faster backtesting and optimizations in MT4?

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marsupilami
149
marsupilami  

Hi,


I'm looking at MT4 tick-data backtesting & optimizations that take hours/days for intraday scalping strategies.

Is there any way to test these strategies much faster ? replacing CPU, outside software that can backtest etc...

I have i7-4700HQ 8 cores not too bad but multithreading is useless in MT4 and I guess buying the latest i7-8700K will only incerease speed by a factor 1.5 or so which isn't really enough for what I need.


Thanks

marsupilami
149
marsupilami  

Thansk. Yes good point and I do look at code to avoid doing per tick what can be delayed when it's one of my own eas.


However are there any improvement possible when it's an executable only ? (.ex4 and no access to the .mq4)


Regards

Anthony Garot
3297
Anthony Garot  
marsupilami:

Thansk. Yes good point and I do look at code to avoid doing per tick what can be delayed when it's one of my own eas.


However are there any improvement possible when it's an executable only ? (.ex4 and no access to the .mq4)


Regards

Have you tried backtesting concurrently on multiple instances of MT4?

In theory, each instance should have access to its own core. If not, put MT4 into separate virtual machines.

Otherwise, the standard answers apply: faster CPU, SSD hard drive.

marsupilami
149
marsupilami  
Anthony Garot:

Have you tried backtesting concurrently on multiple instances of MT4?

In theory, each instance should have access to its own core. If not, put MT4 into separate virtual machines.

Otherwise, the standard answers apply: faster CPU, SSD hard drive.

yes multiple backtesting works fine when affiinity of each terminal is set to separate cores.


However when running an optimization there's no way I know to use multicore

Anthony Garot
3297
Anthony Garot  
However when running an optimization there's no way I know to use multicore

This guy tried an approach using a DLL that could do multi-threading. I don't think he ever got it to work, but you might find the thread interesting.

https://www.mql5.com/en/forum/231412

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