Mt4: All possible Combinations of Multiple arrays

#1
First Post: Edited 2:33pm Aug 1, 2013 2:15pm | Edited 2:33pm

Ati Baia
| Joined Nov 2011 | Status: Trader | 1,042 Posts

hi,

just a question: I'm coding something a bit like Strategy Tester Optimized Mode.

each Variable I want to Optimize is defined by simplified:

- Variable.Name: Supporting at the moment Type: Integers, Doubles, and Bools
- Special.Value: Can be NONE (note used) or any value: e.g. -1 which does not fit with Step
- Start.Value: Always used
- End.Value: Always used
- Steps: Can be NONE (note used e.g. Bools use only Start/End Values) or any Steps to increase the previous used Value till the end.Value is reached

1.example:
-Variable.Name1: SpreadPips
- Special.Value: NONE
- Start.Value: 0.0
- End.Value: 15.0
- Steps: 1.0

-Variable.Name2: MAPeriod
- Special.Value: NONE
- Start.Value: 10
- End.Value: 50
- Steps: 10

-Variable.Name3: Usefilter
- Special.Value: NONE
- Start.Value: false
- End.Value: true
- Steps: NONE

2.example:
-Variable.Name1: SpreadPips
- Special.Value: NONE
- Start.Value: 0.0
- End.Value: 15.0
- Steps: 1.0

-Variable.Name2: StochPeriod
- Special.Value: NONE
- Start.Value: 10
- End.Value: 50
- Steps: 10

-Variable.Name3: StochSlowing
- Special.Value: NONE
- Start.Value: 1
- End.Value: 3
- Steps: 1

-Variable.Name4: StochType
- Special.Value: NONE
- Start.Value: 1
- End.Value: 2
- Steps: NONE

-Variable.Name5: Usefilter
- Special.Value: NONE
- Start.Value: false
- End.Value: true
- Steps: NONE

-Variable.Name6: LimitMaxSimultaneusTo
- Special.Value: -1 (Not limited)
- Start.Value: 1
- End.Value: 50
- Steps: 1

Basically I want to get all possible combinations into 1 array:
using 2.example:
- first Combinatiion: 6 Values array index: 0-5
- next Combinatiion: 6 Values array index: 6-11
etc..ect

Any Helpful ideas how to best do it is welcome.

Cheers

Ati

Money is important, Love is essential.

#2
Aug 1, 2013 2:56pm Aug 1, 2013 2:56pm

MaxDoom
| Commercial User | Joined Feb 2010 | 13,260 Posts

Quoting Ati Baia

Disliked

hi, just a question: I'm coding something a bit like Strategy Tester Optimized Mode. each Variable I want to Optimize is defined by simplified: - Variable.Name: Supporting at the moment Type: Integers, Doubles, and Bools - Special.Value: Can be NONE (note used) or any value: e.g. -1 which does not fit with Step - Start.Value: Always used - End.Value: Always used - Steps: Can be NONE (note used e.g. Bools use only Start/End Values) or any Steps to increase the previous used Value till the end.Value is reached 1.example: -Variable.Name1: SpreadPips...

Ignored

it cannot be done as you want into a single array unless you make all of the data the same type, ie: a double number, you simply can't have mixed data types.

once you do that it is not difficult, either use a an X dimensional array or a single dimension and use a manual offset pointer to the beginning of each record.

in all honesty though if you didn't know this you are going to struggle to "I'm coding something a bit like Strategy Tester Optimized Mode"

#3
Aug 1, 2013 3:13pm Aug 1, 2013 3:13pm

Ati Baia
| Joined Nov 2011 | Status: Trader | 1,042 Posts

Thanks MaxDoom,
it cannot be done as you want into a single array unless you make all of the data the same type, ie: a double number, you simply can't have mixed data types.
I know this - so no problem with that.

once you do that it is not difficult, either use a an X dimensional array or a single dimension and use a manual offset pointer to the beginning of each record.
I can not use a X dimensional array because they are limited to 4 dimension. So I planned to use a single array: with offsets

basically the offset will be always the number of configured variables to optimize

in all honesty though if you didn't know this you are going to struggle to "I'm coding something a bit like Strategy Tester Optimized Mode"
Don't think I will have a major problem as I nearly finished: it's part of a bigger thing

My main question is: what is the best way to produce ALL possible combinations: in the case that the number of variables are user defined

the main loops logic

Cheers

Ati

Money is important, Love is essential.

