A little surprised :) Thought I'd share and ask a NOT rhetorical question. - page 9

 
... Chelyabinsk programmers are so tough that they implement indicators directly in the EA.
 
TheXpert:
... Chelyabinsk programmers are so tough that they implement indicators directly in the EA.

What are you trying to achieve with this post?

P.S. Everyone should be able to honestly and with dignity admit their mistakes, and in reasoning too.

 
Renat: The first thing is that the custom tester is not so obvious.

In fact adding any indicator to your own tester will immediately set the speed at the level of the regular tester or even slower. For example, EURUSD has about 51.5 million ticks over 11 years. Insert the calculation of any indicator (of course, economical one) inside this cycle and the speed will decrease by several orders of magnitude. But because custom testers rarely use indicators, it turns out that they don't encounter speed drops so clearly.

Speaking of speed, we should bear in mind that the in-house tester is very well optimised and is able to spin multi-million dollar cycles simulating bars very efficiently. We have optimised the tester's processes well.

Another interesting point is that the custom tester has no possibility to visualize the results both in the form of graphics and in the form of showing of deals on the chart.


First, for 11 years EURUSD has had EXACTLY 165.5 million ticks, not 51.5. That is three times more.

And the work of the digitizer is not 100 times faster than MT4 (and it is much faster than MT5) but probably 1000 times faster.

But it's nothing to talk about IMHO, but for the truth it's important to write - MT5 optimizer is so slow in general, that it seems to me that it cannot be used seriously.

 
Academic:


Firstly, in 11 years there have been IMMEDIATELY 165.5 million ticks on EURUSD, not 51.5, i.e. three times more.

And it's not 100 times faster than MT4 (which is a lot faster than MT5) but probably 1000 times faster.

But it's nothing to talk about IMHO, but for the truth it is important to write - MT5 is such a slow optimizer, that it seems to me that it cannot be used seriously.

Publish your tests with replayability, please. With all important parameters: history depth, number of simulated ticks, strategy etc.

Without that, it's just a lot of air.

 
Renat:

Publish your tests with playability, please.

Without that, it's just a lot of air.


OK. If I have time I will make special tests. But if someone has it (time) and could do it now, it would be interesting to see.

Generally speaking, we should make an Expert Advisor that calculates ticks and run it from March 2007 till now (or better to do so). With two integer parameters in the range from 0 to 100 - a total of 10000 runs. Use a time stamp to document the start and end times of the optimization. Then divide this time by the number of ticks multiplied by the number of runs. We will get minimal overhead per one tick - let's call it NM.

Then the Expert Advisor must be more complex - for example set to do N trades per bar. For example, for 300 bars one trade. With average number of ticks per bar let's say L - we can obtain the number of ticks for which one trade should be conducted. Buy and sell is random. That's all. Such an EA can be implemented both on МТ4 and МТ5.


Then we complicate things further - take indicators, for example, one of the mask.


As the result, we should always get the time of one tick - divide it by the number of ticks. And we can for example correlate this number with NM (minimum overheads) and that's it.

As a result we'll get performance INDEX independent from number of ticks. Both absolute (as time of one tick) and relative to NM. I'll say, that my vinyl grinder makes 1000 runs all ticks (three times more than MT) in 44 seconds. That is, in MT's version 1000 runs on a history of TRYs in 44 seconds - ( about 1 minute ) :) .

 
Academic:


I will say that I have a digitizer chasing 1000 runs of all ticks ( three times as many as in MT ) in 1 second.

Academic:


I will say that my digit crusher chases 1000 runs all ticks ( three times more than in MT ) in 44 seconds.



Will there be any more fixes ?

Or can we start waiting for publication with evidence and objective comparisons

 
Mischek:

Will there be more corrections ?

Or can we start waiting for a publication with evidence and objective comparisons

Corrections? What is the problem? What are you unhappy with?
 
Academic:
Corrections? What's the problem? What is your problem?
First you had 1 second, then the time was increased by 44 times.
 

Unfortunately, this is not a test, but another unsubstantiated statement.

I didn't write for nothing:

Опубликуйте свои тесты с возможностью воспроизведения, пожалуйста. С указанием всех важных параметров: глубина истории, количество смоделированных тиков, стратегия и тд.

"I did the math here and here are the totals" comparisons can in no way serve as evidence without publicly reproducing the entire test.

When you make strong statements publicly, you have to prepare for public evidence. That is, put the tester on the table so that it can be tested and make sure that both the calculations and the results are correct.

 
Mischek:
First you specified 1 second, then the time increased by 44 times.

So? 44 seconds is correct. I corrected it to the correct value. Even more so now after adjusting the optimisation 30 seconds.

What's the problem? What do you have a problem with?