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Verb Guide to EA Optimization!

This is a discussion on Verb Guide to EA Optimization! within the MetaTrader 4 Backtesting & Optimization forums, part of the Automated Trading Systems (Expert Advisors) category; Heh, yeah... 10+ hours on a quad core!...






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  #11 (permalink)  
Old 06-14-2009, 07:32 PM
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Heh, yeah... 10+ hours on a quad core!
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  #12 (permalink)  
Old 06-15-2009, 10:19 AM
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Quote:
Originally Posted by madpoet View Post
Heh, yeah... 10+ hours on a quad core!
What processor u use? Intel Core i7? Can I know the model? MT4 only utilize single core. But u can run four MT4 BT at one time..
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Old 06-30-2009, 12:01 AM
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Quote:
Originally Posted by verbtheory View Post
Nothing too scientific, I just tried to stay within minimum and maximum numbers that wouldnt take an incredibly long time to optimize. In this setup the TP & SL ratios are the ones that take a long time.
Hi Verbtheory,

I have just spent a good few hours reading through the posts, moving around a few forums to keep track and I must say you had a great ideal for the 23.30 trades, starting earlier on this year. Did you ever get someone to automate it for you?

I also notice from above (Which is what made me decide to post this) that one of the testing variables warns you that the results from that particular setting will be to crude and should not be used.

Its just my thoughts after doing my own testing of a number of EA, but I think that you need to change that setting to a finer one.
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Old 07-11-2009, 01:08 PM
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Hey bud, you are absolutely right on crude versus every tick testing. I am updating a document which has an even better guide to optimization. It's basically taken a lot longer for me to develop as per normal with me lol.

Anyway what I recommend is to conduct control point (crude) optimization to find ranges of settings then refine using every tick backtesting to find meaningful results. After such, you would refine the results of those and so on.

Another thing to note is that over optimization is by nature a curve fitting exercise. Some schools of thought believe that optimization is the key to profitability but in my experience it can be disastrous.

The goal of optimization should be to find optimal GENERAL settings that enable you to be profitable over a large timeframe.

For example, a take profit of 16 pips is not a general setting. That is a curve fit. A take profit of 10 pips is a general setting.

Thus we can conduct optimization to find ranges then decide based on our experience and level of comfort what would be the right general setting within that range.

Hope that helps and good trading all!


Quote:
Originally Posted by easyaspie View Post
Hi Verbtheory,

I have just spent a good few hours reading through the posts, moving around a few forums to keep track and I must say you had a great ideal for the 23.30 trades, starting earlier on this year. Did you ever get someone to automate it for you?

I also notice from above (Which is what made me decide to post this) that one of the testing variables warns you that the results from that particular setting will be to crude and should not be used.

Its just my thoughts after doing my own testing of a number of EA, but I think that you need to change that setting to a finer one.
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Old 11-07-2009, 08:24 PM
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Default Re: Verb Guide to EA Optimization!

Hi Verb

How long does the first run usually take?

Quote:
Hit the start button. It should look like the picture below. Notice how many passes it's going to test... lol. Might as well go get some lunch this is going to take awhile.
I am at this point in your instructions and my screen looks just like your picture below the quote, except that it says it is going to take 83 hours? Hopefully I'll have more than 1 lunch in that time. It has already been running for 3 hours.
Does time frame make a difference? Mine is set at 5 minutes for Scalp_net_v1.5. Other settings are the same.
It doesn't matter that the market is closed does it? We are working from historical data.

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