profit = -nan
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   grossprofit = 9.568778329205075 e-310
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   grossloss = 0.0
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   maxprofit = 0.0
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   minprofit = 3.864959344282877 e-312
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   conprofitmax = 3.862032339566677 e-312
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   maxconprofit = 1.075317587769853 e-311
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   conlossmax = 9.05495701890495 e-310
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   maxconloss = 0.0
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   balance_min = 0.0
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   maxdrawdown = -nan
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   drawdownpercent = 1.778636325028488 e-322
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   reldrawdown = 6.951533981725193 e-310
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   reldrawdownpercent = 1.335089302104764 e-307
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   equity_min = -nan
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   maxdrawdown_e = -nan
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   drawdownpercent_e = 6.951533898402849 e-310
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   reldrawdown_e = 1.073729870228428 e-311
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   reldrawdownpercnt_e = 0.0
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   expected_payoff = 0.0
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   profit_factor = 3.864959344915281 e-312
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   recovery_factor = 9.881312916824931 e-324
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   sharpe_ratio = 3.864959351792675 e-312
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   margin_level = 9.054957018885978 e-310
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   custom_fitness = 3.864959359539624 e-312
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   deals = 1780533352
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   trades = 32759
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   profittrades = 1772945315
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   losstrades = 32759
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   shorttrades = 1780534738
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   longtrades = 32759
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   winshorttrades = 1775188141
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   winlongtrades = 32759
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   conprofitmax_trades = 16359
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   maxconprofit_trades = 0
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   conlossmax_trades = 1780534738
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   maxconloss_trades = 32759
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   avgconwinners = 5
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   avgconloosers = 0
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   ghpr = 4.940656458412465 e-324
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   ghprpercent = 3.864959353571311 e-312
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   ahpr = 9.881312916824931 e-324
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   ahprpercent = 6.951446327825149 e-310
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   zscore = 3.864959353373685 e-312
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   zscorepercent = 0.0
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   lrcorr = 3.864959358946745 e-312
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   lrstderror = 2.816174181295105 e-322
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   symbols = 592434208
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   corr_prf_mfe = 6.951533946411159 e-310
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   corr_prf_mae = 0.0
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   corr_mfe_mae = 6.951533898778685 e-310
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   mfe_a = 3.864959353373685 e-312
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   mfe_b = 6.951533898682886 e-310
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   mae_a = 3.864959352978432 e-312
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   mae_b = 6.951533900420317 e-310
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   holding_time_min = 721296048 d 
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   holding_time_max = 1758699664 d 
2021.01.01 02:30:57.588 Core 1 2020.12.30 23:59:59   holding_time_avr = -22966109 d 

 
Aleksei Skrypnev:

2 个问题。

关于交易、自动交易系统和测试交易策略的论坛

错误、错误、问题

Renat Fatkhullin, 2021.01.01 00:14

如果您有证据,您应该以完全一致和技术上可重复的形式提供。
 
fxsaber:

也许我认为它不起作用的原因是,从脚本到智能交易系统的代码传输不正确。

我将向您发送一个示例。

操作步骤

1. 使用任何 Expert Advisor - 我已在标准 Movin' Averag 上反复测试过。

2.2. 我将夹杂物放在顶部:

 #include <fxsaber\SingleTesterCache\SingleTesterCache.mqh>
 #include <fxsaber\SingleTesterCache\ExpTradeSummarySingle.mqh> 
  #include <fxsaber\MultiTester\MTTester.mqh> 

3. 在 OnDeinit 中插入第 2 个脚本中的内容:https://www.mql5.com/zh/code/27611:

  uchar Bytes2[];
  
  if (MTTESTER::GetLastTstCache(Bytes2) != -1) // 如果可以读取单次运行的最后一条缓存记录
  {
    const SINGLETESTERCACHE SingleTesterCache(Bytes2); // 将其驱动到相应的对象中。

    SingleTesterCache.SaveSet(NULL, true, "Created by " + __FILE__); // 保存包含详细信息的设置文件。
    
    double Balance[];
    double Equity[];
  
      
    Print(SingleTesterCache.Header.ToString());  // 输出单次传递的页眉。
    Print(SingleTesterCache.Summary.ToString()); // Statistica.
    Print(SingleTesterCache.Inputs);             // 输入参数。

3.2 我尝试了同样的 "排序 "形式

 const SINGLETESTERCACHE SingleTesterCache; // Загоняем ее в соответствующий объект.
            
            double Balance[];
    double Equity[];
            
               Print(SingleTesterCache.Header.ToString());  // Вывели заголовок одиночного прохода.
  Print(SingleTesterCache.Summary.ToString()); // Статистику.
      Print(SingleTesterCache.Summary.ToString()); // Статистику.
    Print(SingleTesterCache.Inputs);             // Входные параметры. 
 
