How to Improve Optimization Speed in MetaTrader 5 Strategy Tester? - page 2

 
Stanislav Korotky #:

I suppose you're referring to a well-known principle of exchanging resources for speed and vice versa (either one can be improved at the expense of another). But taking into account that indicator adds more auxiliary tasks for syncing and reading data, the principle is not applicable here, IMHO. Just imagine that a single tick event should be routed to 2 programs instead of 1 (a standalone EA), and then copy some data (instead of accessing local array inplace).

I am not talking about principles. I am talking about my experience. I don't have time to prove it unfortunately, maybe in the future it could be worth to make the experiment, with various indicators from light to heavy, with public code.

Anyway, anyone reading the topic has now enough information to form an opinion.

 
Alain Verleyen #:

I am not talking about principles. I am talking about my experience. I don't have time to prove it unfortunately, maybe in the future it could be worth to make the experiment, with various indicators from light to heavy, with public code.

Anyway, anyone reading the topic has now enough information to form an opinion.

OK, from the point of experience, in the past I have had measurements confirming that indicator calls add small lags into EA operation (especially taking into account that properly crafted EA needs to ensure that the indicator is promptly re-calculated on the latest tick, which is different to is-symbol-synchronized checkup). This is why I mentioned the point in the list.

I agree that a test-case could provide actual info and details on applicability in different conditions.