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optimization of strategy questions
pag24
 Post subject: optimization of strategy questions Post rating: 0   New post Posted: Thu 19 Jan, 2012, 22:55 

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I have designed a Matlab front end GUI which outputs a .txt file with parameters for various indicators.
My jforex strategy reads this .txt file and uses the values for the strategy when back testing. After it reads the .txt it writes back to the file incriminating the value by a set amount.
So all I have to do is hit the "Start" button again in the tester and when the strategy is run it runs with the new values.

Now at the moment as you can see its almost completely automated and for now its ok because I'm only running it a few times.

But my code is getting to a point where it can run large design of experiments and I want to test hundreds of different parameters, how can I make this process 100% automated so that it will re run the tester automatically?
 
API Support
 Post subject: Re: optimization of strategy questions Post rating: 0   New post Posted: Fri 20 Jan, 2012, 15:10 
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pag24 wrote:
But my code is getting to a point where it can run large design of experiments and I want to test hundreds of different parameters, how can I make this process 100% automated so that it will re run the tester automatically?
It depends if you are doing this in Standalone JForex API or JForex client. So which one do you use? Also provide some more details on how that automatization should work.
 
pag24
 Post subject: Re: optimization of strategy questions Post rating: 0   New post Posted: Sat 21 Jan, 2012, 17:56 

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What is the difference between the two? I'm running "https://www.dukascopy.com/client/demo/jclient/jforex.jnlp"

Also I believe I have sorted my problem, Pleas let me know if you think this is a good way to go about it.
I am running an optimization with a single configurable variable. Lets call it "run_no" and I set the optimized value between 1 and 50 with step size of 1.

When I load the text file, the file name looks like this

"inpur_parameter_file_"+run_no+".txt"

So as long as there are 50 parameter files to read with the correct names the optimization will load 50 different files of whatever configuration I have setup from my matlab output.
 
API Support
 Post subject: Re: optimization of strategy questions Post rating: 0   New post Posted: Mon 23 Jan, 2012, 10:25 
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JForex client:
https://www.dukascopy.com/wiki/#Use_in_JForex
Standalone JForex API:
https://www.dukascopy.com/wiki/#Standalone_JForex_API
 
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