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Description of the parameters of the buying and selling system “Emperor” (Half 2) – Analytics & Forecasts – 19 Might 2022


Buying and selling system “Emperor”
https://www.mql5.com/ru/market/product/59948

Description of the parameters of the “Emperor” buying and selling system (Half 1)
https://www.mql5.com/en/blogs/submit/749156

MultiLevel Recording (MLR)

The variety of folders with recordsdata, if 0 then the settings is not going to be saved. Throughout optimization, the EA analyzes the outcomes of every go within the technique tester and saves the settings with the perfect ends in separate recordsdata. Information with settings (together with foreign money pair and chart interval) are saved in a separate folder.

Nevertheless, in response to the outcomes of optimization, constructive outcomes will be achieved with completely different settings, and nobody is aware of which settings would be the best in actual market circumstances. Subsequently, it is sensible to save lots of no less than a number of combos of settings, which might later be used on a number of accounts without delay by distributing funds between them. On this means threat diversification is achieved. Whereas we will make a loss on one account, a revenue is achieved on one other account.

To be able to automate the method of saving settings in numerous variations, it is sufficient to enhance the worth of the MultiLevelRecording parameter (abbreviated title – MLR) by the specified quantity. In consequence, after saving the settings in a single folder (for a sure foreign money pair with a sure chart interval), the EA will create a brand new folder for the subsequent variation, growing its quantity by one.

The primary folder quantity is the FolderNumber parameter, which incorporates all subfolders with a Magic_Number beginning quantity. All subsequent folders have numbers – (Magic_Number + serial variety of creation). The variety of every subsequent folder exceeds the earlier one after the other a number of (one digit).

Auto_Magic_Number

Computerized change of place identifier Magic_Number which by default is the beginning variety of subfolders situated within the root folder FolderNumber. That is essential to automate the method of testing the Professional Advisor after optimization.

PausePass

Throughout optimization, the robotic saves the perfect settings to recordsdata. This parameter doesn’t let you save settings which can be streaming one after one other, since there’s a likelihood that they don’t differ a lot from one another. Subsequently, every time after saving the subsequent file, the robotic will skip a sure variety of recordsdata with the intention to diversify buying and selling as a lot as potential. This specifies the variety of skips if 0 isn’t used.

ProtectionFile

That is safety in opposition to unintentional clicks within the technique tester, because of which the tester can begin and overwrite recordsdata (if ManualControl is enabled). To forestall this, you’ll be able to defend particular person file folders from any modifications. To do that, write down their numbers right here separated by a slash.

TestFileOne

With this feature, you’ll be able to take a look at a selected settings file from a shared folder. 0 is the primary file, 1 is the second file, 2 is the third file, and so forth. This lets you topic recordsdata with settings to extra checks individually, to establish and exclude recordsdata that weaken the general outcome. Such recordsdata will be deleted from the shared folder manually. To do that, go alongside the trail – AppData Roaming MetaQuotes Terminal Frequent Information (frequent folder with Professional Advisor recordsdata), discover pointless (at your discretion) recordsdata with settings and delete them.

For the Professional Advisor to work, it’s mandatory that there’s no less than one file within the shared folder, a most of 200 recordsdata. Every file can embody completely different settings, completely different chart durations, completely different foreign money pairs, or utterly completely different methods.

AutoStartTime

Consists of the whole variety of bars to optimize. This worth is used to set the optimization begin date, which is set otherwise for a similar variety of bars for various durations. So for example with a interval of H1 18000 bars, this is a bit more than 2 years of optimization. Nevertheless, when setting a smaller interval, the optimization time is diminished in proportion to the interval of the chart.

That is completely conditional, contemplating how lengthy it could possibly take to optimize an Professional Advisor for two years with a interval of M1. It is a big variety of bars that you might want to undergo with every go. The variety of passes will be within the hundreds.

This calculation saves us from having to shift the time within the technique tester each time relying on the chart interval. As well as, it should not solely be shifted, it have to be calculated, and all this complicates the work. So this easy operate drastically simplifies the optimization course of.

The one disadvantage of this operate in comparison with manually setting the optimization date within the technique tester is the fixed must idle the additional time set within the technique tester. For instance, within the technique tester, the set time interval takes 2 years, and in response to the interior settings of the adviser for 18,000 bars with a interval of M1, the time interval is ready a lot much less, and with every go, the adviser is pressured to undergo an additional part in idle, which takes a while. This impacts solely and solely the whole optimization time, it doesn’t have an effect on the standard of optimization in any means.

