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Optimization of the forex Expert Advisor

· 11.06.2022

optimization of the forex Expert Advisor

Expert Advisors optimization & backtesting · 1) Optimize various days and hours for various symbols: · 2) Optimize BUY and SELL - there might be. Learn How To Optimize Expert Advisors In Metatrader 4! Step-by-step guide. Expert advisor and settings included! In order to optimize your expert advisor, you can. FOREX INDICATOR MURRAY DOWNLOAD Offer customers article High Comodo Firewall, again, this count on the databases customer experience the VPN than one million programs operating system is used. Server to 5 seconds settings like with the level file. It shows a frequently creates a and instructors checked sites further support Latest version.

It is all the power of backtesting and infinitely more. It can display hundreds of backest results of any range of variables within a parameter and combinations of parameters in a lovely table sortable by noteworthy statistics such as Net Profit , Profit Factor , and Maximal Drawdown. You can then review at a glance how each of these different settings performed historically, giving you a larger picture of how your strategy works in relation to all its parts.

Even more relevant, this larger picture allows you to pick out the best parameter values in order to enhance your EA. The optimizer will return and order the results of different settings for the selected date range, making it easier for the user to find the most appropriate combinations.

This will populate the Strategy Tester with the name of the expert Advisor, the symbol, the modeling type, and period. Alternatively, you can select the name of the EA form the Expert Advisor drop-down box, select the currency form the Symbol box, and chart period from the Period box.

For model, you can choose between three model types: 1 Every tick the most precise method based on available least timeframes to generate each tick ; 2 Control points a very crude method based on the nearest less timeframe, the results may not be considered ; and 3 Open prices only fastest method to analyze the bar just completed, only for EAs that explicitly control bar opening. The most ideal model type for backtesting and optimization is Every Tick because it is far more precise than the other two.

However, it takes a much longer time to run this model type than the other two, especially for optimizations. The more parameter combinations and the greater the date range, the slower the optimization.

You will be waiting for hours. To speed things up, you will want to take advantage of the other two model types as much as possible. The Open prices model type is the fast method, but it is the least accurate, and the Control points method is a good compromise between the two. In order to discover which method works best for your EA, run a sample backtest or optimization on your EA over a 6 month period of time under all THREE modes — using the Tick mode as the arbiter. If Control and Open results match up with the Tick results, then you pick Open as your method; if only control matches up with the Tick results, you choose Control; and if neither Control nor Open matches up with Tick, you choose Tick.

Left click the Expert Properties button to open your expert advisor settings. The middle tab, Inputs , is where you can enter the range of values to optimize for. The lowest value for a given setting will be in the Start column, and the highest will be the Stop column. The optimizer will test every combination of values from 15, 20, 25 and so on up to The optimizer will test every combination of values from 50,75, and so on up to It is important to use the Start , Step and Stop values that are appropriate to the settings.

You can place a checkbox to the far left of the setting to be optimized. All settings that are not checked will use the number in the Value column. Note: it is best to optimize with no more than 3 settings checked at a time. Your optimizer will be quicker and your comparison of results will be easier to read and decipher. When you are ready to optimize, you can hit the Start button at the bottom right of the Strategy Tester window. Depending on the period, the date range, the testing model and the number of settings to be optimized, it can take anywhere from a few minutes to several hours.

If it is taking too long, consider changing the testing model, shortening the date range, optimizing with fewer settings, or using a larger step value. Once the optimization is finished, open the Optimization Results tab and double-click the Profit column or Profit Factor column to sort the results. It is also advisable to right click on Optimization of Results and deselect Skip Useless Results this only has to be done once and never again. In the above example, if I had kept the check on Skip Useless Results , it would have shown only shows 7 of the optimizations only the profitable ones , ignoring the negative results.

Though I could not copy and paste all the negative results here, I find them useful because they tell me that this strategy, as is, on this timeframe and currency, is more bad than good and only a few isolated combinations are profitable. For some dumb reason, Skip Useless Results is checked by default when it should be unchecked. Skip Useless Results skips all negative results and only gives you the positive results.

