Optimisation and backtest speed

 

EAs are very slow to optimize and even backtest . Having a lot of criteria and indicators must not help.

If a more powerful computer could solve the problem, but I doubt it, since only one of the 8 cores of the processor is used.

Is it the broker that limits the speed or MT5 itself?

The speed is not the same from day to day either, on weekends it seems even slower


MT5 uses only 20% of the processor power, while the rest of the open applications use 5%.

It uses 200MB of RAM, while I have 16GB!

I then said to myself that a more powerful computer wouldn't change much, would there be a way to force MT5 to use more capacity?
 
bbb888l:

EAs are very slow to optimize and even backtest . Having a lot of criteria and indicators must not help.

If a more powerful computer could solve the problem, but I doubt it, since only one of the 8 cores of the processor is used.

Is it the broker that limits the speed or MT5 itself?

The speed is not the same from day to day either, on weekends it seems even slower


MT5 uses only 20% of the processor power, while the rest of the open applications use 5%.

It uses 200MB of RAM, while I have 16GB!

I then said to myself that a more powerful computer wouldn't change much, would there be a way to force MT5 to use more capacity?

You might want to look into the mql cloud

also try and separate the signal optimization from the trade management optimization

 
bbb888l:

EAs are very slow to optimize and even backtest . Having a lot of criteria and indicators must not help.

If a more powerful computer could solve the problem, but I doubt it, since only one of the 8 cores of the processor is used.

Is it the broker that limits the speed or MT5 itself?

The speed is not the same from day to day either, on weekends it seems even slower


MT5 uses only 20% of the processor power, while the rest of the open applications use 5%.

It uses 200MB of RAM, while I have 16GB!

I then said to myself that a more powerful computer wouldn't change much, would there be a way to force MT5 to use more capacity?

This sounds strange. Normally MT5 utilizes all available resources, up to 100%. You should check/think, where else a possible bottleneck can be. First, try some other EAs and see if they use more CPU and memory.

 
Stanislav Korotky #:

This sounds strange. Normally MT5 utilizes all available resources, up to 100%. You should check/think, where else a possible bottleneck can be. First, try some other EAs and see if they use more CPU and memory.

Which is also a problem :-D

 
I test several different EAs with the same problem
You in backtest simulation your processor and memory are really used at almost 100%?
 
I tried the cloud, and it is even slower, the available processors are slower than mine.
 
Post screenshots to show what you are doing and the settings used.
 






this is only for 1 backtest, sometimes there is one core out of 8 used at a high percentage, sometimes several processors at low percentage

 
bbb888l #: this is only for 1 backtest, sometimes there is one core out of 8 used at a high percentage, sometimes several processors at low percentage

It only uses multiple threads/processors when doing optimisations, not when doing a single back-test. An MQL Program, such as an EA, is only single threaded, not multi-threaded.


 

For reference ... Documentation on MQL5: MQL5 programs / Program Running

The below table contains a brief summary of MQL5 programs:

Program

Running

Note

Service

A separate thread, the number of threads for services is equal to the number of services

A looped service cannot break running of other programs

Script

A separate thread, the number of threads for scripts is equal to the number of scripts

A looped script cannot break running of other programs

Expert Advisor

A separate thread, the number of threads for Expert Advisors is equal to the number of Expert Advisors

A looped Expert Advisor cannot break running of other programs

Indicator

One thread for all indicators on a symbol. The number of threads is equal to the number of symbols with indicators

An infinite loop in one indicator will stop all other indicators on this symbol

Documentation on MQL5: MQL5 programs / Program Running
Documentation on MQL5: MQL5 programs / Program Running
  • www.mql5.com
Each script, each service and each Expert Advisor runs in its own separate thread. All indicators calculated on one symbol, even if they are...