Optimized Backtest?

[Brian Lillard]

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]

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.

[William Roeder]

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.