Support Board
Date/Time: Tue, 06 May 2025 23:47:14 +0000
Post From: SC Version 2716: (GOOD) Best backtest times ever(BAD) No T&S, TAL Window Updates
| [2024-12-04 16:56:38] |
| User61168 - Posts: 442 |
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Backtesting speed is: 100000 Just curious which option are you using in Market Replay? In my experience from past several years, 100K speed is just astronomically high for any of the available options for results to be accurate. Could you or someone please validate my understanding that any changes to CUI ms setting should have absolutely no impact on backtesting results when using "Calculate at every tick" ? My CUI is set to 50ms for last 2-3 years and I do not use advanced studies like footprint etc and no chart overlays and have only one chart in one chart book open at all times during market replays. Also, "Same as realtime" option has been just hopelessly useless for me as there is a vast difference in results 1) between "Same as realtime" and "Calculate at every tick" 2) change in speed results in different backtesting results. Completely useless and frustrating. Since last 12+ months, I am using only "Calculate at every tick" option at no more than 240 speed to maintain consistency in my results. All the other 3 options in market replay are completely useless (to me and my algos). p.s. I am still on version 2691. The last thing I want is to upgrade to the latest version and invalidate all my past basktesting results. One year of simple single-chart backtesting with zero indicators takes me about 50+ hours of running market replay in "calculate at every tick" mode ! Date Time Of Last Edit: 2024-12-04 17:04:39
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