I have given this some thought and realised it is not as simple as I had made it out. Optimization could use multiple cores beacause the various instances of the EA were all running across the same period and not different periods.
For my training I would like each instance of my script assigned to a core, to train over a unique period.
Now tester obviously needs the balance and equity of the previous adjoining period to run through a custom period, i.e. When traditionally testing EAs. However when training a network since (at least in my case) am only interested in mse and number of epochs, it might be possible to create instances of my script that run in portions of the overall period and simply update my weights file once they are complete. So basically metatester would then have 3 modes. Testing, training, and optimization.
For my training I would like each instance of my script assigned to a core, to train over a unique period.
Now tester obviously needs the balance and equity of the previous adjoining period to run through a custom period, i.e. When traditionally testing EAs. However when training a network since (at least in my case) am only interested in mse and number of epochs, it might be possible to create instances of my script that run in portions of the overall period and simply update my weights file once they are complete. So basically metatester would then have 3 modes. Testing, training, and optimization.
Documentation on MQL5: Standard Constants, Enumerations and Structures / Chart Constants / Types of Chart Events
- www.mql5.com
Standard Constants, Enumerations and Structures / Chart Constants / Types of Chart Events - Documentation on MQL5
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It seems in strategy tester multi core operation is only available for optimization. Am trying to train a network, which requires testing, and and one core is just too slow.
Can metaquotes please fix this in the next update?