Metatrader 5 optimization tutorial
Вставка
- Опубліковано 28 вер 2024
- 💰 Join Darwinex Zero and get 20% off: trustfultradin...
💎 Take a FTMO prop firm challenge: trustfultradin...
💎 5%ers prop firm: trustfultradin...
✅ Code your own trading bots: trustfultradin...
✅ Learn advanced mql5 programming: trustfultradin...
🏛️ My broker: trustfultradin...
🖥️ Get a good and cheap VPS: trustfultradin...
📊 My EA: www.mql5.com/e...
📊 SpreadRecorder: www.mql5.com/e...
📊 DataEditor: www.mql5.com/d...
🌐 Website: trustfultradin...
💬Join my free Discord server: / discord
As an algo trader I develop and trade strategies with metatrader 5.
Automated trading makes it possible to be consistently profitable in the forex market. If you have any questions about algo trading, metatrader or programming trading systems (Expert Advisor or EA), just write a comment or visit my website. You can also join my discord server for free.
⚠️ Disclaimer: Some links included in the description might be affiliate links, so I might receive a tiny commission if you use my links. But there is no additional cost for you! Thanks for supporting my work. Your support allows me to keep recording the videos.
Trading in derivative products such as futures, options, CFD's, forex and certificates contains significant risk. These products are not suitable for every investor. Investors could potentially lose all or more than the original investment. If anything, only money equal to personal risk capital should be used and can be lost without jeopardizing financial security or lifestyle. Partially or fully automated trading programs can be used to assist the trader only. Past performance is not an indication of future results. Our trading systems have been developed to the best of our knowledge and belief. Despite careful programming, errors may still exist. We do not assume any liability for errors in the programming of the trading systems. You use the trading systems on your own responsibility. You are responsible if losses occur due to the trading systems.
Total risk notice: trustfultradin...
![[UA] Eternal Fire проти NAVI | EPL Season 20 Malta](http://i.ytimg.com/vi/chvlsDygrZM/mqdefault.jpg)
Enjoy 🙂
Thank you very much 🙂
Thanks for watching!
You are a crack bro, you have a lot of talent to explain things. Thank you so much, you give us a lot with all your videos!
I appreciate that! Thank you for watching! ✌
Your content is worth gold, it is an honor to see it 🏆
very very very helpful, I watched the video and felt comfortable enough to navigate the EA's setting and inputs to ultimately optimize for the results im looking for results and most importantly sustain them.
There will never be a time to not optimize because market conditions are constantly changing and as a trader you must be able to adapt.
Very helpful. Thank you. I look forward to more on optimisation, but this is enough to get me started for now.
This is so far the best video on mt5 optimization I've seen!!! 😎 Have you ever thought of using neural networks for an EA????
Thanks, thats a topic I want to take a look at in the future ;)
Excellent!
Thank you! Cheers!
Love this channel
Thank you ;)
Hi Toby. Thanks for the great series. Did you noticed during the optimisation there were errors in the Journal tab. The errors during the optimisation could that be from the dow selection when all days are false? "tested with error - incorrect input parameters in 0:00:00.000" . -- The actual EA compiled with no errors. 🙂
Yes, I know. That's perfectly fine. If you test all five days, there will be combinations with all days "wrong". The EA will simply skip these combinations as we check the inputs directly in the Oninit function. This way we don't waste time with these combinations. Thanks for watching ;D
Thanks for the video, I like to learn more about stable strategy development optimization. Any tips?
Thinking about uploading more about this in the future. Make sure neighbor parameters also work.
Please test with every tick based on real ticks!
Great video but I'm wondering in the results column why are the numbers different colors? It's doesn't reflect largest to smallest so I wasn't sure what it could be
when have the best is possible save the parameters or need reedit the code of ea ¿ thnx 4 all
You can save all the paramters to a file. Right click in the Inputs tab and save it ;)
@@trustfultrading tnks for your fast answer , need your help when optimiz you check all parameters or 1 to 1 ..? Becouse if check all parameters its a overoptimize ? Or fix it with a out sample analisis thnks men
is the default data in MT5 making huge difference comparing to yours? because I've followed your previous video all along and with the same setting, the profit is different from yours.
Like $10000 -> around $10500 maximum for 6~7years
I am not sure is it because of the data quality or what. Is the default data in MT5 really that bad that isn't even trustworthy?
Yes. First of all, there is a high probability that the data contains errors. Second, there is not enough high-resolution data. So every year further back it often gets worse. Take a look here where I also talked a bit about the data problem: ua-cam.com/video/VKZPf6V4zHU/v-deo.html
@@trustfultrading oh I found the reason why the profit is so low over 6~7years. It's because I set the lotsize as 0.01.
However, the situation got even more weird when I change the lot size back to 1. The profit is way higher than yours in this video. like $10000 -> $37000 something.
