Benchmarking Multi-Strategy EA Load and New-Bar Processing
Summary
The article measures how MetaTrader 5 tester runtime and memory use change as the number of strategy instances in a multi-currency Expert Advisor grows. It compares several tick simulation modes, estimates cost per instance per test day, and separates EA memory from historical and tick data. The reported runs show that tester cost depends strongly on simulation detail: every-tick testing takes substantially longer than one-minute OHLC, while real-tick simulation adds further time and memory. The article also notes that logging can affect runtime, though disabling output produced mixed results.
A second topic is processing strategy logic only when a new bar appears. This can reduce repeated work and make results more comparable across simulation modes when a strategy does not depend on intrabar actions. The example found faster testing and slightly higher profit with this change, but the author cautions that such outcomes are strategy-specific. High-frequency entries or sensitivity to stop and target execution still require more detailed tick testing.
Key ideas
- Tester cost and EA memory were measured across increasing numbers of strategy instances.
- More detailed tick simulation increases runtime and memory requirements.
- Suppressing diagnostic log output may reduce runtime, though results varied between runs.
- New-bar processing can reduce unnecessary calculations for strategies that do not need intrabar decisions.
- Simulation shortcuts must be evaluated separately for each strategy.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.