Discussing the article: "Developing a multi-currency Expert Advisor (Part 8): Load testing and handling a new bar"
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Check out the new article: Developing a multi-currency Expert Advisor (Part 8): Load testing and handling a new bar.
As we progressed, we used more and more simultaneously running instances of trading strategies in one EA. Let's try to figure out how many instances we can get to before we hit resource limitations.
In the first article, we have developed an EA featuring two instances of trading strategies. In the second one, we have already used nine instances, while in the last one this number jumped to 32. There were no problems with testing time. It is clear that the shorter the time of a single test pass, the better. But if the overall optimization takes about a few hours, this is still better than several days or weeks. Likewise, if we have combined several strategy instances in one EA and want to see its results, then a single pass should be completed in seconds or minutes, not hours or days.
If we perform optimization to select groups of strategy instances, then several instances already participate in all optimization passes. Then the time spent on individual passes and on the entire optimization in general increases. Therefore, we limited ourselves to selecting groups of no more than eight instances with this optimization.
Let's try to find out how the time of a single pass in the tester depends on the number of instances of trading strategies for testing periods of different durations. Let's also look at the memory consumed. Of course, we need to see how EAs behave with different numbers of trading strategy instances when launched on the terminal chart.
Author: Yuriy Bykov