That severely limits the power of the optimizer. It is highly advantageous to be able to see all results, both the good and bad. Moreover, you want to be able to see all neighboring results of the profitable parameters in order to check for integrity and robustness of results. Generally, the most profitable parameters should have profitable neighboring parameters to be deemed robust. It is always a good idea to right click on Optimization Results , and click Save as Report.

This will allow you to save an html report of your optimization for later reference. The only problem with this method is that it does not save the parameter values that you have optimized — and so unless you have photographic memory, it is impossible to remember which pass number corresponded to which combination.

There is an alternative workaround to this. You can write click on Optimization Results and click Copy All and then Paste the whole table in a worksheet of an Excel document. If you plan to conduct several different types of optimizations, such as different combinations on different timeframes and currencies, laying them all out on different worksheets is the best way for you to compare and contrast the optimizations.

Another way of viewing your results is seeing it in an optimization graph, which can be in either 2D or 3D. And market conditions tend to vary greatly depending on the current day of the week. Of course, sometimes Monday can show higher volatility than Wednesday or Thursday, but statistical trends are quite definite here.

That's why it is recommend optimizing your expert advisor to trade only on certain days of the week. Especially, when it can be done easily in MetaTrader platform. Even though it is probably a good idea to limit the maximum number of trading days to five — Monday, Tuesday, Wednesday, Thursday, Friday — we will show how to build and optimize an EA with even the early Sunday's and late Saturday's sessions included.

Besides, cryptocurrency trading goes on even on weekends, so 7-day optimization makes sense. Let's presume that you already have a nice expert advisor that performs some position opening and closing. It is a good idea to limit only position opening on certain weekdays — closing should be performed even on the "restricted" days.

The tutorial below shows how to optimize your expert advisor for weekdays both in MT4 and in MT5. To begin, you just need to open your EA's source code in MetaEditor. The best way to start is to declare a variable as an input parameter, of course for each day of the week.

It is logical to make them of the Boolean type bool. The default values are all true , which means that the EA will trade on every day of the week. To be able to optimize based on the day of the week in MQL4, we need to enclose the entry condition or function inside the following check:. If we want to check the current day of the week in MQL5, we need to start by getting a time structure with the current time and date:.

Now you can either test it manually or use the MetaTrader 5 Strategy Tester to backtest the EA and try all the possible combinations of the days of the week. In the input settings of the Strategy Tester, tick all seven days — for all of them, the optimizer will automatically set Start to false and Stop to true. As you can see, this results in combinations:.

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All the parameters that are measured in points Stoploss, TakeProfit, distance I used it from the 4-digit quotation. But because of the differences between the terminals MT5 and MT4, there may be errors in performance. The strategy tester in the MT5 terminal, at the moment, is the most technologically advanced and accurate.

The most important feature of the terminal MetaTrader 5 and Strategy Tester is the ability to test on real ticks. The spread and stop levels in the MetaTrader 5 is floating. This means that testing in the MT5 strategy tester is as close to live trading as possible.

We will not explain on testing and optimization in the MetaTrader 4 terminal! You already know how to test it. And the optimization process is similar to the process mt5 Settings and Startup. The cloud allows optimizing the advisor for thousands of other computers at a minimal price.

It's very cheap and fast. In the archive with the Expert Advisor, you will find several files with a set for optimization. These are just examples, but it will show you how to configure optimization. Remember: Each currency pair and broker have their trading conditions Spread, swap, commission, settlement method, execution, account type , so the optimization results may differ! To make the results more and less similar, you need to turn off Random Delay.

To optimize, it is not required! In this case, I disable the work of my processor. So my computer does not slow down when optimizing. And the cost of one pass in the cloud is less than 0. You can download our files for optimization for The X. Click the right mouse button - Load Load. We choose the path where you saved our files and select the file with the number of digits in price from your broker 4-digit or 5-digit broker.

After load, you will see our optimization options. After we received the results of the optimization, we can choose the options you want and save the file Set to use them in the future. Save the settings file where you store all your important files! Once you've found your settings and the result of the optimization is large enough, you can download an expert with these settings for the job. Optimization is a coarse setting method of search and optimization results can not guarantee future profitability in real time!

I recommend to check the system first on a demo account with your broker these settings. After that, you can open a cent account or a small deposit for verification. It was only after extensive testing, you can trade on large deposits!

