MT5 speed is slow
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Hello everyone, I have a few different EA's that I use. Most with just a simple variable or 2, usually no more blocks than 20....each one is so slow to run on MT5 software! If I convert it to MT4 and run over there, it is several times faster. On MT5, I am not doing the strategy testing in display mode..so I am smart enough to know its not the play-back speed. Is there something else I'm missing?
I also noticed that unlike MT4, there isn't a "History Center" to download the data. Is the data constantly updated or perhaps it must be run from their servers every time?
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What’s in your 20 Blocks?
Do you need to recalculate it on every tick?
What is your ping on mt5 and mt4?
You can run an analysis on mt5 which functions take how long... -
Hello friend, I think you are using a somewhat complicated method. You may also want to view all the data on the graph. Of course for this reason there will be a slowdown in data exchange between the server, robot, and graph
I think you should try to remove all unnecessary blocks -
What I did to improve speed is change modelling in 1-minute OHLC. Yes, @ZAHER-AHMAD I will be interested in a slower more efficient method when I need to iron out the details, but I'd like to run through quickly in the beginning of a thought in order to see if it generally works.
@bk7 No, it is just very simple stuff that I was running by "every tick based on real ticks." According to a google search however, many people say that MT5 is naturally slower in comparison to MT4.
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@jsauter86 said in MT5 speed is slow:
What I did to improve speed is change modelling in 1-minute OHLC. Yes, @ZAHER-AHMAD I will be interested in a slower more efficient method when I need to iron out the details, but I'd like to run through quickly in the beginning of a thought in order to see if it generally works.
@bk7 No, it is just very simple stuff that I was running by "every tick based on real ticks." According to a google search however, many people say that MT5 is naturally slower in comparison to MT4.
the mt5 backtest should be of higher quality...
you can speed it up with the once a bar for the main calculation and the other stuff with more calculations... -
yes sir it is and it took my aweose MT4 EA's and totally flipped them around and made them less than ideal. So I'm working hard trying to get my good EA's more efficient again.
Is this optimization feature worth the CPU power?
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I think it is. But I noticed it depends a lot on the machine you are using for a backtest.
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@bk7 new 8 intel laptop and ive got a ryzen 2nd gen 8 core desktop at home.
I think a lot of it in the beginning had to do with waiting on the data from the server. They seem to be a lot quicker...now I just need to figure out how to get both computers to share resources. I tested out the cloud server for optimization to make my EAs more efficient and it went through $20 super fast. Very impressed with the results however!
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a lot depends on your internet connection on live trading as well, but that doesnt matter for backtesting.
i use for a backtest just a 3900x ryzen with nvme ssd, it outperforms any desktop intel chip by far. i once notized that an old xeon 2670 is as fast as a 8700k in terms of multicore backtest duration. -
I always use "open prices only" testing, runs fast enough... Yes, its inaccurate for some HFT system, but thats not my niche anyways.
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@roar did you encounter any problems once you use hlc/hlcc prices?
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@bk7 sometimes yes, usually no
Need small help? Tag me in your post
Need big help? https://www.fiverr.com/big_algo/automate-your-winning-strategy-in-mql4-or-mql5 -
@roar hft = high frequency trading?
Whats high frequency? haha
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@jsauter86 more than one order within 1 minute ^^
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yo...ive got to say that im a little salty that nobody told me when you go from mt4 to mt5 you need to get rid of the no trade blocks (or after converting you should look to see if they need to be changed). I am still using them on some EA's...I thought some of my EA's and price action readings were trash because of it. Nope. Just needed to change the blocks to no position/order.
