Stroll-forward optimization library for MetaTrader: copy settings from html-report to clipboard – Buying and selling Techniques – 27 September 2024

The built-in tester of MetaTrader 5 lets you optimize most refined algotrading methods. The results of this course of is a desk with the robotic’s efficiency for various (extra worthwhile, if discovered) enter settings. Every particular cross has its personal set of enter variables, and could be probed instantly from the GUI desk by mouse click on or context menu command Run Single Check.

The issues develop into barely harder if you happen to run not an extraordinary optimization, however a walk-forward optimization pushed by the WFO library. The library generates its personal HTML-report with testing passes grouped by strolling home windows and ahead steps. You possibly can’t double click on there to launch the robotic with correponding parameters.

To alleviate the issue the library shows the variety of every cross within the 1-st left column of tables in HTML-reports. The thought of figuring out passes by their numbers could be very logical and simple to make use of, but there may be one other downside right here.

Sadly, MetaTrader 5 offers actual cross numbers just for full-scale (sluggish) optimization mode, however not for genetic (quick) optimization. You possibly can verify that after thorough optimization, cross IDs within the built-in tester desk corresponds to IDs within the HTML-report. When genetics come into motion, the IDs are displayed within the built-in tester within the kind (era index; occasion index), whereas MQL5 applications (and WFO library as nicely) receives summary numbers calculated by inside (undisclosed) algorithm from take a look at hash. In consequence, consumer cannot simply discover corresponding data in the usual report and within the WFO report.

And even worse. The genetic-related tuple IDs (era index; occasion index) are proven within the GUI desk solely after optimization! When you run one other optimization or simply shut the terminal and reopen it a while later, then the tester reloads the cached desk with out the IDs. The column with numbers of passes is empty in case of genetic optimization. Whilst you’re working inside MT5 solely, this isn’t a giant downside, as a result of you may copy settings from the desk with out realizing their ID. However in case when an exterior program is concerned, cross ID can be important for integration.

WFO library is very similar to an exterior program, since MQL5 API offers very restricted data. Usually you could have a HTML-report from WFO the place finest present settings are highlighted in inexperienced and it’s worthwhile to find these particular settings in MetaTrader in an effort to take a look at or apply on-line. The variety of the cross (proven in HTML) cannot assist in the tester or on a chart. 

With that being stated, the one official solution to match passes in HTML-report and passes within the tester desk is by settings itself! Making an allowance for that enter parameters could be quite a few, it is very laborious to do in apply.

That is why I developed a Chrome extension which solves the issue at the least for customers of Chromium-based browsers. 

The answer

The Chrome extension is a set of recordsdata, which must be put in into your browser. After that is accomplished (as soon as), your browser will get a brand new small operate: you’ll click on particular desk cell with settings (within the column Parameters) in HTML-report of WFO and corresponding settings will likely be copied into Home windows clipboard. Then it can save you it right into a set-file and apply to your robotic as common.

Unzip the hooked up archive right into a devoted folder. In your browser select Settings -> Extensions and allow Developer Mode by clicking the toggle swap. In your browser select Settings -> Extensions and press Load unpacked extension. Navigate to the folder with the extension and ensure your selection. The extension MT5-WFO-set-clipboard ought to seem on the web page with extensions. Press Particulars button contained in the extension’s panel and ensure Enable entry to file URLs is enabled. [Optional] It is likely to be useful to activate the choice Enable in incognito in Particulars as nicely.

Follow

In HTML-report constructed by WFO there exist 2 sorts of parameters: mounted parameters (non-optimized) with fixed values and variables (optimized). All of them are talked about on the high of the report.

Beneath on the web page are tables with walk-forward assessments. Variable parameters are specified within the rightmost column for every cross. You possibly can hover mouse over the caption Parameters in an effort to see the order wherein the parameters are proven.

Clicking on any cell with variables (within the column Parameters) will generate a textual content within the format of MT5’s set-file and duplicate it into clipboard.

For instance, here’s what you get after clicking on the inexperienced cell from the screenshot above.

Signal_ThresholdOpen=10.0
Signal_ThresholdClose=10.0
Signal_PriceLevel=0.0
Signal_StopLevel=200
Signal_TakeLevel=400
Signal_Expiration=4.0
Signal_Envelopes_PeriodMA=30
Signal_Envelopes_Shift=0.0
Signal_Envelopes_Method=0.0
Signal_Envelopes_Applied=1.0
Signal_Envelopes_Deviation=0.4
Signal_Envelopes_Weight=1.0
Signal_WPR_PeriodWPR=13
Signal_WPR_Weight=1.0
Trailing_ParabolicSAR_Step=0.060
Trailing_ParabolicSAR_Maximum=1.95
EnableWFO=1.0
wfo_windowSize=-1.0
wfo_customWindowSizeDays=90.0
wfo_stepSize=-1.0
wfo_customStepSizePercent=10.0
wfo_stepOffset=0.0
wfo_estimation=2.0
wfo_advancedOptions=32.0

Please observe that the set-text accommodates all parameters – each fixed and variable.