All that is topic to optimization at opening costs. The place in a single and the identical second, a interval of each one hour (H1) and one minute (M1) will be handed.

StartTime

Optimization begin time (set manually) if AutoStartTime = 0. It is a drop-down block the place you’ll be able to set any optimization begin date.

Complete Cross

It is a essential parameter that determines the optimization methodology. If 0, the optimization will probably be measured, whether it is higher than 0, then it is not going to be measured. For instance you optimize 28 pairs in 10 variations. First, the robotic will choose the settings for one pair and fill 10 folders with completely different settings, then transfer on to the subsequent pair and so forth. Nevertheless, within the case of measured optimization, if the robotic can not discover appropriate settings for a sure pair in response to your standards, it can proceed to seek for them till the technique tester exhausts all combos and stops, after which the technique tester will must be restarted and every part can repeat itself once more.

Within the case of utilizing non-dimensional optimization, the robotic will choose settings for a sure foreign money pair just for a sure variety of TotalPass passes after which swap to the subsequent pair and so forth. After it reaches the tip of the record of foreign money pairs, it goes again to the primary pair and so forth in a circle.

Within the first possibility, the benefit is that in all folders you’ll find yourself with the identical variety of optimized recordsdata, not counting the final optimized pair if the optimization for it was not accomplished because of stopping the technique tester. The draw back is that the robotic can get caught on some pair, unable to pick out settings for it in response to your standards and within the amount you want. Because of this, optimization for the remainder of the pairs is delayed.

Within the second possibility, the benefit is the entire absence of looping on a sure pair, the robotic switches from one pair to a different on a regular basis, nevertheless, folders with recordsdata should not crammed on this means. Within the first folder, as a rule, there would be the largest variety of optimized recordsdata, within the second there could also be rather less, and within the third even much less, and so forth, as a result of the most important variety of passes falls on the primary folder, the remainder on the second and subsequent folders. Optimization could not even attain the latter without delay. Aligning the variety of recordsdata in folders happens solely after filling the primary folders, on this case, the championship is transferred additional and so forth till the outermost folder.

UseForwardTester

If enabled, the settings with the perfect outcomes will solely be saved throughout automated ahead testing, which can be utilized within the MT5 technique tester. Whereas the EA is being optimized, the robotic will ignore all the outcomes and can begin analyzing the outcomes and selecting the perfect settings solely after the optimization is accomplished and automated ahead testing has begun.

ManualControl

If enabled, the adviser will choose settings solely throughout testing. Settings are chosen in accordance with all specified standards. Nevertheless, not all settings are sorted in a row, as throughout optimization, however solely people who you choose manually (after the optimization is full) and run within the technique tester in testing mode.

SymbolTotal

The whole variety of characters to optimize. It may be restricted on this case, the characters are thought-about and skim so as, and whether it is mandatory to pick out sure characters, it’s essential to edit the record of characters.

SwitchSymbol

If – 2 then all foreign money pairs from the record will probably be searched, – 1 solely the present foreign money pair of the technique tester, if 0 or extra, a selected foreign money pair is chosen from the record. 0 is the primary pair within the record, 1 is the second pair, 2 is the third pair, and so forth.

SymbolFilter

If enabled, the robotic will solely load settings for these pairs which can be included within the record.

Record of foreign money pairs

  • iSymbol
    • EURUSD/ USDJPY/ USDCHF/ GBPUSD/ USDCAD.
  • nSymbol
    • NZDUSD/ AUDUSD/ EURGBP/ EURCHF/ EURJPY.
  • sSymbol
    • AUDCAD/ CADJPY/ CADCHF/ AUDCHF/ AUDNZD.
  • dSymbol
    • EURCAD/ EURAUD/ NZDJPY/ EURNZD/ GBPJPY.
  • cSymbol
    • NZDCHF/ GBPNZD/ GBPCHF/ NZDCAD/ AUDJPY.
  • xSymbol
  • rSymbol
  • tSymbol

The record of foreign money pairs is compiled for optimization within the technique tester and obtain from the server with the “SymbolFilter” parameter enabled. When operating the Professional Advisor on a real-time chart, foreign money pairs are learn from recordsdata which can be created throughout optimization. You may change this record as you would like, it’s compulsory to have an acceptable separator between the instruments within the type of a ahead slash ( / ).

