[Strategy Tester] execution speed slowing down exponentially while backtesting an EA
Much depends on what is being done & when
Do some evaluate open or close only on first tick of a bar and others check each tick?
Is something being done ecah tick that you think is once per bar?
Do some have 'indicator code' in the EA & others sub the code to an external indicator?
These are the most common things I see with 'slow' EA's..
FWIW
-BB-
99.9% of the time, it is due to inefficient code.
As for the remainder, I'm not sure :)
int init() { if ( IsTesting() && !IsVisualMode() ) { Show.Objects = false; // test Show.Comments = false; } //... } //... if (Show.Comments) { Comment(//...
Backtest performance will be especially hampered if there is logic performed with each tick such as:
- repetitive logic eg. looping logic through order history
- logic with latency eg. file access, dll access
- heavyweight logic eg. complex calculations with many variables
- poorly written logic
Depending upon your EA, it can make sense to create a LIVE and TEST mode, configurable by an extern variable, in order to allow certain functionality to be bypassed for strategy tester runs.
CB
BB/WHRoeder/CB: Thank you for your support.
My reference time was 62 seconds for 1 month in the backtest.
What I've found out this afternoon:
- deleted unused code (code that will never be executed) --> -2 sec
- deactivated all kinds of graphical objects --> -3 sec
- added an exit at the very beginning when I can be sure that there's "nothing to do" on this tick --> -12 sec
- removed some unneccessary function calls --> -4 sec
- (don't know if that's correct english:) I've interleaved connected boolean operators --> -4 sec
--> all in all i nearly doubled the performance
what I've found out: MQL does not handle connected boolean operators like i.e. Java.
example:
if (cond1 && cond2 && cond3...)
--> all conditions will be checked, even if cond1 is false
so what I did is this:
if (cond1) {
if (cond2) {
and so on ...
}
}
ugly, but so is MQL...
also unnecessary function calls are able to reduce the execution speed significantly- I always underestimated this fact. but again, it's MQL...
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Has anyone found out, what it is that's slowing down the strategy tester?
On the one hand I have rather complex EAs that I can backtest in around 10 sec / month. Some other EAs really slow down the strategy tester exponentially and take >1 min/month. I haven't yet ofund out what it is: RAM usage stays on a constant level so it's not a memory leak then.