How to improve speed of Strategy Optimization in MT5?

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jaffer wilson
769
jaffer wilson  

Hello everyone,

Please suggest me how I can make optimization process faster on the MT 5 platform.

It shows 10000 iterations and my processor working hard to make it faster but could not. It is going something like 2 iteration or 4 iterations sometimes within 10 minutes. It want that the iterations should get complete with hour or less.

Does anyone have any idea what I can do, please help me?

Sergey Golubev
Moderator
106120
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

Cost of cloud computing

Sergey Golubev, 2013.01.21 16:47

Hi ToolMaker,

I am using Cloud in almost every day. From what I understood: if I am making fast generic optimization so I am paying something as 0.01 credit or less but optimization is going slow (not fast); if I am making Slow Complete Algorithm optimization so it is going very fast (because all the agents are used) and ... I pay something with range 0.40 to 20 credits for one optimization (for example - I paid 0.40 today, and two days before yesterday I paid 0.73; and one week ago I paid 20.22 credits for one optimization but it was special case with very complex EA with a lot of parameters to optimize). You can see how credits are deducted in real time in Agents window so you can stop optimization with Cloud any time you want.  

You can see some optimization results with log file data incl cost - on this thread How to Start with Metatrader 5 and this thread PriceChannel Parabolic system . And basicly you need just 2 sources: this article Speed Up Calculations with the MQL5 Cloud Network and this page (about costs and how costs calculated) https://cloud.mql5.com/en/faq/payments


Sergey Golubev
Moderator
106120
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

How to Start with Metatrader 5

Sergey Golubev, 2013.01.16 14:04

I want to share my experience with optimization of EA. It is about this thread. My friend created good EA according to the system I traded here, and I wanted to optimize the settings for it. The problem was the following: EA is very complex one and can be used for any trading style started from scalping and finishing by normal day trading depends on the settings and timeframe used. EA is having a lot of parateters to optimize. So, what is my experience ....

First of all, I decided to make fast generic optimization (using Cloud). It costs me less than 0.1 credit but I stopped on 191 pass. Because it already took 3 hours 16 minutes for 191 passes with totall passes 19200. It is from my log file:

2013.01.15 18:03:02 Statistics optimization passed in 3 hours 16 minutes 13 seconds
2013.01.15 18:03:02 Tester genetic optimization finished on pass 191 (of 19200)

Credits 0.01

After that - I decided to make Slow Complete Algorithm using Cloud (in every ticks of course). I did it during 4 hours 27 minutes 09 seconds with total passes of 5183 spending 20.22 credit for Cloud - see the results on this page.

Thus, my conclusion is the following.

  • Cloud is helping a lot.
  • In case of complex EA with many parameters to optimize - it may be better to start with Slow Complete Algorithm using Cloud. Yes, we will spend some money (more than few dollars exactly) but we will receive possible ranges of the settings for many parameters in very quick way.
  • After we get it - we can make fast generic optimization (using Cloud) spending less than 0.1 credit just to obtain more specific information about some particular parameter.

 


Sergey Golubev
Moderator
106120
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

Signal Systems

Sergey Golubev, 2013.03.13 10:06

I will "optimize" this optimization by parameters for small money so not a problem at all. You know - some strange with terms:

  • when i am making slow complete optimization - it is going very fast with more costs by money and with all cloud agents used
  • when I am making optimization as fast algorithm so it is going veery slowly with very little cost (just for few cents) with 1 agents of cloud using

So, in case of using Cloud: fast optimization is really slow one, and slow optimization is very fast but costs some money sorry. Some people are asking: why my optimization is very slow? Reply may be the following: "because you are making it in fast mod. Change the mode to slow and it will be really fast". And that is true. 


Alain Verleyen
36070
Alain Verleyen  
jafferwilson:

Hello everyone,

Please suggest me how I can make optimization process faster on the MT 5 platform.

It shows 10000 iterations and my processor working hard to make it faster but could not. It is going something like 2 iteration or 4 iterations sometimes within 10 minutes. It want that the iterations should get complete with hour or less.

Does anyone have any idea what I can do, please help me?

This is the last time I accept such topic from you, you already tried 5 times at least, and I am starting to get tired about it. Next time you will be banned.
Sergey Golubev
Moderator
106120
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

Strategy tester slow, only uses one core/agent

Sergey Golubev, 2013.02.02 08:45

Are you using fast generic optimization? Or you not using Cloud Network? I think - you are only using the agents which is inside your PC

Ii is better to use slow optimnization with Cloud as it is fast and all agents are used in this case - I did it here.

 


So, it was my experience (but it was few years ago sorry).

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Forum on trading, automated trading systems and testing trading strategies

How to improve speed of Strategy Optimization in MT5?

jafferwilson, 2018.05.04 14:19

Hello everyone,

Please suggest me how I can make optimization process faster on the MT 5 platform.

It shows 10000 iterations and my processor working hard to make it faster but could not. It is going something like 2 iteration or 4 iterations sometimes within 10 minutes. It want that the iterations should get complete with hour or less.

Does anyone have any idea what I can do, please help me?


You are creating almost similar threads all the time ...
I think - it may be better to keep one good thread than to create many similar/same threads.

david mackay
2838
david mackay  

I use an ea with quite a few variables and it is quite slow to optimize.

My solution is to work with only a few variables at a time, run the back tester and experiment with different settings.

This may sound confusing, however familiarity with the ea will allow a person to avoid trying to optimize all of the variables at the same time and thereby speed up the process greatly.

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