Remote Agents with MT5 Strategy Tester

 

Hi,

I am trying to connect to my brother's computer so we can share the backtesting load in MT5, he lives in a different country to me.

I have tried a million different ways and also researching online, but I cannot seem to find how to link the two together so that we can both use our CPU cores to backtest.

Has anybody successfully done this before,I would really appreciate if someone could help and point me in the right direction, thank you!

Phil

Testing trading strategies on real ticks
Testing trading strategies on real ticks
  • www.mql5.com
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.
 
phillymungo: I am trying to connect to my brother's computer so we can share the backtesting load in MT5, he lives in a different country to me. I have tried a million different ways and also researching online, but I cannot seem to find how to link the two together so that we can both use our CPU cores to backtest. Has anybody successfully done this before,I would really appreciate if someone could help and point me in the right direction, thank you!

Yes it can be done, but you have to understand how the internet's addressing works. Both you and your brother, most probably are assigned dynamic IP address by your Internet providers and that makes it difficult.

So, you will have to either manually keep each other informed of your respective public IP addresses or use some provider of dynamic DNS addresses that automatically update with new IP addresses when the your ISP updates them, and then just use the DNS names instead.

You will also have to publicly open up a range of ports for the agents on your computer firewall as well as on the ISP routers setup as well as the NAT routing so that those port ranges are open to the public side of the internet and redirected to the specific PC's ports.

Another alternative is to create a VPN Link (eg. OpenVPN) between your two respective private networks so that they appear to be local to each other. This is more secure and will make it easier to setup the IP address and ports as they will remain fixed, but will introduce an extra protocol overhead into the communications and into the PC's CPU usage. There are however hardware VPN routers for sale instead of using software VPN like OpenVPN.

 
Fernando Carreiro #:

Yes it can be done, but you have to understand how the internet's addressing works. Both you and your brother, most probably are assigned dynamic IP address by your Internet providers and that makes it difficult.

So, you will have to either manually keep each other informed of your respective public IP addresses or use some provider of dynamic DNS addresses that automatically update with new IP addresses when the your ISP updates them, and then just use the DNS names instead.

You will also have to publicly open up a range of ports for the agents on your computer firewall as well as on the ISP routers setup as well as the NAT routing so that those port ranges are open to the public side of the internet and redirected to the specific PC's ports.

Another alternative is to create a VPN Link (eg. OpenVPN) between your two respective private networks so that they appear to be local to each other. This is more secure and will make it easier to setup the IP address and ports as they will remain fixed, but will introduce an extra protocol overhead into the communications and into the PC's CPU usage. There are however hardware VPN routers for sale instead of using software VPN like OpenVPN.

Thank you so much for your help Fernando, I will check this out and hopefully will get this working.

I'll pop back on to let you know the progress :)

Thanks again!

 
smart gadgets #:

Thank you so much for your help Fernando, I will check this out and hopefully will get this working.

I'll pop back on to let you know the progress :)

Thanks again!

Hi  smart gadgets! Any updates on this; did you get it working? If so what kind of a setup did you end up going with?

Thanks =)

 
ddchbm #:

Hi  smart gadgets! Any updates on this; did you get it working? If so what kind of a setup did you end up going with?

Thanks =)

if you don't know networking it is easiest to figure out setting up a vpn.

the easiest way is by using a raspberry pi or a old computer or a laptop either have lying around and install open vpn on it as a vpn server. and have the other one connect to it with his pc.

that makes the computers think they are in the same house basicly and you can connect to it in your mt5 terminal. there are loads of youtube videos showing how to do it.


alternatively, since the network doesn't let you run tests on crypto pairs, what i am doing at the moment is looking into using a server in a datacenter and connect to that and have that running big backtests. you can rent new superfast 72 core servers for about 2 bucks an hour on a pay as you go basis nowdays.

and 4 or 8 core ones for as little as 25/50 cents or so if you only have a slow computer at home but don't need dozens of cores for testing. 

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