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Direct MessagesDate/Time: Sun, 19 May 2024 06:51:56 +0000
Very Slow Accurate Replay Backtesting
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| [2019-01-21 18:19:44] |
| MichaelPPTF - Posts: 68 |
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Hello there, I've been running some backtests on Emini and found it very slow. It took well over an hour to run a year's worth of backtesting. I am using spreadsheet system for trading, and 1 tick data storage, speed was set to 1 mil. My CPU is AMD Ryzen 1800X that has 8 cores and 16 threads, 32 gig of ram, and the data is stored on an NVMe SSD, so system isn't the bottleneck here. CPU utilization was only around 10% while memory usage was only 100 MB or so. Please shed some light, thanks! |
| [2019-01-21 18:37:09] |
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That does sound about right. Accurate back testing is accurate back testing. If you want to do tick by tick back testing and have it be accurate it is simply going to be time-consuming. This is a basic fact. But also refer to: Auto Trade System Back Testing: Improving Back Test Performance 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: 2019-01-21 18:37:38
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