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Date/Time: Thu, 18 Jul 2024 04:11:15 +0000



slow backtesting

View Count: 1930

[2013-06-28 18:04:18]
User76625 - Posts: 49
Hello, I'm having issues with very slow backtesting - namely, when using the Autotrade System Replay BackTest, it runs verrrry slow. 1 year of 10-min bars is taking 10-12 minutes to run for one chart. It seems to start off fast enough (processing 1 month in the first minute), but then it slows down as it goes (processing 1 week in 1 minute by the end). My code isn't complicated, and I have a new i7 with 16gb of ram so the machine should be able to handle it. My CPU never hits more than 10% usage when running a backtest.

Is this normal, or is it possible there is a setting I need to check?

Thank you.
[2013-06-29 01:34:59]
Sierra Chart Engineering - Posts: 104368
This could be normal because even though the bars are 10 minutes, The individual data records which could be tick by tick are going to be processed in the Intraday data file. As time goes by through the data file, you probably have more detailed data with a shorter timeframe per record.

For a faster back test use a bar based back test. Documentation can be found here:
http://www.sierrachart.com/index.php?l=doc/doc_Backtesting.php#BarBasedBackTesting

If you have a quad core, the CPU usage for Sierra Chart should go up to 25 percent. Unless the CPU has hyperthreading. Look at the disabling hyperthreading on your system. And see if that makes a difference.

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

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Date Time Of Last Edit: 2013-06-29 01:35:28

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