Aleksei Skrypnev:

也许我认为它不起作用的原因是,从脚本到智能交易系统的代码传输不正确。

我现在就发送一个示例。

有现成的文件会更好。我不明白您需要得到什么。

 
fxsaber:

我宁愿把文件准备好。我不明白你需要什么。

是的,我想获取最后一次单次运行的统计数据并将其写入文件,例如,就像您在 multitester 主题中写的那样。https://www.mql5.com/ru/forum/318305/page23#comment_19934192。

要做到这一点,不需要在OnDeinit EA 中到处插入代码

事实上,甚至不需要所有统计数据,只需要几个参数。例如,MQLInfoString(MQL_PROGRAM_NAME),TesterStatistics(STAT_SHARPE_RATIO)。

Библиотеки: MultiTester
Библиотеки: MultiTester
  • 2020.11.26
  • www.mql5.com
Статьи и техническая библиотека по автоматическому трейдингу: Библиотеки: MultiTester
 
Aleksei Skrypnev:

是的,我想调出最后一次单次运行的统计数据并将其写入一个文件,例如您在多测试器主题中写道的那样。https://www.mql5.com/ru/forum/318305/page23#comment_19934192。

为了避免在OnDeinit EA 中到处插入代码

事实上,甚至不需要所有统计数据,只需要几个参数。例如,MQLInfoString(MQL_PROGRAM_NAME),TesterStatistics(STAT_SHARPE_RATIO)。

您可以尝试运行交付或讨论中的示例。

 
fxsaber:

我想您可以尝试运行交付或讨论中的示例。

我还没有找到这样的功能或类似的功能,可以在 csv 文件中记录通行统计信息。即使在库中也没有找到合适的函数。我会再找找的。

我看到了这样一个块,但如何从中调用必要的信息,我不明白

字符串 ToString( void ) 常量

{

返回(this.Header.expert_path[] + "\n; " + "/n;")。

this.Header.symbol[] + "\n; " +

::TimeToString(this.Header.date_from, TIME_DATE) + " - " + ::TimeToString(this.Header.date_to, TIME_DATE) + "\n; " +

::DoubleToString(this.Summary.TesterStatistics(STAT_PROFIT), 0) + ", " + " + " + " + " + "。

::DoubleToString(this.Summary.TesterStatistics(STAT_TRADES), 0) + ", " + ::DoubleToString(this.Summary.TesterStatistics(STAT_TRADES), 0) + ", " +

::DoubleToString(this.Summary.TesterStatistics(STAT_PROFIT_FACTOR), 2) + ", " + ::DoubleToString(this.Summary.TesterStatistics(STAT_PROFIT_FACTOR), 2) + ", " +

::DoubleToString(this.Summary.TesterStatistics(STAT_EXPECTED_PAYOFF), 2) + ", -" + ::DoubleToString(this.Summary.TesterStatistics(STAT_EXPECTED_PAYOFF), 2) + ", -" +

::DoubleToString(this.Summary.TesterStatistics(STAT_EQUITY_DD), 2));

}

 
Aleksei Skrypnev:

我看到了这样一个块,但不明白如何从中调用所需的信息

每次我都像看别人的代码一样看自己的代码,但就是完全记不住。

这就是我无法给你提示的原因。

 
fxsaber:

每次我看自己的代码时,就像看别人的代码一样--我愚蠢地完全不记得了。

这就是我不能告诉你的原因。

我明白了,所以你学得越多,就理解得越多。只是据我所知,当前版本的程序库并不能包含所有的功能,也就是说,可能还缺少一些功能来完成任务。最主要的是要了解这是否可行)。

 
Aleksei Skrypnev:

最重要的是了解这是否可行)。

https://www.mql5.com/zh/code/viewcode/27611/229701/exptradesummarysingle.mqh