#4
Aug 1, 2013 3:34pm Aug 1, 2013 3:34pm

CodeMeister
Joined Sep 2009 | Status: Making Code While Making Pips | 1,672 Posts

The best way to do this is with a language with powerful features like dynamic variables, classes and structures. Using arrays and doing ad hoc memrory managemnet is just going to be brutal to code and test. It probably can be done, but people don't do things that way any more.

#5
Aug 1, 2013 3:38pm Aug 1, 2013 3:38pm

Ati Baia
| Joined Nov 2011 | Status: Trader | 1,042 Posts

it is part of a MT4 code - I need to do it in MT4. anyway thanks.

Money is important, Love is essential.

#6
Edited 4:43pm Aug 1, 2013 4:04pm | Edited 4:43pm

Ati Baia
| Joined Nov 2011 | Status: Trader | 1,042 Posts

At the moment I plan to do something like this:

Wrote a subfunction to return always the correct next value for any Variable BLK

1. Init all variable BLKs with the first to use Value (Special.Value or if not used Start.Value)

Do a loop somewhere along this line

Inserted Code

       
          
      while (! Finished) { 
            //Loop through all Variable BLKS
            for (IDX = 0; IDX < i.Size.Arrays; IDX++) {
                //This Variable BLK: was at End.Value
                if (UsedValue[IDX] == End.Value[IDX]) {
                    if (IDX == i.Size.Arrays - 1) {
                        Finished = true 
                        break
                    }
                    //RESET and do the next for this Variable BLK
                    GetNextValueForBLK(IDX);
                }
                else {
                   //Just move this BLK forward
                    //GET NEXT
                    GetNextValueForBLK(IDX)
                    break 
                }
            }
        }

Money is important, Love is essential.

#7
Aug 1, 2013 4:58pm Aug 1, 2013 4:58pm

Ati Baia
| Joined Nov 2011 | Status: Trader | 1,042 Posts

Seems it was simpler than I first thought: basically the above idea does it.

a Configuration of:

Inserted Code

//PseudoT_Optimized (SECT) 
{'PseudoT_Optimized' 
    i.PT_O.BLK.NUM '3' 
    ['Optimize_Var1' 
        //WHICH_SECTION_BLK       
        s.PT_O.Sect.Identifier 'MOT_MULTI_SymTFI' 
        s.PT_O.BLK.Identifier 'MAINSECTION' 
        //VARIABLE TO OPTIMIZE 
        s.PT_O.Variable.Name 'd.MOT.PseudoT.Spread.Pips' 
        s.PT_O.Special.Value 'NONE' 
        s.PT_O.Start.Value '0.0' 
        s.PT_O.End.Value '10.0' 
        s.PT_O.Steps '1.0' 
    ] 
    ['Optimize_Var2' 
        //WHICH_SECTION_BLK       
        s.PT_O.Sect.Identifier 'LIMIT_NewOrders' 
        s.PT_O.BLK.Identifier 'LimitPerSym1' 
        //VARIABLE TO OPTIMIZE 
        s.PT_O.Variable.Name 'i.LNO.LimitSym.MaxOpenNum' 
        s.PT_O.Special.Value '-1' 
        s.PT_O.Start.Value '1' 
        s.PT_O.End.Value '5' 
        s.PT_O.Steps '1' 
    ] 
    ['Optimize_Var3' 
        //WHICH_SECTION_BLK       
        s.PT_O.Sect.Identifier 'PrintPlotOrdersRelated' 
        s.PT_O.BLK.Identifier 'NONE' 
        //VARIABLE TO OPTIMIZE 
        s.PT_O.Variable.Name 'b.PPOR.Plot.ChartReport' 
        s.PT_O.Special.Value 'NONE' 
        s.PT_O.Start.Value 'Y' 
        s.PT_O.End.Value 'N' 
        s.PT_O.Steps 'NONE' 
    ] 
} 
//END - PseudoT_Optimized (SECT)

