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Direct MessagesDate/Time: Thu, 18 Apr 2024 18:02:23 +0000
Backtest/replay very slow
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| [2017-12-22 16:39:50] |
| User214478 - Posts: 2 |
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Been using Sierra for almost a year. Developed a scalping system and using Sierra to backtest, currently on this year jan 2 - current 2017. Product is crude oil future. Sierra is set to load continuous contract data. Code is written and running in spreadsheet. Relay settings are accurate trading system back test, speed 7680. Chart loaded is 480min. I read in support docs that keeping the number of spreadsheet rows lower helps overal speed on tests. This was the smallest bar value that would allow the code to fire correctly. I disconnect from data feed before testing. I’ve checked my windows task manager and Sierra only uses 30% CPU and 10% ram (which is great, thanks Sierra!) It’s been taking 16-24 hours for a replay to complete. Based on the math 24hr/day * 365 days is 8760 hours, and with replay @ 7680X speed it should take less than two hours. I understand the more accurate method takes longer (I tried the faster basic method but it skipped lots of trades) This system looks promising so I’m very motivated to aggressively back test it to flush it out. Not sure if this is just how long it takes to run a full year test or if I’m missing something that will optimize and speed up testing. Something else possibly relevant is in the trade log there’s entires for “unable to reverse or flatten because a position doesn’t exist “ messages that occur for the current date/time range even though the replay is back in time. Also it seems to oscillate and throw the (not responding) text in the top most menu at the end of the chart description, above the main app menu (File, edit, etc) It looks and feels like it’s getting stuck but I’m at a loss as to why. I’ve been testing over the last 6-9 months but only recently went to annual test range. This is my first post so if more info is needed I’m happy to provide that. Running current build on ASUS 2in1 Windows 10. |
| [2017-12-22 18:54:31] |
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Refer to: Auto Trade System Back Testing: Improving Back Test Performance It can be slow if you do not follow all of the advice given. Something else possibly relevant is in the trade log there’s entires for “unable to reverse or flatten because a position doesn’t exist “ messages that occur for the current date/time range even though the replay is back in time. Spreadsheet Systems, Alerts and Automated Trading: Position Quantity [J5 or J8] Also it seems to oscillate and throw the (not responding) text in the top most menu at the end of the chart description, above the main app menu
(File, edit, etc) You need to follow the advice for improving back test performance. Some performance improvements are going to come with spreadsheets in the next couple of months or so. For sure this will at least make some difference. Possibly a major difference. We will have to see. 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: 2017-12-22 18:59:21
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