It really depends on how you decide to implement parallel processing

Remote control of strategy tester

I have one EA I trade, with several strategies in it. A separate program translates it to a format I need to implement parallel processing. Then it can be directly used by the backtester. I use tick data from Dukascopy. I build my own hst files from ...

Remote control of strategy tester

Another thing I forgot, the terminal.exe cannot be run in several instances. On the internet you can find "patched" versions of the executable allowing this.

Remote control of strategy tester

Be careful if you are planning to run the terminal.exe multiple times in parallel, since you are sharing the same directory path and therefore result and set files can overwrite each other. To perform parallel processing and take advantage of modern ...

Remote control of strategy tester

I found that the .Exited event does not always work as expected. I don't exactly remember the issues I had to face. Feel free to experiment.

Remote control of strategy tester

I periodically check "terminal.exe" amongst the active processes. Look for Process.GetProcesses() api.

Remote control of strategy tester

Symbol properties say 4 digit but you get 5-digit ticks in your backtest. There must be something wrong with your MT4 installation / historical data. Addition: Can you please send me the entire log file? (Please zip it)

Trend Follower 5 Minute System

string TimeToStr (datetime value, int mode=TIME_DATE|TIME_MINUTES) Converts value containing time in seconds that has passed since January 1, 1970, into a string of "yyyy.mm.dd hh:mi" format.

Format output from TimeLocal() in MT4

Metroharbour, I'm sorry but I stopped the development of this EA, right now I'm involved in other projects. Regarding the supposed bug, give a look at the log file and you will understand why it exited the position. Josch, good strategies can be ...

Trend Follower 5 Minute System

The EA trades correctly according the original strategy.

Trend Follower 5 Minute System

Of course, I have implemented those functions in my tester. Up to now not all of them, but only the ones I'm actually using in my EA (therefore I can say it is still in alpha version). At the moment the source code of the tester is 50kB. It took me ...

MT4 Strategy Tester memory question

It is compiled as C. The backtester creates one thread for each simulation point. The tick data is loaded once and used by all the threads.

MT4 Strategy Tester memory question

My backtester is written in C. The MQL4 source code of my EA (the only one I work with) can be "almost" directly added and compiled with the backtester sources. "Almost" means that I have to slightly edit it to allow multithreading execution.

MT4 Strategy Tester memory question

In my case, the only way to speed up backtest time was to develop my own backtester taking advantage of modern multicore cpus with parallel processing. On my system, most of the time is spent in loading the tick data from the memory mass storage ...

MT4 Strategy Tester memory question

As far as i recall, the minimum lot limit is stored in the header of the tick data file. If you are using your custom tick data file, you have to edit this field by hand.

Help needed with backtesting

At the moment this step is done by hand, since I do not optimize very often.

Remote control of strategy tester

Yes, you are right. I'm using Dukascopy tick data, my C# application automatically performs the steps described in Birt's site to download and convert it in MT4 format. It also copies the final data files in the correct directories and checks they ...

Remote control of strategy tester

I don't use dynamic optimization, I have written an external C# application to automatically download tick data (I always backtest with 99% quality), convert it in the correct format for MT4 and copy in the right locations. It can also run, test and ...

Remote control of strategy tester

You are right, but in C++ the improvement in performance would be dramatic. I think everything depends whether your ts is stable or still in development phase, and how much optimization speed is important for your trading style. Right now I'm not ...

Remote control of strategy tester

Then in your case the overhead will be relevant... As far as I understand, you need to feed your EA with the results of the backtest, so why not implementing the optimization engine in the EA itself? For example, you can write a C++ dll for MT4 for ...

Remote control of strategy tester