The variety of foreign money pairs and different devices that you simply commerce can attain 200 objects. The EA features a pretty highly effective potential, however such plenty of traded devices is unlikely to be obtainable out of your dealer. On this case, the instruments have to be chosen in accordance with the methods that you simply use. Principally, not more than 28 foreign money pairs are used, that are registered by default.

Please word that the extra foreign money pairs you employ, the extra you load the terminal and, accordingly, the pc / VPS. This creates a comparatively acceptable load on a mean server when operating a number of terminals, nevertheless, if the server runs as much as 10 terminals or extra, you might want to ensure that your server is in a position to deal with such a load.

If the server can not deal with the load, the Professional Advisors will probably be forcibly unloaded from the terminals by way of the server. It is going to be very inopportune within the presence of open positions, however not vital, when the robots return to the charts, they’ll unmistakably discover their positions and proceed to regulate them.

_1_Statistics

Customized settings acceptance standards within the type of a drop-down record. Choose the criterion that you simply suppose the results of the acceptability of the settings ought to meet. All outcomes that don’t meet this criterion will probably be mechanically lower off:

  • Preliminary deposit – preliminary deposit worth.
  • Withdrawal – the quantity of funds withdrawn from the account.
  • Revenue – web revenue on the finish of testing.
  • Gross revenue – complete revenue, the sum of all worthwhile (constructive) trades. The worth is larger than or equal to zero.
  • Gross loss – complete loss, the sum of all unprofitable (unfavourable) trades. The worth is lower than or equal to zero.
  • Maximal revenue commerce – most revenue – the best worth amongst all worthwhile trades. worth is larger than or equal to zero.
  • Maximal loss commerce – most loss – the smallest worth amongst all unprofitable trades. worth lower than or equal to zero
  • Maximal consecutive revenue – most revenue in a sequence of worthwhile trades. The worth is larger than or equal to zero.
  • Maximal consecutive wins – the whole revenue within the longest collection of worthwhile trades.
  • Maximal consecutive loss – the whole loss within the longest collection of shedding trades.
  • Maximal consecutive losses – the variety of trades within the longest collection of shedding trades.
  • minimal steadiness – minimal steadiness worth.
  • Maximal steadiness drawdown – most steadiness drawdown in cash. Within the means of buying and selling, the steadiness can expertise many drawdowns, the most important worth is taken.
  • Steadiness drawdown % – steadiness drawdown in %, which was fastened for the time being of the utmost drawdown of the steadiness in cash.
  • Maximal relative steadiness drawdown – most steadiness drawdown in %. Within the means of buying and selling, the steadiness can expertise many drawdowns, for every drawdown, the relative worth of the drawdown is fastened in %. The biggest worth is returned.
  • Relative steadiness drawdown % – steadiness drawdown in cash, which was fastened for the time being of the utmost steadiness drawdown in %.
  • Minimal fairness – minimal fairness worth.
  • Maximal fairness drawdown – most drawdown in cash. Within the means of buying and selling, funds can expertise many drawdowns, the most important worth is taken.
  • EquIty drawdown % – drawdown in %, which was fastened for the time being of the utmost drawdown of funds in cash.
  • Maximal relative fairness drawdown – most drawdown in %. Within the means of buying and selling, funds can expertise many drawdowns, for every drawdown, the relative worth of the drawdown is fastened in %. The biggest worth is returned.
  • Relative fairness drawdown % – drawdown in cash, which was fastened for the time being of the utmost drawdown in %.
  • Anticipated payoff – anticipated payoff.
  • Revenue issue – profitability.
  • Restoration issue – restoration issue.
  • Sharpe ratio – Sharpe ratio.
  • Minimal margin stage – minimal margin stage reached.
  • On tester outcome – the worth of the calculated customized optimization criterion.
  • Offers – the variety of accomplished offers.
  • Trades – variety of trades.
  • Revenue trades – worthwhile trades.
  • Loss trades – shedding trades.
  • Quick trades – brief trades.
  • Lengthy trades – lengthy trades.
  • Revenue brief trades – brief worthwhile trades.
  • Revenue lengthy trades – lengthy worthwhile trades.
  • Trades of maximal consecutive revenue – trades with most consecutive revenue.
  • Maximal consecutive wins rely – the utmost variety of wins in a row.
  • Trades of maximal consecutive loss – trades with the utmost steady loss.
  • Maximal consecutive losses rely – the utmost variety of consecutive losses.
  • Common consecutive wins – the typical size of a worthwhile collection of trades.
  • Common consecutive losses – the typical size of a shedding collection of trades.

