Any idea to reduce optimisation back testing time?

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Eng Chuan Keh
152
Eng Chuan Keh  

Hi,

i am MT4 user and wanna run optimisation back testing, i have around 20 parameters setting and i have set the "Start, Step, Stop" and it need to run 10k count and about 2months times,

so i increase the STEP and wish to reduce the test time but found that the test time count still the same as attached.

May need help on any ideas to reduce the optimisation test time.


Thanks.

Files:
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Carl Schreiber
Moderator
8826
Carl Schreiber  
  1. Optimize your code!
  2. Use the profiler (Tools->) in the editor.
  3. Eliminate not needed graphics!
  4. Reduce the back-test timespan
  5. Firstly back-test with a coarser setting and the focus on the promising settings
Code Profiling - Creating Programs - MetaEditor Help
Code Profiling - Creating Programs - MetaEditor Help
  • www.metatrader5.com
Profiling is a process of gathering application features, such as an execution time of its individual fragments (functions, lines). MetaEditor has integrated means of code profiling allowing a programmer to optimize a source code. Profiling can be performed on the normal chart of the trading platform, as well as using history data in the...
William Roeder
20207
William Roeder  
Carl Schreiber: Optimize your code!
Don't do per tick what you can do per bar or per trade. If you are waiting for price to get to a target, ignore all ticks (reevaluate on a new bar.)
Stanislav Korotky
23201
Stanislav Korotky  
As an option you may port your EA to MT5 using MT4Orders library (in best case only one additional #include directive is required), and then optimize on all cores of your processor in parallel, not to mention MQL cloud.
tluszczofil
16
tluszczofil  
hello, can I have simple question, When I run some EA in tester, in optimization mode, i think I can reduce calculation time by omit some parameters set. for example BE and BE_plus, where BE is distance in pips which triger setting SL on OpenPrice + BE_plus (for Long position) to get some profit. But in optimization parameter set i am iterating BE from 5 to 100 and BE_plus also from 2 to 50 for example. Ofcourse when BE is smaller then BE_plus calculation make no sense. because SL cannot be set higher than Bid. therefore tester should omit iterations with unusable parameters set,how to modify my code to omit this?
Brian Lillard
7231
Brian Lillard  

not sure but i'd say its faster to optimize one to two inputs at a time.

if for example i optimize 2-3 inputs that could take 4 days ..

when i optimize each one individually I can get it done in 2-3 hours.

and when you can see the results you can find what you need to see.

there are times I find myself rerunning optimization to get new results.

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