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Direct MessagesDate/Time: Sat, 04 May 2024 23:25:57 +0000
Post From: Back Test Speed
| [2018-04-17 18:56:37] |
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I don't see how you can say there is nothing wrong with bar based back testing when it gives results that are so completely different from the accurate results given from replay back testing. There definitively is nothing wrong with it as it is designed. What it only demonstrates is that skipping prices, does result in less accuracy. Based on how the trading system is designed, some trading systems are go to be affected more than others.So this does affirm that it is time-consuming to get an accurate test. you shouldn't have done this until performance issues were better or at least comparable to the old spreadsheets. In many cases the performance is comparable and even better. And in any case we are only doing our best.so if I were trying to address the back testing performance issues I would start by fixing whatever is preventing your software from using the resources that are available. This is a technical impossibility. Back testing must be done in sequence, and on a single thread of execution. It is not possible to do this differently for general back testing functionality.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-04-17 18:58:30
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