Using indicators for optimizing Expert Advisors in real time
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, 10-24-2018 at 12:00 PM (732 Views)
Contents
- Introduction
- 1. Idea
- 2. Trading strategy
- 3. Preparing the tester indicator
- 3.1. Class of virtual deals
- 3.2. Programming the indicator
- 4. Creating the EA
- 5. Testing the approach
- Conclusion
Every time we launch an Expert Advisor on a chart, we face an issue of selecting optimal parameters providing maximum profitability. To find such parameters, we optimize trading strategy on historical data. However, as you know, the market is in constant motion. Over time, the selected parameters lose their relevance.
Thus, an EA re-optimization is required. This cycle is constant. Every user chooses the moment of re-optimization on their own. But is it possible to automate that process? What are possible solutions? Perhaps, you have already considered a possibility of program control of the standard strategy tester via running the terminal with a custom configuration file. I would like to offer an unconventional approach and assign the tester functions to an indicator.
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