Walk-Forward Is Not Just “One More Backtest”
A lot of traders underestimate what walk-forward optimization actually asks from the hardware. It’s not “run my EA once on EURUSD H1 and show a pretty equity curve”. It’s:
- slice the history into many rolling windows,
- re-optimize the parameters on each in-sample segment,
- immediately push those parameters into an out-of-sample test,
- repeat this cycle again and again on years of tick data.
Every “little” walk-forward pass is actually dozens or hundreds of full optimizations under the hood. Add genetic algorithms, Monte Carlo robustness checks and a couple of symbols and timeframes — and suddenly your nice desktop CPU looks very, very small.
On a home PC, all of this competes with everything else you do: browser tabs, Discord, streaming, other terminals, maybe even another platform running in parallel. MT5 doesn’t care about that; it simply spawns more local agents and tries to consume whatever resources the OS gives it.
That’s why people see the same pattern: the first few optimizations feel okay, then fans ramp up, the system gets sluggish, and you’re scared to even move the mouse because one wrong click can freeze or crash the whole session.
In the next sections we’ll compare that “all-in-one home box” approach with two other options: a dedicated AMD Ryzen 9 7950X3D MT5 server, and a farm built on AMD EPYC 9454P with datacenter-grade RAM and NVMe. Same walk-forward logic in MT5 — completely different experience for you.