Compilation of MQL5 programmes with AVX / AVX2 + FMA3 / AVX512 + FMA3 instruction set from build 3902 - page 11

 
Aleksey Vyazmikin #:

It's not about where it's right, it's more about the testing mode.

You can try it first on simple Expert Advisors trading at the opening, i.e. exclude the influence of tick history.

On a small number of trades compare the report and visually study the discrepancy.

You say everything right, but you do not take into account one nuance - I do not work in MQ. It is very expensive to find errors and reproduce them clearly.

 
fxsaber #:

You all say all the right things, but you don't take into account one nuance - I don't work in MQ. It is very expensive to find errors and reproduce them clearly.

You are right here, sometimes errors are very frustrating that it's so frustrating that you can't bear to look for them.

 
Renat Fatkhullin #:
Let's look into it - this should not happen

At this stage I have achieved a situation where the b4040 backtest does not match the b4057 backtest. I don't know which one of them is lying.

If interested, give instructions for further actions.

 
fxsaber #:

At this stage I have achieved a situation where the b4040 backtest does not match the b4057. I don't know which one of them is lying.

If interested, give instructions for further actions.

I can offer such an option - test Expert Advisors from simple to complex.

Simple - entry every day at 10 am in buy, SL and TP physical

Medium - entry every day at 10 am in buy, SL and TP is calculated by the average value for the specified number of candles.

Complex - entry every day at 10 a.m. in buy, only if 2 movings crossed in buy not later than 3 candles ago, SL and TP is calculated by the average value for the specified number of candles.


And in general, the problem may be in some element of the indicator calculation, if it is in the EA. I have not been able to repeat the monitoring of Expert Advisors, which I did in 2015 on the same quotes, the same broker and the same history. The difference is in the build. Out of 20 plus EAs, 3 remained plus, but with different results). There is a possibility that brokers eventually correct the past history, but it does not save the situation. This is about MT4. I have not made such checks in MT5.

 
fxsaber #:

At this stage I have achieved a situation where the b4040 backtest does not match the b4057. I don't know which one of them is lying.

If interested, give instructions for further actions.

Please attach details - at least for both builds: screenshots of trading history, full tester settings, testing logs and the server you are testing on.

Also, if possible, send the Expert Advisor by private message

 
MQ Alexander #:

Please attach details - at least for both builds: screenshots of trading history, full tester settings, testing logs and the server you are testing on.

I could hardly reproduce it on MQ-Demo.

The differences are small. Huge (number of trades, etc.) - on another broker (commission is charged there). That's why I recommend you to run it not on MQ-Demo.

Also, if possible, send the Expert Advisor by private message

Thesame EA. The only difference is in the testing dates.

FromDate=2023.11.01
ToDate=2023.11.05


Let me know if it has been reproduced or not.

 

I am having trouble when trying to compile with AVX support. - Please see this english thread for details.

Machine Translation:

I am having trouble when trying to compile with AVX support. - Please see this english thread for details.

https://www.mql5.com/en/forum/460027

Looking for insight to AVX support by MQL5
Looking for insight to AVX support by MQL5
  • 2024.01.05
  • www.mql5.com
Hello there, I've been experimenting with AVX (and its derivatives AVX2 + AVX512) support in MQL5...
 

I will add my 5 kopecks.

I decided to install LLVM, LLVM-15.0.5-win64.exe was downloaded using the "Download" button. Cleaned the temporary, rebooted the computer, during the installation popped up a window of happiness:

installation

I clicked "Skip", then everything went through to the end.

In MT5 the compiler did not self-determine, maybe because I did not tick the PATH in the installer? Ok, I entered the path manually in a similar way to Python and Studio (they self-defined).

llvm

Then compiled my scalper under all variants, compilation without problems. I haven't launched it yet.

Question - how to switch compilation to LLVM? I don't see any options. Is the DLL from the first screenshot important? I have a CPU with AVX only.

Build MT5 4122

windup

 
Alexey Volchanskiy #:

I will add my 5 kopecks.

I decided to install LLVM, LLVM-15.0.5-win64.exe was downloaded using the "Download" button. Cleaned the temporary, rebooted the computer, during the installation popped up a window of happiness:

I clicked "Skip", then everything went through to the end.

In MT5 the compiler did not self-determine, maybe because I did not tick the PATH in the installer? Ok, I entered the path manually in a similar way to Python and Studio (they self-defined).

Then compiled my scalper under all variants, compilation without problems. I haven't launched it yet.

Question - how to switch compilation to LLVM? I don't see any options. Is the DLL from the first screenshot important? I have a CPU with AVX only.

Build MT5 4122


To compile an mq5 file for AVX, you don't need the LLVM. All you need to do is tell ME5 to use AVX.

You can do that in the project settings of your project, at the compile-button in your toolbar, and in the options menu of ME5.

 
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