Running backtesting multiple times slows down with each test

 

Hi, I have MT5. I've written a nice algo that works quite fast.

I wrote a program to try different settings. It closes and opens MT5 on each run so I can change the settings. I can run it overnight, but after about half an hour of multiple tests it slows down so much I have to reboot my computer. In fact it slows down after 5 backtests, quite consistently, from a few seconds to 35 minutes to do a test.

I've tried deleting log files, removing the files (not folders) in the %AppData%\MetaQuotes\Terminal\xxx folder.

Is there a service or a cache file I'm missing somewhere?

I'd like to clear the system so I don't have to reboot.

I've tried most things I've seen in google, such as OHLC instead of tick, and not using visual mode.

There must be something that refreshes on a reboot, but what could that be?

 

You say you have one algo and want to test different settings, why don't you start using the strategy tester (with optimization enabled)?

Maybe try this before getting more complicated, and check your ram memory storage during optimization. If it fills up, check code for memory leaks. 

 

Jualian, I'm doing the backtesting with the strategy tester already. Memory seems to be ok. Optimization allows for multiple symbols, not multiple settings.

Is there a cache that MT5 uses? Or is it trying to synch with something online?

 
Sandstorm2: Jualian, I'm doing the backtesting with the strategy tester already. Memory seems to be ok. Optimization allows for multiple symbols, not multiple settings.

Is there a cache that MT5 uses? Or is it trying to synch with something online?

What are you talking about? It is actually much easier to optimise over many settings than it is to do multi-symbol. 




 

The whole point of using MT5 built-in optimisation is that it does it with parallel processing on all your cores, and you can join together other PC's you have to do the shared testing as well automatically via the MetaTester Agents.

You can even, for a cost, do parallel processing of the optimisation via the MQL5 Cloud and all the tester agents connected all over the world.

So it can optimise over many settings and many symbols. Up to you! There is no need to launch other instances of MetaTrader to do optimisation or testing. Its all done from one instance of MetaTrader.

 

Hi Sandstorm2.

I have the same problem.

I see that there is no one here who answers the problem!

I have created a script that automatically optimizes by starting a separate MT5. The script queues tests and starts an MT5 to run strategy tests. When it has run 150+ tests, the testing started to go very slowly.

Have you figured it out and found a solution?

 
eivindtj #:

Hi Sandstorm2.

I have the same problem.

I see that there is no one here who answers the problem!

I have created a script that automatically optimizes by starting a separate MT5. The script queues tests and starts an MT5 to run strategy tests. When it has run 150+ tests, the testing started to go very slowly.

Have you figured it out and found a solution?

What are you calling a test exactly in this context ?

Lack of me memory or disk space ?

Reason: