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Introduction
The built-in tester of MetaTrader 5 means that you can optimize most refined algotrading methods. The results of this course of is a desk with the robotic’s efficiency for various (extra worthwhile, if discovered) enter settings. Every particular cross has its personal set of enter variables, and could be probed instantly from the GUI desk by mouse click on or context menu command Run Single Take a look at.
The issues turn out to be barely harder if you happen to run not an strange optimization, however a walk-forward optimization pushed by the WFO library. The library generates its personal HTML-report with testing passes grouped by strolling home windows and ahead steps. You’ll be able to’t double click on there to launch the robotic with correponding parameters.
The issues
To alleviate the issue the library shows the variety of every cross within the 1-st left column of tables in HTML-reports. The concept of figuring out passes by their numbers could be very logical and simple to make use of, but there’s one other drawback right here.
Sadly, MetaTrader 5 offers actual cross numbers just for full-scale (sluggish) optimization mode, however not for genetic (quick) optimization. You’ll be able to test that after thorough optimization, cross IDs within the built-in tester desk corresponds to IDs within the HTML-report. When genetics come into motion, the IDs are displayed within the built-in tester within the kind (technology index; occasion index), whereas MQL5 applications (and WFO library as properly) receives summary numbers calculated by inside (undisclosed) algorithm from check hash. Consequently, consumer cannot simply discover corresponding information in the usual report and within the WFO report.
And even worse. The genetic-related tuple IDs (technology index; occasion index) are proven within the GUI desk solely after optimization! In the event you run one other optimization or simply shut the terminal and reopen it a while later, then the tester reloads the cached desk with out the IDs. The column with numbers of passes is empty in case of genetic optimization. Whilst you’re working inside MT5 solely, this isn’t a giant drawback, as a result of you possibly can copy settings from the desk with out understanding their ID. However in case when an exterior program is concerned, cross ID could be important for integration.
WFO library is very like an exterior program, since MQL5 API offers very restricted information. Usually you’ve gotten a HTML-report from WFO the place greatest present settings are highlighted in inexperienced and it is advisable find these particular settings in MetaTrader with the intention to check or apply on-line. The variety of the cross (proven in HTML) cannot assist in the tester or on a chart.Â
With that being stated, the one official technique to match passes in HTML-report and passes within the tester desk is by settings itself! Considering that enter parameters could be quite a few, it’s totally onerous to do in apply.
For this reason I developed a Chrome extension which solves the issue no less than for customers of Chromium-based browsers.Â
The answer
The Chrome extension is a set of recordsdata, which ought to be put in into your browser. After that is performed (as soon as), your browser will get a brand new small operate: you can click on particular desk cell with settings (within the column Parameters) in HTML-report of WFO and corresponding settings might be copied into Home windows clipboard. Then it can save you it right into a set-file and apply to your robotic as regular.
The identify of the extension is MT5-WFO-set-clipboard.
- Unzip the hooked up archive right into a devoted folder.
- In your browser select Settings -> Extensions and allow Developer Mode by clicking the toggle change.
- In your browser select Settings -> Extensions and press Load unpacked extension.
- Navigate to the folder with the extension and make sure your alternative. The extension MT5-WFO-set-clipboard ought to seem on the web page with extensions.
- Press Particulars button contained in the extension’s panel and ensure Enable entry to file URLs is enabled.
- [Optional] It could be useful to activate the choice Enable in incognito in Particulars as properly.
You’ll be able to disable or take away extension at any time.
Follow
In HTML-report constructed by WFO there exist 2 sorts of parameters: mounted parameters (non-optimized) with fixed values and variables (optimized). All of them are talked about on the prime of the report.
Under on the web page are tables with walk-forward exams. Variable parameters are specified within the rightmost column for every cross. You’ll be able to hover mouse over the caption Parameters with the intention to see the order through which the parameters are proven.
Clicking on any cell with variables (within the column Parameters) will generate a textual content within the format of MT5’s set-file and duplicate it into clipboard.
For instance, here’s what you get after clicking on the inexperienced cell from the screenshot above.
Signal_ThresholdOpen=10.0 Signal_ThresholdClose=10.0 Signal_PriceLevel=0.0 Signal_StopLevel=200 Signal_TakeLevel=400 Signal_Expiration=4.0 Signal_Envelopes_PeriodMA=30 Signal_Envelopes_Shift=0.0 Signal_Envelopes_Method=0.0 Signal_Envelopes_Applied=1.0 Signal_Envelopes_Deviation=0.4 Signal_Envelopes_Weight=1.0 Signal_WPR_PeriodWPR=13 Signal_WPR_Weight=1.0 Trailing_ParabolicSAR_Step=0.060 Trailing_ParabolicSAR_Maximum=1.95 EnableWFO=1.0 wfo_windowSize=-1.0 wfo_customWindowSizeDays=90.0 wfo_stepSize=-1.0 wfo_customStepSizePercent=10.0 wfo_stepOffset=0.0 wfo_estimation=2.0 wfo_advancedOptions=32.0
Please word that the set-text accommodates all parameters – each fixed and variable.
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