Testing the new MQL5 compiler for x64 platforms - speed up calculations from 2 to 10 times!

[MetaQuotes]

As was promised before, the new MQL5 compiler optimized for the 64-bit version of MetaTrader 5 is released.

Full compatibility of the generated code has been preserved for the 32-bit versions of the terminal, as well as for the old terminal versions.

On our MetaQuotes-Demo server it is already possible to upgrade to MetaTrader 5 build 1108, which has the new functionality available. To enable the new optimizing compiler mode it is necessary to add Optimize=1 key in the [Experts] section of the metaeditor.ini file:

[Experts]
Author=Copyright 2014, MetaQuotes Software Corp.
Address=http://www.mql5.com
Optimize=1

Standart compiler tests were used to test the performance of MQL4, MQL5 and C++ compilers. All source files are attached along with the Excel table of results, so that anyone can double-check himself.

For now see the test results in the following environment:

• Intel Xeon E5-2687W v3 @3.10 Ghz, 20 cores, 32 Gb DDR4 2100
• MQL4 on MetaTrader 4 build 794
• MQL5 on MetaTrader 5 build 1111 x64, normal mode
• MQL5 on MetaTrader 5 build 1111 x64, new compiler, Optimize=1 mode
  
• C++ on Visual Studio 2012 Update 4, x64 code, maximum optimization
• time in milliseconds, the less - the better
  

Test	MT4 794	MT5 1111 x64	MT5 1111 New	C++ x64	Comment
TestAckermann	3718	3109	0	0	Perfect, two compilers managed to optimize calculations at compile time by omitting the entire code
TestArrays	15063	2531	203	31	It is still possible to improve the result
TestBubbleSort	10609	2484	656	860	Surprisingly, MQL5 got ahead in bubble sorting
TestCall	922	891	0	0	Perfect, two compilers managed to optimize calculations at compile time by omitting the entire code
TestFibo	2547	1187	0	0	Perfect, two compilers managed to optimize calculations at compile time by omitting the entire code
TestMatrix	15375	4359	422	281	It is still possible to improve the result
TestMoments	5719	4323	4078	0	Perhaps, by including more optimization methods it would be possible to omit the code like MSVC does
TestNestedLoop	6219	6141	0	0	Perfect, two compilers managed to optimize calculations at compile time by omitting the entire code
TestPiCalculated	5047	3500	1875	1859	Head to head with MSVC
TestRandom	2375	1828	468	438	Almost the same as MSVC
TestSieve	13578	4031	875	515	Close
TestString	187	218	422	266	We will optimize and overtake MSVC, this is a temporary failure due to insufficient optimization (didn't get around to that)
TestStrPrep	3938	3328	1703	1875	Faster than MSVC
TestStrRev	4000	3141	2719	438	Needs investigation
TestStrSum	5344	2812	2844	0	Perhaps, by including more optimization methods it would be possible to omit the code like MSVC does

To see the detailed chart, please click on it.

The conclusions:

1. MQL4 seriously falls behind MQL5, even based on the same compiler
   
   MQL5 is faster than MQL4 by tens of percents to several times. The reason for the loss is the execution environment and 32 bits. MetaTrader 5 has a much more efficient and constantly evolving execution environment.
   
   
2. The new 64-bit MQL5 compiler is faster than the current MQL5 one by 2 to 10 times
   
   The developement of the new compiler has taken a very long time, but the benefit turned out to be amazing. There are still questions to the string operation optimizations, but we will try to speed them up as well.
   
   
3. The new compiler came very close to the quality and speed of the Visual Studio 2012 x64 compiler
   
   Not all of the optimization methods have been activated yet, as they still undergo testing. Therefore, the results will improve.
   

How can traders benefit from that?

The ability to make more calculations in the same time and to think less about switching to DLL. This is especially important for those who deal with heavy math.