Is it again about the data quality? How could I ensure every setting is fine for the historical data if the difference coudl be so huge?
and because I am new to algo trading. I wonder if you really use this strategy in real market and earn profit with it? As it looks so simple to me and this kind of breakout doesn't really make sesne to me in terms of technical anaylsis (not an expert tho).
I wonder if I could really use this strategy right now in all kinds of market after a few input tuning.
Goof job, I am interested in knowing more about your optimization process.
Another great video Tobias thanks for all your work making these - I am learning a lot and watching all your videos and looking forward to the next one - Appreciate all that you do 💯👍
Thanks for watching, it's nice to know the content is useful! ☺
I’m currently having an issue with an EA that I’m trying to use in the MT5 strategy tester. “Error: ActionTrade::ManageOrderSend(): OrderCheck(): Invalid order filling type” It will run the test but not execute any trades and there are 0 bug or error if I compile it. The MT4 version of this EA works without any issues. Have you ever had this problem?
Thank you, finally, I know how to optimize, always thought it has to be done on the code xD I was just one click away from selecting a parameter to optimize lol
Why your optimization result shows that trades on Wednesday should be off? I mean what is special about Wednesday. Perhaps it is just by chance.
HELLO...MI FRIEND WHEN TRYING TO OPTIMIZE IT TELLS ME SERVER SWITCHED OFF... AND I DO NOT KNOW WHAT I SHOULD DO CAN HELP ME? THANK YOU
Hello, thank you for the great video! Is there a way I can find the optimization result with the smoothest equity curve? Without having to individually go through each result and running a test to see the graph. Thanks!
Thank you! Yes there is. You can write your own custom optimization criteria. What I do is to calculate the coefficient of determination. On my video list.
@@trustfultrading bro. You are on a different fucken level. Keep up the awesome videos. Thank you!!
Another GEM 💎 👽
Thanks ;)
Thank you so much! your videos are pure gold!
You're very welcome!
Waiting for your New Videos Mate 👽🙏
Very soon! What topic would be interesting for you?
Your explanations are simple and clear. As you explain as you write the code, the pace is perfect. Thanks a lot for these wonderful videos.
Glad it was helpful!
Why is MasterEA not available?
useful big thanks bro
keep doing what you do😀
That's the plan! Thanks for watching 💪
Thank you again.
Your channel will grow keep adding different videos that are unique like this can u also do monte carlo pls
Thank you man, I'm trying ;D Monte carlo analysis is a bit more advanced. I still got some more basic stuff to cover.
Can you test it with everytick base on real tick because the other are not accurate at all
I used the open tick mode. This is the most accurate test you can do. A real tick test is not really useful. Unless you get tick data from your broker.
@@trustfultrading yea u can try mt5 backtester mt5 backtester uses your broker spread and slippage you should try that one
@@harmansairani5430 You should use a custom symbol for backtesting.
@@trustfultrading dude i have many ea that perform millions percent in mt4 but not in mt5 i tested 1 of my ea for week in real life and then backtest it on mt5 it was same result but you have to chose every tick base on real tick
@@harmansairani5430 I'm happy for you if you have profitable strategies, thats nice 👍
Hey Toby. When will you create the videos for stable strategy development, curve fitting and over-optimization? You promised to create those.
Would it be the same for a multisymbol EA
No. These settings are only for USDJPY. They might work on other JPY pairs too.
The optimization part would be the same yes.
single year tests to check the deviation helps also to build something stable.
great 💜💜💜💜💜💜
Thanks!
Thanks for the great video. Do we have to define the variables differently so they can get optimized? I have a code running fine on a simple test but as soon as I try to optimize it, the code run without error but not a single trade is taken
Same as mine did you figured out how to fix it
Much appreciated. thanks
Hi thanks for the great Video! But one Question about you. Are you a german or from Germany and where are you living now? Tanks.
I'm a german from germany living in germany
@@trustfultrading lol. Man hört es am Akzent. Hast du einen Discord Server oder ähnliches wo man sich mal austauschen kann?
LG
@@nilsmueller81 ;D Kannst mir gerne auf telegram schreiben. Können dann auch mal kurz quatschen. 😊
Is comission considered in this symbol?
Yes, thats very important!
@@trustfultrading no wonder why I made more profit on my backtest as I haven't setup the commission yet
@@OneOfTheManyJason 🤑
@@trustfultrading I've added the commission now. However, with the same period & setting & input & code & commission, my result is still a bit different from yours.
my profit is now 37435.95 and yours is 35813.41
It's pretty close but it's still different. I wonder what am I missing for the history data.
Did you add/delete/modify your data for USD/JPY?
@@OneOfTheManyJason I use the data from tickstory(dukascopy). I also looked through the data and deleted/added things to get a good data set.
More of these tutorials with more detailed explaining information would be great.
Anyhow this is a great beginning!!
Noted!
Nice