Walk Forward Pro 2.5 released - MT5 Multi Core Processing
Version 2.5 of Walk Forward Pro brings full support for the multi-processor capabilities of MT5. Walk Forward Pro can now take advantage of optimizations that use the cores of the local PC in addition to local area network agents and MQL5 cloud agents. Because MT4 does not support multi-processor testing, this release has less relevance to MT4 users. MT4 users should still upgrade however, to take advantage of some improved chart capabilities that are also released in this version.
The main settings that determine which cores/agents are used for optimizations can be found on the Settings screen.
Under the ‘Optimization Settings’ heading you will see a number of new checkboxes. In order to use the multi-core capability, the first checkbox should be checked. If you un-check it, then Walk Forward Pro will operate in the old way where MT5 continually starts and stops, running each iteration separately. The default setting is ‘checked’, and you will need to leave it like this in order to use the new functionality.
There are 3 additional checkboxes to select which type of cores/agents you would like to use:
Local Cores (on the local PC where you run WFP)
Local Network Farm Agents (on other PCs in your Local Area Network)
MQL5 Cloud Network Agents
You can choose to use any combination of these in order to perform your test.
Using Local Cores
This option uses the cores on the PC where Walk Forward Pro and MT5 are installed. The use of multiple cores means that optimizations will complete much quicker. The more cores your local PC has, and the more powerful those cores are, the quicker the optimization.
Note that when using Local cores in MT5, you will only see a significant improvement in performance if your PC has more than one processor core. Many VPS starter packages only have a single core, and when this is the case, little benefit will be gained in terms of performance by using this option. Even so you should still use it because it will mean that MT5 does not need to continually start and stop during each optimization phase, saving a small amount of time.
Using Local Network Farm Agents
This option uses the cores on all the PCs that have been pre-configured as part of your MT5 local network farm. Note that this option will only work if you have already configured your network farm within MT5. You should test that this is working as expected in MetaTrader BEFORE attempting to use this option in Walk Forward Pro. In order to configure your MT5 Local Network Farm, we recommend you follow MetaQuotes guidance here https://www.mql5.com/en/articles/341
Using MQL5 Cloud Network Agents
In order to use agents from across the MQL5 Cloud Network, you must configure this in MT5 first (before using it from Walk Forward Pro).
Follow MetaQuotes guidance here https://www.mql5.com/en/articles/341 to set this capability up in MT5. To use this capability, you must ensure that the connected MT5 application:
Is already signed into the MQL5 Cloud Network.
Has sufficient credit in your MQL5 Account to allow the cloud agents to be used.
You must ensure that the cloud agents are working correctly when you perform a “manual” optimization in MT5 (not using Walk Forward Pro) before attempting to use this setting in Walk Forward Pro.
IMPORTANT NOTE: Use of the MQL5 Cloud Network is not free. The more you use the cloud network, the more you will need to pay MetaQuotes for this service. It is solely your responsibility to monitor your usage and cost. Trade Like A Machine Ltd will not be liable in any way for any costs you incur. To better understand cloud network costs, see the MetaQuotes documentation here: https://cloud.mql5.com/en/faq/payments
Combining Agents and Cores
Note that any combination of Local Cores, Local Network Farm, and the MQL5 Cloud Network can be used simultaneously to achieve faster optimizations.
Using Walk Forward Pro
You now use Walk Forward Pro in exactly the same way as you did previously. Following the pre-assessment, if you are using the multi-processor capability you should notice that the status bar appears with text similar to:
You can also confirm this is working by viewing the ‘Agents’ tab of the MT5 Strategy Tester as it runs in the background:
Additional charting improvements in this release
With the new multi-processor/distributed-agent capabilities of Walk Forward Pro/MT5, it is now possible to run optimizations with many more iterations than previously possible. This is good news, but did mean that certain aspects of the WFP application needed to be re-considered.
The main difference appears on the ‘In-Sample Optimizations’ screen. Previously, two bar charts were shown, representing i) the chosen performance selection criteria, and ii) The CAGR (Compound Annual Growth Rate) of the optimization undertaken (this old screen from version 2.0 is shown below).
The bar charts did not work well for the high numbers of iterations that are now possible. With the help from a number of our beta testers we came up with something that we believe is far better and provides the user with much more intelligence. It also copes fine with large numbers of iterations. The first replacement is a scatter chart that means the data is much more readable than the bar chart (see below). Secondly we replaced the CAGR bar chart with a heatmap of the iteration performance. The heatmap facilitates the visualization of any 2 optimization parameters on an X-Y heatmap, providing insight and intelligence regarding the performance of the values tested (See below).