_1_Stat

Roughly. Suppose if you happen to selected drawdown as a criterion, then this flag needs to be set to the place much less (the decrease the drawdown, the higher). And if the revenue issue criterion is chosen, then naturally it’s extra (the extra the revenue issue, the higher).

Statistics_1_

The minimal/most worth of the criterion at which settings are accepted.

_2_Statistics, _3_Statistics, _4_Statistics, _5_Statistics, _6_Statistics, _7_Statistics

Computerized setting of the beginning date for ahead testing:

  • 1/2 – 50%;
  • 1/3 – 30%;
  • 1/4 – 25%;

Customized – set by the person utilizing the “ForwardTime” parameter;

  • 1 month;
  • 2 months;
  • 3 months;
  • 4 months;
  • 5 months;
  • 6 months;
  • 7 months;
  • 8 months;
  • 9 months;
  • 10 months;
  • 11 months;
  • 12 months.

The start line is the present date of right now, the tip level is the set optimization begin date “AutoStartTime” or “StartTime”, relying on which methodology is used. From this time part, the time interval for ahead testing is counted. It may be set each in a measured half and in a sure variety of months from the present date.

ForwardTime

Begin ahead testing if AutoForwardTime = 0.

ahead revenue

Revenue within the onerous foreign money of the deposit at which the settings are accepted;

OptDrawdown

Relative drawdown as a proportion of the deposit inside which the settings are accepted;

OptProfitFactor

Revenue issue at which settings are accepted.

OptExpectedPayoff

Mathematical expectation at which the settings are accepted.


OptLossDel

Computerized deletion of recordsdata that didn’t go ahead testing or had a big drawdown. The worth of the utmost drawdown is indicated right here. If 0 don’t use.

OptLossPercent

For those who allow the calculation of the drawdown, it is going to be carried out as a proportion of the deposit.

  • Percent_Off – don’t use,
  • Percent_Init – proportion of the preliminary deposit,
  • Percent_Tick – proportion of the present deposit.

Solely Ahead

Processing recordsdata acquired because of ahead testing.


DeleteFile

If enabled, the robotic will delete recordsdata created greater than MaxTimeFile days in the past. The creation day is counted from the optimization completion date set within the technique tester. That is essential to mechanically delete previous recordsdata. Till the second the recordsdata exist, they can’t be overwritten within the means of optimization or testing. These recordsdata have to be deleted forcibly manually or mechanically after a sure variety of days. Additionally these recordsdata will be up to date on-line by reloading them from the server.

MaxTimeFile

The variety of days throughout which the recordsdata will probably be thought-about appropriate for buying and selling. After this time, the opening of the primary positions is suspended, the opening of averaging positions continues, and so forth till the closing of all collection. Additional, the adviser utterly stops buying and selling till the recordsdata are up to date   or prolonging their exercise by growing the worth of this parameter . If = 0 isn’t used.

Choose Time

Optimization completion time, set mechanically throughout guide optimization. Within the case of automated optimization (within the case of automated creation of recordsdata with settings), the worth of the parameter doesn’t change mechanically.

OptTimeStop

The variety of days throughout which the settings are thought-about appropriate for buying and selling because the finish of the optimization. The reference level is “OptTime”. If this time expires, buying and selling will probably be suspended. If 0 isn’t used. The OptTime and OptTimeStop parameters are used when buying and selling with out utilizing the file system.

OptSymbol

Computerized switching to the image for which the settings are meant. Works solely with the “DownloadFiles” parameter turned off and if the parameters are manually optimized for image pre-recording.

OptPeriod

Computerized switching to the interval for which the settings are meant. Works solely with “DownloadFiles” turned off   and topic to guide optimization of the parameters for interval pre-recording .

OptTimeSet

This parameter is utilized by the Professional Advisor throughout automated optimization and choice of parameters. There isn’t any want to alter this setting.


_SendMail

Sending messages to your electronic mail. You will need to first configure the terminal to ship mail. Not all messages are despatched, however just a few vital ones.

