Hey, just wondering if my trading bot should be translated to MQL4 or MQL5?
When I started coding my bot I started off with python but it was too slow
and then I chose F#. Wrote my own backtesting framework and algos.
Long story short, I am loading about 20 years' worth of M1 data for 5 pairs
and calculating signals once a minute.
These calculations take about 1 minute per pair and are performed in parallel.
The key issue is that calculations take a little too long for my liking, a full minute.
Also memory footprint is hovering between 8 to 10GB all the time.
The CPU utilization is almost always near 100%, and all cores are fully utilized.
Would you advise for/against converting this code to MQL4/5?
Does is it have high level abstractions like F# does and is it capable of doing
parallel computations easily? Do you think that the above CPU and memory issues would
be addressed in MQL4/5?
A lot of my data is held in 32 bit floats but most calcs are done on intermediate doubles.
When I started coding my bot I started off with python but it was too slow
and then I chose F#. Wrote my own backtesting framework and algos.
Long story short, I am loading about 20 years' worth of M1 data for 5 pairs
and calculating signals once a minute.
These calculations take about 1 minute per pair and are performed in parallel.
The key issue is that calculations take a little too long for my liking, a full minute.
Also memory footprint is hovering between 8 to 10GB all the time.
The CPU utilization is almost always near 100%, and all cores are fully utilized.
Would you advise for/against converting this code to MQL4/5?
Does is it have high level abstractions like F# does and is it capable of doing
parallel computations easily? Do you think that the above CPU and memory issues would
be addressed in MQL4/5?
A lot of my data is held in 32 bit floats but most calcs are done on intermediate doubles.