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View Poll Results: What Data would help develop your system?
M5 4 44.44%
M15 0 0%
M30 1 11.11%
H1 2 22.22%
H4 0 0%
Other 2 22.22%
Voters: 9. You may not vote on this poll

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  #281 (permalink)  
Old 07-22-2007, 08:55 PM
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Quote:
Originally Posted by Wackena View Post
Here is a link to a Russian article that discusses auto-optimization of EAs.
Автоматическая оптимизация торгового робота в процессе реальной торговли - Статьи по MQL4
and is a link to a website to translate into english.
AltaVista - Babel Fish Translation

Wackena
Hi, thank you for your reply, yeah i've already found it some weeks ago, anyway thank you for your help, that's a very good thing!
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  #282 (permalink)  
Old 07-22-2007, 09:16 PM
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I would think each optimized result would also need to be filtered through a backtest against a non optimized timeframe as well. Automating that process (round 1 test, round 2 test, round 3 test) would be excellent and the results would be much higher quality for reconfiguration of the EA afterward I believe.

It makes sense for some EA to oscillate between different values that are "good" as the market changes and then goes back to the previous values. Those oscillations would suggest automatic alternating between sets of settings as well. This could be timed by the EA events, something like 2 consecutive losses triggers the reconfiguration. Start with previous good settings in a backtest, then failback to optimization of settings.

With enough idle CPU time, an automated script just to find new potential settings would be good even if they aren't automatically used. I would need to filter the optimized results by a few things: number of trades, drawdown, etc
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  #283 (permalink)  
Old 07-22-2007, 09:17 PM
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Anyone able to download the files from the article? I tried the original russian and the translated versions and both file downloads failed.
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  #284 (permalink)  
Old 07-22-2007, 09:20 PM
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Are the files you talking about these ones? (attached)
Attached Files
File Type: zip Desktop.zip (7.4 KB, 42 views)
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  #285 (permalink)  
Old 07-24-2007, 08:44 PM
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Rashid Umarov from Metaquotes posted a new English article yesterday that I found interesting.

Tester in the Terminal MetaTrader 4: It Should Be Known - MQL4 Articles

Wackena
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  #286 (permalink)  
Old 07-25-2007, 04:20 PM
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MT4 backtest with colected tick data is reliable or not?

this question is in all threads.

i think that running a EA foward for 2 weeks and comparing results could say if that backtest is reliable.

anyone did that?
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  #287 (permalink)  
Old 07-31-2007, 05:58 PM
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EA backtester

Hi guys,

I am looking for a script or another tool that can help me define the performance of an ea.
My main goal is to define the EA like they define SYSTEM in
FX-PERFORMANCE
And the data should be the data from the back tester (MT4).
The Criterions are:
EA name/
* Pair .
* TIime fraim /// that the ea is runing on
* start date
* avg trade a month
* avg profit in pips monthly
* max profit in pips monthly
* min profit in pips monthly
* total profit in pips.
* avg profit in $$ monthly
* max profit in $$ monthly
* min profit in $$ monthly
* total profit in $$.
* Win%
* MAX DD%


Do you have anything like that?

Thanx

Kelvin.
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  #288 (permalink)  
Old 08-02-2007, 12:37 AM
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Hi All

How do u account for the spreads from backtesting?

Are the results after spreads or before spreads?

Regards

El Cid
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  #289 (permalink)  
Old 08-05-2007, 05:12 PM
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How can I use these files for automatic optimization.

Quote:
Originally Posted by w4rn1ng View Post
Are the files you talking about these ones? (attached)
__________________________________________________ _________

Hi,

How can I use these files for automatic optimization.

Regards,

SIDDESH
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  #290 (permalink)  
Old 08-11-2007, 08:47 AM
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Optimized w/ all passes :)

I was working on a new idea lately, testing more long term trading when I noticed during the optimization process that out of over 2,600 different combinations of settings that I tried before I stopped it, not a single one was unprofitable in the end! I was just wondering if other people have had similar experiences. I wasn't overly impressed with any individual settings, as this was over a few years of data, but still, the fact that they all passed I thought was pretty cool!

Tell me your thoughts.
Attached Images
File Type: gif Optimization EU all DATA.gif (14.1 KB, 248 views)
Attached Files
File Type: htm Optimization EU all DATA.htm (736.9 KB, 57 views)
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