how to Speed up Backtests?

Lucas Tavares  

I have a good pc (description below), there's something i could do to improve the backtest velocity ?

My pc :

CPU - Ryzen 5 2400g (overclocked to 3.9ghz) 8 cores, so 8 backtests at the same time.

Ram - DDR4 16gb 2666 mhz

HD - SSD nothing special.

Does putting an m.2 ssd would increase significantly the backtest speed?

In a future pc building, what should I focus on getting to make the backtests faster?


Testing trading strategies on real ticks
Testing trading strategies on real ticks
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.
William Roeder  
  1. EAs : Don't do per tick what 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 close, only look when OrdersTotal (or MT5 equivalent) has changed.
              How to get backtesting faster ? - MT4 - MQL4 programming forum (2017)

  2. Indicators: Code it properly so it only recomputes bar zero (after the initial run.)
              How to do your lookbacks correctly. (2016)
    Or, reduce Tools → Options (control+O) → Charts → Max bars in chart to something reasonable (like 1K.)

Lucas Tavares  
It seems like a common answer.

My code is really fast, but I do tests all over the day, I wish to make more, I wish do understand want demands from my pc... etc.