in memory backtesting

 

Is it possible to get data from mysql and store in memory and have backtester use that data.

I was hoping it is possible to speed up backtesting somehow?

The articles on 'sql wrapper' look to read into arrays but I'm not sure if the backtester can be tapped to allow a speed up.

Then again that is probably what optimisation is doing already - albeit single thread.

 
mrmedia :

Is it possible to get data from mysql and store in memory and have backtester use that data.

I was hoping it is possible to speed up backtesting somehow?

The articles on 'sql wrapper' look to read into arrays but I'm not sure if the backtester can be tapped to allow a speed up.

Then again that is probably what optimisation is doing already - albeit single thread.

The limiting factor for the Strategy Tester is not data access, try putting your MT4 installation into a RAM Drive and watch it run just a tiny bit faster . . . if you want a faster Strategy Tester then optimize your code, don't do things every tick that you only need to do once per bar, don't do things once per bar that you could do less frequently.

Have a read of this to see what can be done very simply: https://www.mql5.com/en/forum/144240

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