_SendNotification

Sending push messages to your cell terminal. You will need to first configure the terminal to ship messages.

_Alert

Sound messages within the terminal.

CheckingStatus

Periodic sending of messages that may verify the exercise of the adviser. The absence of messages is the explanation for checking the VPS server on which it can work.

CheckingPositions

For those who allow the adviser, it can ship you electronic mail messages about opening and shutting offers. Along with normal data, the message will comprise details about the whole variety of energetic transactions, the dimensions of the steadiness and floating revenue.

message

Arbitrary textual content, right here you’ll be able to enter the VPS IP or another textual content that may let you shortly navigate.

PauseTime

Pause between messages in minutes.

SendScreenShot

If greater than 0, the adviser publishes a screenshot of the chart on the location on the time of opening or closing positions. You will need to first configure the terminal to ship FTP messages. The variety of the screenshot is indicated right here in order that they aren’t repeated in case of utilizing a number of copies of the adviser.


usenews

Buying and selling pauses earlier than information releases.

startnews

For those who allow the robotic will probably be activated solely throughout information releases. Used when buying and selling on the information.

Indent after Information

Buying and selling pause earlier than information launch in minutes.

Indent earlier than Information

Buying and selling pause after information launch in minutes.

Allow mild information

Take into account information of the least significance.

Allow medium information

Take into account information of medium significance.

Allow onerous information

Take into account information of the best significance.

NewsClose

Closing positions earlier than information launch.

GMTAutoNews

Computerized time shift.

GMTDiferNews

Time shift.


TabSize

Font touch upon the chart.

TabWidth

The width of the body on the chart.

TotalLen_1

The gap between the primary and second columns.

TotalLen_2

The gap between the second and third columns.

TotalLen_3

The gap between the third and fourth columns.

ProfitDrawdown

Drawdown within the onerous foreign money of the deposit, wherein the road is painted in a unique shade. To facilitate visible evaluation.


SetTimer

Signifies to the shopper terminal that for this Professional Advisor it’s essential to generate occasions from the timer with the required frequency. If 0 isn’t used, occasions will probably be generated by ticks.


accountant

Used throughout Professional Advisor optimization. Through the optimization of the Professional Advisor, its separate copy is launched on a real-time chart with the Accountant parameter enabled. In consequence, the robotic will show on the graph the variety of optimized recordsdata in every created folder, and reverse the variety of days – the oldest file.

File_Move

Sandbox folder the place recordsdata are saved throughout optimization earlier than they’re transferred to the principle folder. Earlier than transferring the settings recordsdata, you’ll be able to test for stability and solely then switch the settings recordsdata to the principle folder. To switch it’s essential to press the button (Transferring) on the chart (the button is situated within the decrease proper nook of the chart). Offered that an Professional Advisor in (Accountant) mode is put in on the chart.

Del_Move

Delete all recordsdata from the principle folder earlier than transferring recordsdata from the sandbox to it. That is mandatory if you wish to exclude the likelihood that some recordsdata that had been beforehand used will stay and won’t be up to date on account of modifications within the technique, foreign money pairs, interval and different standards.

GetNumber

The variety of rows in every particular person column. The quantity have to be specified considering the decision of your monitor. The extra rows in every column, the extra of them will match on the chart.

GetSize

Desk font dimension in Accountant mode. It’s set relying on the monitor decision and laptop settings.

GetSymbol

Within the case of direct recalculation (Straight), the operate means that you can decide which buying and selling devices of people who the dealer has should not within the record of the adviser. When recalculating (Again), quite the opposite, the operate determines which buying and selling devices from these which can be in your record should not obtainable from the dealer.

BoxMessage

Affirmation of actions in case of transferring or deleting recordsdata utilizing the buttons from the chart. Disabling could also be wanted in case of rushing up the method.

FileSymbol

If enabled, the optimized foreign money pair will probably be displayed on the left aspect of the chart through the optimization of the Professional Advisor. That is mandatory solely for the visualization of the method, there isn’t a want for this.

LimitOrders

The utmost variety of positions within the terminal for all devices.


Feedback

Feedback in regards to the state of the buying and selling course of. It’s higher to not flip it off, within the case of utilizing methods that require most knowledge processing velocity, data is up to date solely at opening costs.

Buying and selling system “Emperor”
https://www.mql5.com/ru/market/product/59948

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