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MT5 vs MT4 - Testing and Optimization options

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bogdaiki
34
bogdaiki  

Hi all,


New to MT5, just wondering if in Testing and Optimization options there is a choice similar to the MT4s Control Points (for my EA, in MT4, trading on 1H timeframe, I get identical results if I use Control Points vs 1 min tick data, except it's 100 times faster). So I'm wondering how to mimic this in MT5.


Also, looking at my Agents available, I only see 8 (my machine is an i5 10th gen, 4 cores with 8 threads each, so I should have 32 virtual cores / agents if I'm not mistaken). Is there a way to add more local agents from the machine?


Thank you!

Sergey Golubev
Moderator
114671
Sergey Golubev  
All (not yet) about Strategy Tester, Optimization and Cloud
All (not yet) about Strategy Tester, Optimization and Cloud
  • 2013.08.20
  • www.mql5.com
General: All (not yet) about Strategy Tester, Optimization and Cloud
tomm73
1406
tomm73  
bogdaiki:

Hi all,


New to MT5, just wondering if in Testing and Optimization options there is a choice similar to the MT4s Control Points (for my EA, in MT4, trading on 1H timeframe, I get identical results if I use Control Points vs 1 min tick data, except it's 100 times faster). So I'm wondering how to mimic this in MT5.


Also, looking at my Agents available, I only see 8 (my machine is an i5 10th gen, 4 cores with 8 threads each, so I should have 32 virtual cores / agents if I'm not mistaken). Is there a way to add more local agents from the machine?


Thank you!


There is no Intel or AMD CPU on this world with 8 Threads for each core. You have 2 threads x 4 cores, 8 in total.

https://ark.intel.com/content/www/us/en/ark/products/196592/intel-core-i5-1035g7-processor-6m-cache-up-to-3-70-ghz.html
bogdaiki
34
bogdaiki  
tomm73:

There is no Intel or AMD CPU on this world with 8 Threads for each core. You have 2 threads x 4 cores, 8 in total.

https://ark.intel.com/content/www/us/en/ark/products/196592/intel-core-i5-1035g7-processor-6m-cache-up-to-3-70-ghz.html
Thanks, the specs of my laptop were misleading...
bogdaiki
34
bogdaiki  
Sergey Golubev:

Look at the sunmmary thread -

All (not yet) about Strategy Tester, Optimization and Clo

I don't find the answer to my question, if you know it tho can you post please? Is there a testing option in MT5 similar to the MT4s Control Points?...

Marco vd Heijden
Moderator
12762
Marco vd Heijden  
bogdaiki:

I don't find the answer to my question, if you know it tho can you post please? Is there a testing option in MT5 similar to the MT4s Control Points?...

Probably not because the MT4 Tester uses a different algorithm to generate ticks then MT5 which uses stored tick data.

In that respect it would not be needed to work with control points because you have all ticks readily available.

If you are trying to convert a robot from MT4 to MT5 and you find it has a large difference in testing performance then your robot is most likely curve fitted to the tick generating algorithm.

Some information can be found here: https://www.mql5.com/en/articles/75

Reading is advised. 

The Algorithm of Ticks' Generation within the Strategy Tester of the MetaTrader 5 Terminal
The Algorithm of Ticks' Generation within the Strategy Tester of the MetaTrader 5 Terminal
  • www.mql5.com
The MetaTrader 5 terminal contains an integrated development environment for the development of fully automated strategies (trading robots), which can perform trading without any human intervention. Another name for these trading robots is Expert Advisors. Expert Advisors and technical indicators for the MetaTrader 5 terminal are written using...
Alain Verleyen
39000
Alain Verleyen  
bogdaiki:

Hi all,


New to MT5, just wondering if in Testing and Optimization options there is a choice similar to the MT4s Control Points (for my EA, in MT4, trading on 1H timeframe, I get identical results if I use Control Points vs 1 min tick data, except it's 100 times faster). So I'm wondering how to mimic this in MT5.


Also, looking at my Agents available, I only see 8 (my machine is an i5 10th gen, 4 cores with 8 threads each, so I should have 32 virtual cores / agents if I'm not mistaken). Is there a way to add more local agents from the machine?


Thank you!

Control points are only useful to check the logic of an EA, that means mainly in the development process as it's very fast. In any way it should be used for real backtesting where you check the trading results.

The closer you have with MT5 is the "Open prices only", it's not the same but it's the faster mode.

Sergey Golubev
Moderator
114671
Sergey Golubev  
bogdaiki:

I don't find the answer to my question, if you know it tho can you post please? Is there a testing option in MT5 similar to the MT4s Control Points?...

The answer to your second question is on this summary thread: All (not yet) about Strategy Tester, Optimization and Cloud
I am not posting the answer here because you told that you are new to Metatrader 5 (you can find it by yourself because this summary thread is about MT5 where all important information was collected).
All (not yet) about Strategy Tester, Optimization and Cloud
All (not yet) about Strategy Tester, Optimization and Cloud
  • 2013.08.20
  • www.mql5.com
General: All (not yet) about Strategy Tester, Optimization and Cloud
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