It can become faster on OPEN depending on how you divide the workload.
since your EA is multi-symbol, if you are able to divide your symbols across the various GPU cores, then you will definitely get faster results.
I have developed stand alone application using CUDA and OpenCL for GPUs achieving extremely high speedup.
But the whole division of workload across CPU and GPUs has to be well planned.
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My Multi Symbol Multi Period Scanner EA performs 6400 calculation per second, and consuming 80% CPU and 3GB Ram
My CPU is Core i7 6700 and GPU is Nvidia GTX 970
The calculation scans 14+ buffers on 11 timeframe on 130+ symbols
I am thinking to convert my EA calculation to OpenCL
Here is results for test for CPU vs GPU
Can you advise if i convert, calculation may be faster?
In sequence Bitonicsort, MatrixMault, Wavelet
double test
float test