bug report in backtest engine: not all agents working!

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siolibros
82
siolibros  

hi guys

i'm a professional coder of mql4/5 EAs from several years

i'm specialized in backtest optimization on custom data on mt5, using most advanced optimization tecniques, using special formula for custom optimization criterion

working primary on backtest optimizations, my obsession is obviously the speed execution of EAs in backtest

mt5 is several times faster that mt4 platform, so i'm only using mt5 for backtest optimization

furthermore, i recently moved to "math calculation mode" for backtest optimization, rewriting all the trading code to move to virtual trading code (needed if using math calculation mode)

in that way, the backtest speed is really dramatically increased, as suggested in some official mql5 great articles

well, unfortunately i've discovered probably a bug in that mode

when using that optimization mode, it seems that not all local agents are used correctly!

i'm renting a special remote supercomputer with 48 agents (24 cores with hyper-trading) and 128gb of ram

for make some comparison i also started the same backtest optimization on my personal 12 agents computer (6 cores with hyper-trading)

the problem is the same. not all core used

please see the 2 pictures of my personal computer

i'm using the last metatarder 5 version, build 2093

the problems appears only if using the EA version using virtual trading code in "math caculation mode"

i also have a full classic version of the same EA that uses the standard trading code on standard symbols

well, that version (that is about 20 times slower), does not have that problem. it uses correctly all the available agents

the virtual mql5 code does not use any particular trick  to work. no opencl and no call to any dll. it's a simple code working on array of prices.

so the code has no special call to use some agents or not

PLEASE HELP! i seriously think that's a bug of the backtest engine, when using math calculation mode

Files:
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Immagine2.gif 257 kb
siolibros
82
siolibros  

i did further test

i discovered that the huge amount of parameters during optimization is the problem

i use too many parameters to optimize, the agents will be wrongly used, causing the 50% of inactivity

it's surely a bug of mt5 backtest engine

how can i report that to the developer team please?

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