Re: Metatrader 5 Versions of indicators.

153
mrtools wrote: Mon May 15, 2017 5:52 am Salexes, taking baby steps, this is what I have so far(THANKS to Mladen for his help with the absHighest function), working on the coloring and the mtf.

ps) the plan is to have the histo like the latest mt4 version along with the colored lines something we are not able to do in mt4.
Hello again,

finally I build a strategy I want to backtest (it seems to be a very good one, if i check by hand)

The problem I now encountered now was that the backtesting of this version is very slow. For one month backtesting (Everytick) it needs like 10-15 minutes, while the mt4 version only needs 1-2 minutes for one month.
Is there anything we can do to make the backtesting faster ?

cheers,
salexes


Re: Metatrader 5 Versions of indicators.

157
salexes wrote: Wed Jun 14, 2017 4:31 am
https://www.forex-station.com/viewtopic ... 1295357373
This is what I mean. The backtesting is extremly slow compared to the mt4 version of the indicator.

The indicator is attached there in mrtools post: https://www.forex-station.com/viewtopic ... 1295353748

regards
I am assuming that you are using indicator testing mode of mt5
If you are using 1 minute chart for testing, then don't

The thing is the following : mt5 is going to use arrays for the whole history available for 1 minute data and that is a LOT (regardless of time limit settings - for example for me, even when I set the start of the test to 01.01.2016, I get some 360K size array x 10 elements on the initial run - the MT5 goes bananas when it needs to to be resized). And mt5 - despite of what are they telling, is not very fast when it comes to resize a little bit more complicated array (like the array that is required for the smoothing). Use some higher time frames


Who is online

Users browsing this forum: kvak, Ruby [Bot] and 8 guests