MT4 Optimization limitations?

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Ninja Trader
Ninja Trader  


Someone who understands the programming and structure of the MT4 platform itself may be able to answer the following:

I am considering renting a cloud supercomputer with the idea of running various Optimization BackTests in MT4 much faster than on a local PC.

My concern is that even with the addition of supercomputer resources it will not help because MT4 may have limitations in itself to run faster and may not be able to dedicate 1 core to each of the Optimization Passes.

So basically my question is: Is it possible to dedicate 1 CPU core for 1 pass when running Optimization in MT4? The idea is to dedicate 1 CPU core to each pass to run simultaneously.

If anyone knows if that is possible, please let me know


William Roeder
William Roeder  
  1. MT4 only uses one core. What you ask is not possible.

    1. EAs : Don't do per tick that you can do per bar, or on open.
      If you are waiting for a level, don't reevaluate, wait until price reaches it (or a new bar starts and you recalculate.)
      If you are waiting for an order to open or close, only look when OrdersTotal (or MT5 equivalent) has changed.
                How to get backtesting faster ? - MT4 - MQL4 programming forum
    2. Indicators: Code it properly so it only recomputes bar zero (after the initial run.)
                How to do your lookbacks correctly.
      Reduce Tools → Options (control-O) → Charts → Max bars in chart to something reasonable (like 1K.)
    You can definitively do it but with some programming effort. Right now I'm testing different time lengths in parallel like 1 month, 2 months, 3 months, etc, using as many processors as I want and then pack all the results. You could also use a fixed time lenght as I believe I understand you want to do, let's say test 1 month and piece it in 4 tasks. Send the first week to one cpu, the second week to another cpu and so on, then finally add the numbers together. It's just what version 5 does, only that in version 4 you have to program all the task distribution and results compiling youself. You can mount all the framework over a weekend.
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