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Direct MessagesDate/Time: Fri, 26 Apr 2024 20:13:09 +0000
[User Discussion] - Backtesting performance
View Count: 1253
| [2017-01-03 12:43:05] |
| User514837 - Posts: 47 |
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Good morning, I want to backtest strategies with the accurate backtesting method. I have intraday chart and data is 1 tick: http://www.sierrachart.com/index.php?page=doc/Backtesting.php#ImprovingPerformanceOverall However it is so slow that after 2 hours of backtesting at 30720 speed, it has only looked at ~30days worth of data. Is this performance to be expected from this kind of backtesting or could there be something wrong? My PC specs are acceptable I believe (8gb ram, i5 processor). |
| [2017-01-03 17:58:52] |
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Make sure on the Replay window you have not set the Replay Mode to Calculate at Every Tick/Trade. Do not use this.
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 |
| [2017-01-03 18:06:53] |
| User514837 - Posts: 47 |
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I have the accurate trading system back test mode selected, not the "Calculate at Every Tick/Trade".
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| [2017-01-03 18:32:21] |
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OK, then this is apparently what the back test speed is. This is not necessarily unusual since there is a lot of processing involved. See if updating to the latest version makes any improvement. But we would not expect much difference if any. A faster computer would also help. 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: 2017-01-03 18:33:54
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| [2017-01-19 19:07:52] |
| User460064 - Posts: 12 |
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Hello Support, for improving backtesting speed, the best option is a i7 extreme, or a Xeon with a lot of cores?
Date Time Of Last Edit: 2017-01-20 02:25:01
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| [2017-03-12 09:18:33] |
| opci - Posts: 90 |
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I have a problem with bactest ... click traders backtest both solution and before that I reduced the chart on two days ... and that backt. takes too long and freeze platform ... is this normal or something mistake? thank you
Date Time Of Last Edit: 2017-03-12 09:19:13
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