OUTPUTS:

Inserted Code

RemoveLaterPrintValue: < | 0.0 | -1 | Y> 
RemoveLaterPrintValue: < | 1.00000000 | -1 | Y> 
RemoveLaterPrintValue: < | 2.00000000 | -1 | Y> 
RemoveLaterPrintValue: < | 3.00000000 | -1 | Y> 
RemoveLaterPrintValue: < | 4.00000000 | -1 | Y> 
RemoveLaterPrintValue: < | 5.00000000 | -1 | Y> 
RemoveLaterPrintValue: < | 6.00000000 | -1 | Y> 
RemoveLaterPrintValue: < | 7.00000000 | -1 | Y> 
RemoveLaterPrintValue: < | 8.00000000 | -1 | Y> 
RemoveLaterPrintValue: < | 9.00000000 | -1 | Y> 
RemoveLaterPrintValue: < | 10.0 | -1 | Y> 
RemoveLaterPrintValue: < | 0.0 | 1 | Y> 
RemoveLaterPrintValue: < | 1.00000000 | 1 | Y> 
RemoveLaterPrintValue: < | 2.00000000 | 1 | Y> 
RemoveLaterPrintValue: < | 3.00000000 | 1 | Y> 
RemoveLaterPrintValue: < | 4.00000000 | 1 | Y> 
RemoveLaterPrintValue: < | 5.00000000 | 1 | Y> 
RemoveLaterPrintValue: < | 6.00000000 | 1 | Y> 
RemoveLaterPrintValue: < | 7.00000000 | 1 | Y> 
RemoveLaterPrintValue: < | 8.00000000 | 1 | Y> 
RemoveLaterPrintValue: < | 9.00000000 | 1 | Y> 
RemoveLaterPrintValue: < | 10.0 | 1 | Y> 
RemoveLaterPrintValue: < | 0.0 | 2.00000000 | Y> 
RemoveLaterPrintValue: < | 1.00000000 | 2.00000000 | Y> 
RemoveLaterPrintValue: < | 2.00000000 | 2.00000000 | Y> 
RemoveLaterPrintValue: < | 3.00000000 | 2.00000000 | Y> 
RemoveLaterPrintValue: < | 4.00000000 | 2.00000000 | Y> 
RemoveLaterPrintValue: < | 5.00000000 | 2.00000000 | Y> 
RemoveLaterPrintValue: < | 6.00000000 | 2.00000000 | Y> 
RemoveLaterPrintValue: < | 7.00000000 | 2.00000000 | Y> 
RemoveLaterPrintValue: < | 8.00000000 | 2.00000000 | Y> 
RemoveLaterPrintValue: < | 9.00000000 | 2.00000000 | Y> 
RemoveLaterPrintValue: < | 10.0 | 2.00000000 | Y> 
RemoveLaterPrintValue: < | 0.0 | 3.00000000 | Y> 
RemoveLaterPrintValue: < | 1.00000000 | 3.00000000 | Y> 
RemoveLaterPrintValue: < | 2.00000000 | 3.00000000 | Y> 
RemoveLaterPrintValue: < | 3.00000000 | 3.00000000 | Y> 
RemoveLaterPrintValue: < | 4.00000000 | 3.00000000 | Y> 
RemoveLaterPrintValue: < | 5.00000000 | 3.00000000 | Y> 
RemoveLaterPrintValue: < | 6.00000000 | 3.00000000 | Y> 
RemoveLaterPrintValue: < | 7.00000000 | 3.00000000 | Y> 
RemoveLaterPrintValue: < | 8.00000000 | 3.00000000 | Y> 
RemoveLaterPrintValue: < | 9.00000000 | 3.00000000 | Y> 
RemoveLaterPrintValue: < | 10.0 | 3.00000000 | Y> 
RemoveLaterPrintValue: < | 0.0 | 4.00000000 | Y> 
RemoveLaterPrintValue: < | 1.00000000 | 4.00000000 | Y> 
RemoveLaterPrintValue: < | 2.00000000 | 4.00000000 | Y> 
RemoveLaterPrintValue: < | 3.00000000 | 4.00000000 | Y> 
RemoveLaterPrintValue: < | 4.00000000 | 4.00000000 | Y> 
RemoveLaterPrintValue: < | 5.00000000 | 4.00000000 | Y> 
RemoveLaterPrintValue: < | 6.00000000 | 4.00000000 | Y> 
RemoveLaterPrintValue: < | 7.00000000 | 4.00000000 | Y> 