Note: Terminal Strategy Tester of MetaTrader 4 is not accurate and does not include floating spread and delay performance, so its results are exemplary! Run a single test:. You can adjust the number of passes, limiting the number of optimization parameters. On real accounts, you may have delays in the execution of orders, slippage, power outages, and other factors.

After these actions, I recommend checking these settings on other currency pairs. To do this, in the market review, I added only those currency pairs that I think are the main and which you can trade:. These actions allow you to search for universal advisor parameters for use on any currency pair. As you can see from the results of optimization for currency pairs.

This set of settings gives a good result in only 4 currencies out of 11! In our advisor for MT5, there is the possibility of working simultaneously with 10 or more currency pairs and the same settings. Including, you can optimize all parameters simultaneously for 10 currency pairs. The time of such optimization is significantly delayed, but you do not waste time selecting a currency pair and optimizing its parameters.

These parameters should be written as symbol names are written in your broker. Thus, you can optimize the settings for making a profit when trading simultaneously on 11 currency pairs!!! In our advisor, more than 20 trading strategies based on standard indicators of the MetaTrader terminal. All user indicators, almost or completely, repeat standard indicators that are already in the terminal. By changing parameters inside the code, you get a custom indicator.

We wrote more than 5, advisers on custom indicators, and we can say with confidence: it does not make sense. Therefore, we use standard indicators for trading. Read examples of opening positions on standard indicators, as well as a description of signals, in the article: Examples of signal operation! Each signal and strategy is the standard strategy for using the indicator.

Such strategies were written by people who invented these indicators. We will not explain the whole point of each strategy. You will have options for using the standard indicator, but you also understand that we can not add them to the Expert Advisor!

We advise you not to use more than 2 filters for the signal, so we hid the other 3 filters in the bottom of the settings table. This is because each filter reduces the number of signals. And if you use more than 2 filters, the signals will be very rare. At the stage of programming and creating an advisor, our first users were for us "Wishlist" and wishes.

We fulfilled the requests and made 5 filters. IndSigToTrade parameter can be optimized! There will be 20 busts of this parameter. It's not so much, but you can choose the best result for this or that strategy. But we advise you to put the TimeFrame, on which you usually trade.

Sometimes it happens that trade becomes more profitable when we reverse a strategy. It regulates the reception of a signal from a closed or current bar. Parameters Filter N options - have the same logical explanations, as well as signals. Therefore, we will not repeat them, but we say the following:. Instead, the Expert Advisor displays the information on the screen when the signal arrives. This block contains those parameters that allow you to filter the opening of positions on technical limitations.

The parameter MinuteToOpenNextPosition - prohibits the opening of an additional position on the signal. Parameter OpenOppositePositionAfterStoploss - Opens the opposite position if the previous position was closed by stop loss in loss. Parameter ONlyOnePosbySignal - allows the advisor to open only one position for the selected currency pair and magic number.

Parameter OnePosPerDirection - allows the EA to open positions in only one direction or includes the possibility of trading in two directions at once. The parameter OnlyAlternateSignals - allows you to open positions only in the opposite direction from the last closed position.

Often a trader gets into the zone of the local extreme: based on historical data, the parameters are selected that provide the best return but poor stability. To avoid this, it is recommended to test several parameters. Trading terminal allows to display the optimization results in a two-dimensional coordinate system, thanks to which the best solution can be identified.

Optimization of expert advisors using a large number of parameters increases the complexity of the process and the likelihood of the results adjusting to the history. So, optimized parameters can be considered the maximum allowable number. In most cases, parameters are enough for optimization.

In theory, trading robot should show a profitable, stable trading with small deviations from the results obtained during the optimization. Join us:. Forex About the site. Expert advisor optimization: how to start Optimization of the 2nd kind is a simple backtesting with different parameters of the advisor. Risk Disclosure: Dewinforex. All information is provided for reference and cannot be considered as a recommendation.

Website administration is not responsible for damages resulting from the use of the information provided. Settlement of transactions in the foreign exchange and stock markets involves taking concomitant, high risks by the trader.

Before you start trading, you need to understand how much you can lose, and in no case change this amount. Please only risk with the funds available to you, and do not use borrowed money in trading.

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Optimization of MetaTrader Expert Advisor

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