MetaTrader 5 HelpStrategy TesterWorking with TesterOptimizing Expert Advisors 

Optimizing Expert Advisors

Optimization means  multiple runs of an Expert Advisor on history data with different sets of parameters, aimed at finding their best combination. During multiple runs, different combinations of the input parameters of the Expert Advisor are tried and the best ones are selected.

Expert Advisor that have no input parameters are not subject to optimization.

Start

In order to start optimization, do the following:

  • Compile the necessary Expert Advisor in MetaEditor;
  • Enable all the necessary symbols in the "Market Watch" window;
  • Select an Expert Advisor and set its optimization parameters on the "Settings" tab;
  • Select one of optimization modes on the "Settings" tab;
  • When selecting the genetic optimization mode, you should additionally specify the optimization criterion;
  • If necessary, set the period of forward testing;
  • On the "Inputs" tab, check the parameters that need to be optimized, as well the limits and the step for trying their values;
  • Press "Start" on the "Settings" tab.

Results

Optimization results are displayed on tabs "Optimization results" and "Optimization graph". The optimization run is reflected on the "Journal" tab. During optimization, information about the run number and the obtained result is recorded to the journal.

If the traffic of incoming messages is high, part of them may be omitted in the journal of the strategy tester. Full logging of the process of optimization is performed at the journals of local agents.

 

MetaTrader 5 — a complex trading platform for providing brokerage services on the retail Forex market.

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