Developing a multi-currency Expert Advisor (Part 9): Collecting optimization results for single trading strategy instances
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, 10-24-2024 at 01:24 PM (162 Views)
more...We have already implemented a lot of interesting things in the previous articles. We have a trading strategy or several trading strategies that we can implement in the EA. Besides, we have developed a structure for connecting many instances of trading strategies in a single EA, added tools for managing the maximum allowable drawdown, looked at possible ways of automated selection of sets of strategy parameters for their best work in a group, learned how to assemble an EA from groups of strategy instances and even from groups of different groups of strategy instances. But the value of the results already obtained will greatly increase if we manage to combine them together.
Let's try to outline a general structure within the article framework: single trading strategies are fed into the input, while the output is a ready-made EA, which uses selected and grouped copies of the original trading strategies that provide the best trading results.