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Optimized Backtest?

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Do you know that MQL5 has event handling?
Subgenius
582
Subgenius 2013.12.02 10:55 

Is there a way to optimize a back-test to work faster?

Perhaps MT4 will run on multiple cores for optimized back-test?


28 day optimized back-test (with the fastest laptop i could buy at the time)...

8 core intel and only using one core for MT4

Simon Gniadkowski
Moderator
18001
Simon Gniadkowski 2013.12.02 15:47  
Subgenius:

Is there a way to optimize a back-test to work faster?

Perhaps MT4 will run on multiple cores for optimized back-test?


28 day optimized back-test (with the fastest laptop i could buy at the time)...

8 core intel and only using one core for MT4




MT4 does run on multiple cores, it even uses more than one core . . . just not for running multiple Strategy Tester threads . . .

We have had the conversation of optimizing your code before: https://www.mql5.com/en/forum/144240 I managed to make it approx. 90 times faster.

whroeder1
14532
whroeder1 2013.12.02 16:04  
Subgenius:

Is there a way to optimize a back-test to work faster?

Perhaps MT4 will run on multiple cores for optimized back-test?


  1. Don't do unnecessary calculations. What doesn't change mid bar, do once per bar. See also my callagain functions (if you are waiting for price to hit a trigger don't do anything until it hits, or trigger becomes invalid like on a new bar.
  2. One core only.
  3. I also published a multi-pass optimization.
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