MT4-Tester VS MT5-Tester - page 2
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Overkill (100,000 USD at the start)
You have a strange notion of describing testing conditions.
This approach to detail casts a great shadow over all your subsequent conclusions.
This does not work now in MT4.
It works now in MT4.
Is there or is there accurate evidence that the slips and activation rules are exactly how they work as stated?
Can you technically prove and explain how an external program can change the order triggering conditions in the MT4 tester engine? Not by deep injection into this engine?
You have a strange notion of describing test conditions.
Such an approach to detail casts a great shadow over all your subsequent conclusions.
If I didn't tell you something, I didn't do it on purpose. I think I gave you all the data earlier. But I will repeat it once again.
Encrypting test parameters (results) => Send to loopback => Decrypt test parameters (results)
If we take 50 ms from the ceiling, we get 260 * 2 * 50 / 1000 = 26 sec.
Which is not too little.
It would be interesting to know the real figures.
Renat Fatkhullin:
Докажите и объясните технически, как это достигается.
How it is technically achieved - I don't know. Prove it - not ready right away (I will after sleep).
Is there or is there accurate evidence that slippage and activation rules are exactly as stated?
Can you technically prove and explain how an external program may change order triggering conditions in the MT4 tester engine? Not by deep injection into this engine?
The mere fact that the spread has not been fixed for years suggests that the inject is deep. This MT4 feature is very popular on many forums. The only thing that discourages it is that it's not free. But the trial is full-fledged, so everyone can try it. Actually I installed the trial itself a few hours ago to create this thread.
Constructive will be able to support only after a little rest. Actually, everyone can check the statements already now if desired.
Input parameters
You can see that there are wild brakes when Shift = 1. For example, here's how MT4 manages with zero pass
I.e. more than 60 times faster.
SZ
Forum on trading, automated trading systems & strategy testing
Bugs, bugs, questions
fxsaber, 2017.04.26 15:08
Please show range and step of optimized parameters in optimizer logs.
And also in agent logs such lines
Accompany with information on the relevant run - EA name and its input parameters.
It can be seen that the wild brakes when Shift = 1. For example, here is how MT4 handles zero passes
It became pointless to wait for the optimisation to finish, so I stopped.
Running a zero single pass showed (didn't wait for completion) that as the pass was running, the performance of the tester dropped very much.
History functions are not involved.
If I didn't say it right, I didn't mean it. I think I gave you all the details earlier. But I will say it again.
Ok, here are my results on the same (only Alpari-MT5-Demo server):
Clearly there is no point in optimising in a single core in MT5 and even on 8 cores everything goes very fast. I'm sure your 14 minutes in MT4 is done on a CPU close in power per core, so the times can be compared. I even have a frequency per core of only 2.6 Ghz.
Why is there no linear reduction in time? Because the tasks are uneven because of the number of trades. Some passes have 100 trades (the calculation takes a second), and some have 230,000 trades (up to 50 seconds). Since the calculation speed is fully determined by whom and how the longest passes are distributed, the critical path in packages is not greatly reduced.
Your lags are purely due to the inefficient transaction history scanning in the release version. The slowdown cases are passes with 200,000 or more trades.
The entire example of the Expert Advisor is written so that it does only one thing - it scans the entire history of trades on every tick in a terribly inefficient way. That is 1.8 million full rescans of the entire history per one pass. And what's more, the code of MT5 selections is not native, but a crutch in the form of MT4 style wrapper, that gives even more expenses.
As I showed earlier, we have drastically rewritten the operation and sampling of large trade histories and now there is no difference in the depth of history.
Attached the latest build 1598 to check, where everything runs fast. Simply replace the files in the MetaTrader 5 directory.
Here is the log of the passes:
A zero pass with 216k trades (Shift=1, Limit=5 parameters) worked out in 7 seconds.
The entire Expert Advisor example is written in such a way that it does only one thing - it scarily inefficiently scans the entire deal history on every tick. That is 1.8 million full rescans of the entire history of trades per one pass. And the MT5 code is not native, but crutch in the form of MT4 style wrapper, which gives even more expenses.
Forum on trading, automated trading systems & strategy testing
MT4-Tester VS MT5-Tester
fxsaber, 2017.05.08 04:03
History functions are not involved.
Forum on trading, automated trading systems and trading strategy testing
MT4-Tester VS MT5-Tester
fxsaber, 2017.05.08 01:11
If there is any doubt that the MT5 slowdown is caused by using a third party library, those willing can rewrite the simple MT4 logic of this EA in MQL5 in their own way and test the hypothesis.As I showed earlier, we have drastically rewritten the operation and sampling of large trade histories and now there is no difference in depth of history.
I have attached the latest build 1598 to check, where everything works quickly. Simply change the files in the MetaTrader 5 directory.
1598 works much faster than 1596. And it works even in places where History functions are not used at all. Apparently, the terminal caused those slow functions in its guts during the run.
Optimizing MT4
Optimizing MT5
Now MT5 is 1.7 times slower than MT4.
ZS Not all runs matched perfectly. So one of the three is definitely lying (MT4+TDS, MT5, MT4Orders). We will search.