Just found good article: Automated Optimization of a Trading Robot in Real Trading. Translated from Russian. It is
here.
And some tools created already:
- download
this file (auto_optimization.mqh),
- place it in include folder, in EA: place the following codes from
here. And EA will automatically optimized for new settings started from SetHour SetMinute, optimization may be done for TestDay period (in days), we (EA) will wait untill the optimization will be finished during the TimeOut (minutes), also: NameMTS is for name of your EA, NameFileSet - name of new resultant set file. Optimization will be done according to the following order: it will be done optimization under item #1, then 2, then 3:
Gross_Profit= 1;
Profit_Factor= 2;
Expected_Payoff= 3;
and we may change it: for example, we may do expected payoff optimization first and in this case Expected_Payoff should be 1.
Any other is understandable.
I am posting it here because we were discussed AbleSys's so we are having something new in our Metatrader: our EAs can be optimized for better settings automatically without our participation.