cjdduarte
26 Feb 2015, 03:31

I discovered how powerful custom criteria .
The example below was exactly what I was looking for optimization.
Test and tell me what you think ?

protected override double GetFitness(GetFitnessArgs args)
        {
            //maximize count of winning trades and minimize count of losing trades
            return (Math.Pow(args.NetProfit, 3) * Math.Pow(args.WinningTrades, 2) * TakeProfit) / (Math.Pow(args.MaxEquityDrawdownPercentages, 2) * Math.Pow(StopLoss, 2) * args.MaxEquityDrawdown);
            //return (args.NetProfit * args.WinningTrades) / (args.MaxEquityDrawdownPercentages * StopLoss);
        }

cjdduarte
23 Feb 2015, 14:20

Get signed up something similar in http://vote.spotware.com/
If not, register there your idea.

cjdduarte
04 Feb 2015, 18:47

You have an example in MT4 or MT5?

cjdduarte
04 Feb 2015, 17:31

RE: RE:

sorry, really I meant optimization and not to backtest.
I concluded that it was because of the amount of simultaneously open orders. I managed to solve here reducing it. Thanks for the feedback.

Ian_Drummond said:

If your backtest is modest then it wouldn't take 3 hours... A backtest should complete hundreds, even thousands of trades in minutes...

 

Presumably you are testing a simple system that doesn't close trades often? 

Or you are referring to an optimisation test which can take hours? I leave mine over night to complete and sometimes longer....

Are you running a backtest or optimisation?

cjdduarte said:

My computer has 4GB of RAM. I'm trying to make a modest backtest, expected to 3h to complete, however the application consumes all memory and is catching, being necessary to finalize the application.

Do you have any way to optimize this?
The same robo run on a notebook (only slower) with 3GB of RAM without problems.

 

Sds,

Carlos

 

 

cjdduarte
22 Jan 2015, 15:49

RE:

Answer in FIREBOT forum.
Thank's

cjdduarte said:

Could detail the strategy of this robot (FIREBOT) and parameters?
I have had consistent results on backtest at various periods, but did not understand what it does right, which I'm afraid to use it.

cjdduarte
22 Jan 2015, 12:48

Could detail the strategy of this robot (FIREBOT) and parameters?
I have had consistent results on backtest at various periods, but did not understand what it does right, which I'm afraid to use it.

cjdduarte
20 Jan 2015, 20:33

RE: RE:

This option will be available in the future?

Spotware said:

cbellew said:

Do you want to find the Symbol that shows the best results?

cjdduarte
16 Jan 2015, 18:33

Your issue resolved? Is going through something like that.