Metatrader and multi-core processors
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Thread: Metatrader and multi-core processors

  1. #1
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    Default Metatrader and multi-core processors

    A question that is often asked, is Metatrader well optimized for multi-core processors? Will the optimization and backtesting be faster?

    You can test by yourself if you have 4+ cores and disable few of them to see what happens.

    Windows Key + R > MSCONFIG > Boot tab > Advanced options > Set Processor's number.

    Here are my results:

    Testing protocol:

    MACD Sample, EU H1, Spread 10, Every Tick (TickDownloader + TickStory). TP 1000, lots 0.01, TS 300, MACDOpen 3, MACDClose 2, MATrendPeriod 100. Optimisation : TP 50-50-1000, lots 0.01, TS 300, MACDOpen 3, MACDClose 2, MATrendPeriod 20-20-600. Genetic algorithm unticked (Strategy tester > Experts properties > Testing tab). Core i7-3770K not overclocked (3.5 GHz). Results expressed in seconds.

    1 core (2 threads):

    Optimisation between 2017.04.01-2017.05.30: 807 : 896, 860, 765, 787, 1468, 1137, 529
    Bactesting between 2013.01.01-2017.05.30: 55.3, 47.6, 47.8, 48.4, 47.5, 68.3, 47.9

    2 cores (4 threads):

    Optimisation between 2017.04.01-2017.05.30: 814 : 824, 822, 844, 834, 746 (Same as one core but more stable).
    Bactesting between 2013.01.01-2017.05.30: 46.3 : 45.5, 45.9, 46.0, 45.6, 45.3, 45.1, 45.1, 45.9, 50.3 (+19% comparing to 1 core).

    3 cores (6 threads):

    Optimisation between 2017.04.01-2017.05.30 : 753 : 764, 769, 760, 739, 732 (+7% faster than 1 core).
    Bactesting between 2013.01.01-2017.05.30 : 45.3 : 44.7, 44.7, 44.8, 44.8, 46.7, 46.0 (+22% faster than 1 core).

    4 cores (8 threads):

    Optimisation between 2017.04.01-2017.05.30 : 692 : 701, 701, 696, 695, 679, 677 (+17% faster than 1 core).
    Bactesting between 2013.01.01-2017.05.30 : 42.4 : 43.0 45.2, 42.3, 41.8, 41.6, 41.7, 41.8, 41.4 (+30% faster than 1 core).

    Supposition:

    Now, let say that every additional core with a similar frequency (3.5 GHz) would add approximately +7% of performance comparing to the previous number of cores for backtesting and +9% for optimization. Which is unsure as I don't have any experience with Intel Core i7 5960X (8 cores), 6950X (10 cores) or Intel Core i9-7900X (10 cores). Performance comparing to the original 4 cores.

    Cores Optimization (s) Performance Backtesting (s) Performance
    1 807 - 53.3 -
    2 814 - 46.3 -
    3 753 - 45.3 -
    4 692 - 42.4 -
    6 573 21% 36.7 16%
    8 475 46% 31.7 34%
    10 393 76% 27.4 55%
    12 325 113% 23.7 79%
    14 269 157% 20.5 107%
    16 223 210% 17.7 139%
    18 185 274% 15.4 176%
    20 153 352% 13.3 219%
    22 127 446% 11.5 269%
    24 105 559% 9.9 327%
    26 87 696% 8.6 394%
    28 72 862% 7.4 471%

    AMD and Intel will release processors with 16 cores this year. Intel will also propose the 7960XE with 18 cores probably during the first quarter of 2018. On the other hand, such processors will drastically increase your power consumption.
    Last edited by antonfx; 07-09-2017 at 15:45.

  2. #2
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    Default

    I don't think an Intel Xeon would change a lot the duration of a test, neither the future HEDT processors from Intel and AMD with respectively 28 and 32 cores, ie the AMD Ryzen Threadripper 2990X or the Intel Core i9 8980XE.

    When we look to the task manager, it appears that Metatrader 4 only uses one core at a time (at least for the moment), it goes to its maximum and then it switches to another, etc... So what could change the speed would be a CPU with extra power on single core, like the Intel Core i7-7700K, the Intel Core i7-8700K or the last one the Intel Core i7-8086K.
    Last edited by antonfx; 07-09-2018 at 15:03.

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Metatrader and multi-core processors