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Author Topic: MT5 Backtesting  (Read 1119 times)

Offline 999cjb

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MT5 Backtesting
« on: July 12, 2010, 09:46:54 AM »
Hopefully everyone uses the MT4 backtest facilities to try out EA performance before attempting any live running. If you do this extensively you will know how frustrating it is to wait for each backtest series to complete. This is particularly so if you run multi core processors as the MT4 backtest only uses one core. I accelerate this somewhat by running 3 simultaneous backtests on each quad core test server (running 4 clogs the server) but this requires concentration and feverish scribbling on my results check notepad to make sure I do not get confused by the multitude of results ( I am old and male so definitely can only do one thing at a time!).

This weekend, I started backtesting using the latest MT5. I am not happy about the complete recoding of all my software which seems to be necessary to "upgrade" to MT5 but as I feel the need to address the new MT5 platform I have to do it. Apart from the recoding which is still in progress, I found it only took a few minutes to get familiar with the MT5 interface and the basics of the new backtesting routine. In this, at least, there has been a massive step forward.

With my quad core CPUs, the MT5 backtester will use all 4 cores, running multiple passes simultaneously. This in itself is a massive step forward but the real delight for me is that you can also run other applications concurrently. The performance of these other applications is seemingly unaffected by the MT5 backtester as this simply soaks up all the unused processor time on each core resulting in a 100% CPU usage on each core while the backtester is running. I ran 3 x MT4 backtests plus the MT5 backtest. The MT4 tests didn't slow down at all while the MT5 test obviously took longer.

An "Agents" tab in the Strategy Tester shows the perentage usage of each core. I found this more interesting to watch than the results!

Could it get any better than this? Only by incorporating this backtester into the MT4 platform. But it won't happen, will it?

 

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