Automated optimization in MT4 EAs

I've searched through the Forum but didn't find any topic which's strictly about automated optimization in the MetaTrader 4 language (MQL4).
The question is simple: how would YOU create an EA that is auto-optimizing itself? Do you think it's possible at all?

Let me hear your thoughts! Thanks, have a great weekend everyone!

Hi I am actually currently experimenting with this idea. to create an EA that doesnt require optimization that would be adaptable to all kinds of currency pairs and market conditions. Basically what changes in the market is the average daily range of the pair, thats why fixed targets sometimes no longer becomes valid when the range of the pair changes alos when this happens the indicators settings also become obsolte. Im currently experementing on using the ATR indicator to dictate the settings of my other idicators that generate the buy and sell signals for the EA. Also all the targets are also dependent on the range of the pair. Theoretically this should eliminate the need for optimization... I just began the creation of this EA last week and still have no conclusive findings.

-Mikhail

You are talking about Artificial Intelligence man..I don't think this is easy to program, at least for non-programmers like us, unless you are a programmer yourself...


Thanks,

Nader

This is one of the examples of how my EA automatically picks the best number for a parameters for every candle.

In the first version of my EA, moneymaker, my spike function was very simple. A spike was declared simply if the candle was more than a certain length, for example 71 pips.

This number would be the average best setting over a period of time, in my case 6 months. But I wanted the EA to be much more precise and always know how many pips it would take to make a candle, no matter the market. If the market is ranging very tightly, then maybe just a 20 or 25 pip candle would be a spike, but in a large trending market, it would need to be 70+ pips. So I set two ma lines, and and defined a spike as a candle longer than the width between the two ma lines X a constant(something about 3).

As the market trends more and more, the distance between the two MA lines increases and the candle width necessary for a spike increases. As the market ranges, the two ma lines become closer and closer together and the minimum length for a spike goes down.

This is how I've addressed auto-optimization. Eventually you should be able to get ride of every single extern variable.

iv put the code in my ea for auto optimisation
everything seems fine, but the files that need to be written just arent
id definatly like some help lol
heres the article
http://articles.mql4.com/506

i did everything the article says, everything seems to work properly,
tester opens, optimisation runs, then closes
my ea pauses throughout this
but files are never saved, and my ea settings are never saved
has any1 else done this?

i got it working
had to reinstal mt4
i couldnt save reports in history or tester
its all working good now

my expert trades on open price only
but all i can get is tick from optimization
in the code below id think that this string ArrayOpttim[6] = "TestModel="+3;
its default was 0, changing this value makes no diference
if some1 could tell me how i can get tester to use open price only id be in ur debt
iv searched n searched
see it takes my puter 35 minutes to optimise 1 week of data on tick, but less than 2 minutes on open price
il include the file also






ArrayOpttim[0] = ";optimise strategy tester";
ArrayOpttim[1] = "ExpertsEnable=true"; //Vkl/Vykl the experts
ArrayOpttim[2] = "TestExpert="+NameMTS; //Designation of the file of the expert
ArrayOpttim[3] = "TestExpertParameters="+NameFileSet; //Designation of file with the parameters
ArrayOpttim[4] = "TestSymbol="+Symbol(); //Tool
ArrayOpttim[5] = "TestPeriod="+Period(); //Period
ArrayOpttim[6] = "TestModel="+3; //Regime of the simulation
ArrayOpttim[7] = "TestRecalculate=true"; //To recount
ArrayOpttim[8] = "TestOptimization=true"; //Optimization
ArrayOpttim[9] = "TestDateEnable=true"; //Èñïîëüçîâàòü äàòó
ArrayOpttim[10]= "TestFromDate="+DateStart; //Äàòà íà÷àëà òåñòèðîâàíèÿ
ArrayOpttim[11]= "TestToDate="+DateStop; //Äàòà îêîí÷àíèÿ òåñòèðîâàíèÿ
ArrayOpttim[12]= "TestReport="+FileReport; //Èìÿ ôàéëà îò÷åòà
ArrayOpttim[13]= "TestReplaceReport=true"; //Ïåðåçàïèñü ôàéëà îò÷åòà
ArrayOpttim[14]= "TestShutdownTerminal=false"; //Çàêðûòü òåðìèíàë ïî çàâåðøåíèþ

i dont know why i cant change the setting on this computer
but i copied my stuff to my laptop n it works

heres a tip
the ea in the terminal-tester directory should not have the auto optimization code, but must be the same name, this was the root of all my troubles from the begginning

i wanted to report my final findings
i will not use auto optimization any longer
after all the time i put into it it just dont work right
the program does not pick the good settings, in fact i find it to be completely random
from picking a medium setting to picking the worse
iv tried deleting these files and starting from scratch between each test
deleting test1, test2, all ini files, all reports, totally reinstalling the entire directory
i cannot get it to duplicate the results twice in any condition
and on top of that it picks the crappiest settings

this line of code does not seem to help neither in sorting the results

int Gross_Profit = 1; //Ñîðòèðîâêà ïî Ìàêñèìàëüíîé ïðèáûëè
int Profit_Factor = 2; //Ñîðòèðîâêà ïî Ìàêñèìàëüíîé ïðèáûëüíîñòè
int Expected_Payoff= 3; //Ñîðòèðîâêà ïî Ìàêñèìàëüíîìó ìàòîæèäàíèþ

the setting it picked were not good in gross profit
nor profit factor
nor payoff

it beats the hell outa me whats wrong

if any1 ever figures out the problem please post it here

another thing is that it writes test1, test2 to the files folder, but no report
maybe this is the problem but its beyond my understanding