Support Board
Date/Time: Sat, 17 May 2025 03:19:41 +0000
Post From: Performing Backtest for my automated trading system
| [2024-05-19 21:57:49] |
| OctoPi - Posts: 41 |
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This depends on bar size and your CPU & harddrive, but generally: Backtesting ~4 years of data on hourly chart takes me about 30 seconds using Bar Based replay and about 2 hours using tick-data replay. Your strategy must not use anything that might give forward bias or have really tight stoploss or targets when using bar-based, but it works really quick and well for rule-based entry/exit systems. I always start with bar-based once I am certain the logic works and then verify it once using tick-by-tick replay. You've picked a GREAT platform for what you are doing. Sierra will reliably return the result you are looking for. |