Give your own examples. There is an opinion that it is necessary to remove the optimized parameters in the Expert Advisors as much as possible, replacing them with constants. But how then to optimize expert Advisors for indicators, each of which can have 2-3 optimized parameters, without any standardization to constants.

Share

## vdev

There are many parameters, four optimized ones. Other types of allowed order opening time, their maximum number, max. deposit loading, etc.

## -aleks-

I have a lot of parameters and variables – the fact is that there is a global trading idea – trends end, which is constantly being refined – new ideas come, and old ones are thrown back with difficulty.

The idea is to find the optimal parameters separately for each idea, and then link them together.

I divide the filters into two groups:

1. Confirmation of the start of trading

2. Trade support

A separate group is the work with finance-as I use the gradual formation of the position.

## mvs

Not a single parameter, and the report is not from the mt4 tester

Stick-withdrawal last week

//—

Only the price, only hardcore, and no tester and optimization, especially on the history

## marketeer

According to one scientific article – Pseudo Mathematics And Financial Charlatanism: Backtest Overfitting And Out-Of-Sample Performance (can be found on the Internet) – the minimum required length of the backtest (optimization) is obtained, depending on the number of combinations of parameters tested and the average Sharpe coefficient in the in-sample sample:

MinBTL ~ 2 Ln(N) / E(Sharpe)

^{2}Here MinBTL is measured in years, N is the number of combinations of parameters (different runs of the tester in terms of MT), Ln is the natural logarithm.

For example, with a Sharp equal to 1 and 5 options-yes/no switches-in the settings, we get 32 options for settings and about 7 years required for backtest / optimization to be in the black on the forward.

It is clear that as the number of parameters increases, the number of their combinations increases exponentially.

I will not discuss the indisputability of the theory. But they have logic.

## wenay

the parameters in the search are several times more than the number of long, but the full search is normal.

## 223231

2500)

## perepel

no more than 3 parameters, otherwise potgonka

## slava_kornev55

parameters of 20 pieces in total with all the small ones as standard – slip, lot, and more.

Specifically optimized, well, 2 on the indicator and 4 in the Expert Advisor. who would have improved the indicator, it would have been 2 less

## marketeer

Choose the characteristic values of indicators – in fact, indicators. For example, when optimizing the periods of indicators, the strategy itself should determine the period – for example, medium-term trading involves a period covering a day, long-term-covering a week or a month, etc. If the strategy does not give a positive result with the characteristic values, the optimization will only be a fitting, and it will not work in the future. With the size of stops, money management-similarly-based on the volatility of the instrument for the same period and the recommendations of the best dog breeders on the risks in % of the deposit.