After the last unsolved mystery of MT4 tester peculiarities here comes the next. Wonder if forum gurus could take a look and give their wise opinions.
After noticing some promising posts and links here on FFT and SSA and Alglib I decided to try myself as well. So, I integrated Alglib to my dll. Got also the commercial version which allows you to have Intel MKL (math & kernel library) easily included to boost the performance with multithreading. Got it running and it gave the same results as the free version. But there was no speedup in tester run or optimization. However, if I integrate their test code as such to my init routine I WAS able to see that when increasing the n (in matrix multiplication) and worker (how many cores included) amount the time spent (measured now with QueryPerformanceCounter) went down. This is again the same result I saw earlier with TBB. Whatever I try with multithreading no overall speedup can be gained!!!
So, if there’s ANYONE on this forum who can tell pure facts how they got the overall tester execution (or optimization) faster with mulithreading I’d be greatly appreciate. I have seen discussions and reports but most of those don’t show overall speedup. And I’m not interested in MT5 tester capabilities. I’d only want to know why mt4 tester cannot be speeded up with multithreading. Or if you have successully made CUDA integration (or OpenCL) and got it faster with that please let me and us know the numbers.
I used SSA from Alglib on three timeframes to give entry points.