RemoveLaterPrintValue: < | 8.00000000 | 4.00000000 | Y> 
RemoveLaterPrintValue: < | 9.00000000 | 4.00000000 | Y> 
RemoveLaterPrintValue: < | 10.0 | 4.00000000 | Y> 
RemoveLaterPrintValue: < | 0.0 | 5 | Y> 
RemoveLaterPrintValue: < | 1.00000000 | 5 | Y> 
RemoveLaterPrintValue: < | 2.00000000 | 5 | Y> 
RemoveLaterPrintValue: < | 3.00000000 | 5 | Y> 
RemoveLaterPrintValue: < | 4.00000000 | 5 | Y> 
RemoveLaterPrintValue: < | 5.00000000 | 5 | Y> 
RemoveLaterPrintValue: < | 6.00000000 | 5 | Y> 
RemoveLaterPrintValue: < | 7.00000000 | 5 | Y> 
RemoveLaterPrintValue: < | 8.00000000 | 5 | Y> 
RemoveLaterPrintValue: < | 9.00000000 | 5 | Y> 
RemoveLaterPrintValue: < | 10.0 | 5 | Y> 
RemoveLaterPrintValue: < | 0.0 | -1 | N> 
RemoveLaterPrintValue: < | 1.00000000 | -1 | N> 
RemoveLaterPrintValue: < | 2.00000000 | -1 | N> 
RemoveLaterPrintValue: < | 3.00000000 | -1 | N> 
RemoveLaterPrintValue: < | 4.00000000 | -1 | N> 
RemoveLaterPrintValue: < | 5.00000000 | -1 | N> 
RemoveLaterPrintValue: < | 6.00000000 | -1 | N> 
RemoveLaterPrintValue: < | 7.00000000 | -1 | N> 
RemoveLaterPrintValue: < | 8.00000000 | -1 | N> 
RemoveLaterPrintValue: < | 9.00000000 | -1 | N> 
RemoveLaterPrintValue: < | 10.0 | -1 | N> 
RemoveLaterPrintValue: < | 0.0 | 1 | N> 
RemoveLaterPrintValue: < | 1.00000000 | 1 | N> 
RemoveLaterPrintValue: < | 2.00000000 | 1 | N> 
RemoveLaterPrintValue: < | 3.00000000 | 1 | N> 
RemoveLaterPrintValue: < | 4.00000000 | 1 | N> 
RemoveLaterPrintValue: < | 5.00000000 | 1 | N> 
RemoveLaterPrintValue: < | 6.00000000 | 1 | N> 
RemoveLaterPrintValue: < | 7.00000000 | 1 | N> 
RemoveLaterPrintValue: < | 8.00000000 | 1 | N> 
RemoveLaterPrintValue: < | 9.00000000 | 1 | N> 
RemoveLaterPrintValue: < | 10.0 | 1 | N> 
RemoveLaterPrintValue: < | 0.0 | 2.00000000 | N> 
RemoveLaterPrintValue: < | 1.00000000 | 2.00000000 | N> 
RemoveLaterPrintValue: < | 2.00000000 | 2.00000000 | N> 
RemoveLaterPrintValue: < | 3.00000000 | 2.00000000 | N> 
RemoveLaterPrintValue: < | 4.00000000 | 2.00000000 | N> 
RemoveLaterPrintValue: < | 5.00000000 | 2.00000000 | N> 
RemoveLaterPrintValue: < | 6.00000000 | 2.00000000 | N> 
RemoveLaterPrintValue: < | 7.00000000 | 2.00000000 | N> 
RemoveLaterPrintValue: < | 8.00000000 | 2.00000000 | N> 
RemoveLaterPrintValue: < | 9.00000000 | 2.00000000 | N> 
RemoveLaterPrintValue: < | 10.0 | 2.00000000 | N> 
RemoveLaterPrintValue: < | 0.0 | 3.00000000 | N> 
RemoveLaterPrintValue: < | 1.00000000 | 3.00000000 | N> 
RemoveLaterPrintValue: < | 2.00000000 | 3.00000000 | N> 
RemoveLaterPrintValue: < | 3.00000000 | 3.00000000 | N> 
RemoveLaterPrintValue: < | 4.00000000 | 3.00000000 | N> 
RemoveLaterPrintValue: < | 5.00000000 | 3.00000000 | N> 
RemoveLaterPrintValue: < | 6.00000000 | 3.00000000 | N> 
RemoveLaterPrintValue: < | 7.00000000 | 3.00000000 | N> 
