MT4-Tester VS MT5-Tester - page 11

[fxsaber]

Forum on trading, automated trading systems and strategy testing

Libraries: TesterBenchmark

fxsaber, 2017.07.24 14:45

I've always wondered which trading API is faster - pure MQL4 or pure MQL5.

So let's do some OnTick profiling of the same Expert Advisor in MT4/5 to exclude the influence of the performance of the testers themselves.

MT5x64(Optimization)

i = 1 Pass = 1 OnTester = 2.862 s.: OnTick Profiler: Count = 3387955, Interval = 0.952 s., 3559797.1 unit/sec , Agent = C:\Program Files\Alpari Limited MT5\Tester\Agent-127.0.0.1-3000 build = 1641

MT4x86(Single Run)

2017.07.24 15:38:10.770 EURUSD,M1: 1044487 tick events (39659 bars, 1045534 bar states) processed in 0:00:01.903 (total time 0:00:01.997)
2017.07.24 15:38:10.770 2017.07.08 22:10:23  TesterBenchmark_Example EURUSD,M1: Interval = 1.878 s. (Profiler: Count = 1044487, Interval = 1.284 s., 813504.6 unit/sec)

We can conclude that the same trading logic written in MT4 on its pure trading API and that written in MT5 on its pure trading API differ in terms of speed as follows.

MT5 is 4.4 times faster than MT4! Please note that we are comparing not the speed of languages, but the speed of trading API for the same TS.

[fxsaber]

Forum on trading, automated trading systems and strategy testing

Libraries: TesterBenchmark

fxsaber, 2017.07.24 15:11

But still wondering how much and which tester is more productive. The TS from the delivery doesn't use quote history, so it's particularly good for this kind of comparison.

We will measure both testers in Optimisation mode to avoid different nuances.

MT5 (Optimize)

MT4 (Single)

2017.07.24 15:58:50.775 EURUSD,M1: 1044487 tick events (39659 bars, 1045534 bar states) processed in 0:00:01.513 (total time 0:00:01.607)
2017.07.24 15:58:50.775 2017.07.08 22:11:32  TesterBenchmark_Example EURUSD,M1: Interval = 1.486 s., Count = 1044487, 702884.9 unit/sec

Since Single is slow on MT4 too, let's do Optimize and see net time in OnTester

We obtain that the speed of the MT4 tester is 702884.9 * 1.486 / 0.607 =1720736.3 ticks/second.

Conclusion: MT4 tester is ~12% faster than MT5 tester.

[Alexey Volchanskiy]

Here's a question, very pertinent to the thread.

https://www.mql5.com/ru/forum/211657#comment_5500010 post #9

[fxsaber]

A little insight into the capabilities of the MT5 tester.