MetaTrader 4 and MetaTrader 5 Memory and Data Loading Management Comparison - page 4
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Most likely the problem comes from the historical data? MT4 needs only M1 bars in order to create all other timeframes. MT5 is using the real tick data to create all time frames. The processing of tick data takes more time and more resources.
You are correct but still it should not threat user with freeze or near freeze of their window by just calling 500 data points.
I did not call 50000 or 500000 of data.
Finally something constructive, thanks. Trying it...
Which build did you use, still 1958 ? (1959 is now available).
How much symbols in your Market Watch ?
You can try with over 30 to 50 symbols. It is the number typically loaded by many traders.
Incorrect! MT5 is the one that builds all the time-frames from M1 data, not MT4 which builds up each time-frame separately, each from its own source data feed and this is the reason there is usually mismatch errors in the Strategy Tester on MT4.
Also on MT5 tick data is build up separately from OHLC data. Tick data is not used to build up OHLC data, at least not on the Terminal side.
Incorrect! MT5 is the one that builds all the time-frames from M1 data, not MT4 which builds up each time-frame separately, each from its own source data feed and this is the reason there is usually mismatch errors in the Strategy Tester on MT4.
Also on MT5 tick data is build up separately from OHLC data. Tick data is not used to build up OHLC data, at least not on the Terminal side.
Exact. Happy you wrote it, as I didn't want to start a new polemic with people only interested by subjectivity.
On topic, tests are underway and all assumptions will be clarified.
EDIT : I realized that the results I posted yesterday concerning CPU/RAM was flawed because the MT4 platform I was running was on a SSD. So I updated the results, running both platforms on the same hard disk.
So, I will create several posts in a raw to present the tests and the results I have done.
My computer config :
Terminal Windows 10 (build 17134) x64, IE 11, UAC, Intel Core i5-3317U @ 1.70GHz, Memory: 4302 / 7893 Mb, Disk: 232 / 464 Gb
MT5 Build 1959, which is a beta version was used, and MT4 build 1090 which is last official release. I setup both platforms with exactly the same workspace : 10 symbols in Market Watch, 1 EURUSD/M1 chart open and 65000 chart bars. These were done a Saterday, so the markets were closed. Could be interesting to compare too, when they are open.
No code is running, the platforms are just started.
Both platforms using approximately the same RAM. However I noticed MT4 is continuously running the CPU, while MT5 works by "peaks" : most of the time 0 then every x a CPU peak between 1 and 2%.
So I let both platforms run for a while, and use "Apps history" tab from Task Manager to check CPU usage of both platforms (after a reset). Interestingly MT4 uses more than twice CPU time in this situation (doing nothing).
As you may note, I will also use Sysinternals Process Explorer (which is a great tool) for these comparison tests.
EDIT : I realized that the results I posted yesterday concerning CPU/RAM was flawed because the MT4 platform I was running was on a SSD. So I updated the results, running both platforms on the same hard disk.
Firstly, I will show the memory usage when the script is started :
Please note that the memory usage shown here is not the same kind of memory shown with the Task Manager.
As a first remark, it's perfectly obvious there is a memory peak with MT5, using more memory.
EDIT : I realized that the results I posted yesterday concerning CPU/RAM was flawed because the MT4 platform I was running was on a SSD. So I updated the results, running both platforms on the same hard disk.
After 10 iterations, memory usage is
This is after starting MT4 and MT5, with the indicator already attached to the chart.
I also decided for this first test to check that all 10 symbols have all the data downloaded already before starting the indicator. An other test should be done with no data to see what will happen.
A second remark about MT5 when the test is initiated by starting the platform :
2018.12.08 20:19:35.533 293936 Counter: 0, Symbol: CADCHF, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.555 293936 Counter: 0, Symbol: EURGBP, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.561 293936 Counter: 0, Symbol: EURJPY, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.561 293936 Counter: 0, Symbol: EURUSD, M1: 500, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.575 293936 Counter: 0, Symbol: GBPJPY, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.585 293936 Counter: 0, Symbol: GBPUSD, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.593 293936 Counter: 0, Symbol: NZDCAD, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.610 293936 Counter: 0, Symbol: USDCAD, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.622 293936 Counter: 0, Symbol: USDCHF, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.632 293936 Counter: 0, Symbol: USDJPY, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
The first iteration only grab some data for the current open chart.
It's only at the 4th iterations, that all data are available. It's clearly a weakness of MT5.
2018.12.08 20:20:05.501 293936 Counter: 3, Symbol: CADCHF, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 143
2018.12.08 20:20:05.501 293936 Counter: 3, Symbol: EURGBP, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 308
2018.12.08 20:20:05.501 293936 Counter: 3, Symbol: EURJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.501 293936 Counter: 3, Symbol: EURUSD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.501 293936 Counter: 3, Symbol: GBPJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.502 293936 Counter: 3, Symbol: GBPUSD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.502 293936 Counter: 3, Symbol: NZDCAD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 137
2018.12.08 20:20:05.502 293936 Counter: 3, Symbol: USDCAD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.502 293936 Counter: 3, Symbol: USDCHF, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.502 293936 Counter: 3, Symbol: USDJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
This clearly doesn't happen on MT4 :
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: CADCHF, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: EURGBP, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: EURJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: EURUSD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: GBPJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 379, MN1: 88
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: GBPUSD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.654 293936 EURUSD,M1: Counter: 0, Symbol: NZDCAD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 454, MN1: 107
2018.12.08 20:20:12.654 293936 EURUSD,M1: Counter: 0, Symbol: USDCAD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.654 293936 EURUSD,M1: Counter: 0, Symbol: USDCHF, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.654 293936 EURUSD,M1: Counter: 0, Symbol: USDJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
However, we have to take all into account, if we check the time needed from the start of the platforms to the first data result, according to the logs, we have:
MT5 : 11.151 seconds
2018.12.08 20:21:12.259 Terminal Alpari MT5 x64 build 1959 started (Alpari International Limited)
2018.12.08 20:21:23.410 293936 Counter: 0, Symbol: CADCHF, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
MT4 : 12.346 seconds
2018.12.08 20:21:15.896 Alpari Limited MT4 build 1090 started (Alpari Limited)
2018.12.08 20:21:28.242 293936 EURUSD,M1: Counter: 0, Symbol: CADCHF, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
So if we would modify the script to try again when it doesn't grab the data the first time, there will be no real difference between the platforms.
Here is the CPU time used by both platforms while running the tests (200 iterations).
The memory data are before I realized MT5 was using 1,000,000 Max bars in chart. After that I change to 65,000 as MT4.
Something really important to explain more memory usage by MT5, it uses significantly more active threads.
Last test I made was to check execution speed. I was expecting, MT5 to be faster or equal to MT4 for such task grabbing data. At my big surprise MT4 was around 25% faster than MT5.
The test was repeated several times in similar conditions for both platforms, it always give similar results.