RemoveLaterPrintValue: < | 8.00000000 | 3.00000000 | N> 
RemoveLaterPrintValue: < | 9.00000000 | 3.00000000 | N> 
RemoveLaterPrintValue: < | 10.0 | 3.00000000 | N> 
RemoveLaterPrintValue: < | 0.0 | 4.00000000 | N> 
RemoveLaterPrintValue: < | 1.00000000 | 4.00000000 | N> 
RemoveLaterPrintValue: < | 2.00000000 | 4.00000000 | N> 
RemoveLaterPrintValue: < | 3.00000000 | 4.00000000 | N> 
RemoveLaterPrintValue: < | 4.00000000 | 4.00000000 | N> 
RemoveLaterPrintValue: < | 5.00000000 | 4.00000000 | N> 
RemoveLaterPrintValue: < | 6.00000000 | 4.00000000 | N> 
RemoveLaterPrintValue: < | 7.00000000 | 4.00000000 | N> 
RemoveLaterPrintValue: < | 8.00000000 | 4.00000000 | N> 
RemoveLaterPrintValue: < | 9.00000000 | 4.00000000 | N> 
RemoveLaterPrintValue: < | 10.0 | 4.00000000 | N> 
RemoveLaterPrintValue: < | 0.0 | 5 | N> 
RemoveLaterPrintValue: < | 1.00000000 | 5 | N> 
RemoveLaterPrintValue: < | 2.00000000 | 5 | N> 
RemoveLaterPrintValue: < | 3.00000000 | 5 | N> 
RemoveLaterPrintValue: < | 4.00000000 | 5 | N> 
RemoveLaterPrintValue: < | 5.00000000 | 5 | N> 
RemoveLaterPrintValue: < | 6.00000000 | 5 | N> 
RemoveLaterPrintValue: < | 7.00000000 | 5 | N> 
RemoveLaterPrintValue: < | 8.00000000 | 5 | N> 
RemoveLaterPrintValue: < | 9.00000000 | 5 | N> 
RemoveLaterPrintValue: < | 10.0 | 5 | N>

Money is important, Love is essential.

#8
Aug 2, 2013 10:17am Aug 2, 2013 10:17am

Ati Baia
| Joined Nov 2011 | Status: Trader | 1,042 Posts

Finished a basic implementation of it with the storage in a single array and the final part to run the Pseudo Trades Optimized code.

before I opened the thread I had some crazy complex ideas - but it actually was much simpler than I thought.

will still need to do some coding:
- want to implement the Optimization process also for string variables (probably using for the Steps section a delimited string list)
- and maybe in the future (if I need it): datetime to round it off: at the moment I'm just not sure what to do add for Steps seconds choose from a delimited string list...

still missing a few bits and pieces but so far quite satisfied.

Money is important, Love is essential.

#9
Last Post: Aug 2, 2013 10:54am Aug 2, 2013 10:54am

Ati Baia
| Joined Nov 2011 | Status: Trader | 1,042 Posts

just had an idea: instead of implementing a string item (as a delimited string list) I will do a more general ListItem
- that will for instance allow me to loop Optimization through TF or any Sequence which is not strictly: Step by Step.

anyway: this is off the threads topic.

No further posts expected.

Cheers

Ati

Money is important, Love is essential.

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Mt4: All possible Combinations of Multiple arrays
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