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[User Discussion] - Forced Market Orders

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[2024-04-08 20:39:53] #1 [Go To First Post]
aroymukherjee - Posts: 22
Again on the subject of backtests. My prop systems are deep now (each backtest for 2 years takes at least a week on a processing speed of 15-30 : as I am using 1min timeframes I cant increase the speed. I have to invest in a new setup - the ambition is to run all 3 installations for testing. I can see 64GB RAM is already not coping with this as I have close to 50 tests in each installation. Any recommendations on CPU/RAM needed to be able to run 3 installations in parallel for these many tests? UK supplier is currently giving me a spec for 190 GB RAM.

[2024-04-10 07:45:20] #2 [Go To First Post]
User61168 - Posts: 350
I am curious as to why you cant increase the speed on a 1m chart? What replay setting are you using? I have done this monkey business of running replays locally and also on VPS few yrs back. It did not help. If I am not mistaken, backtesting/replay processes runs on a single core (or thread??) so running more backtests on the same box may not give you the ROI on your spend. duration is more dependent on CPU clock speed and RAM capacity imo. edit: I recall using a high performance bare metals dedicated VPS server with 64 core and 128GB ram and <1ms latency from CME DC and it did not help in speeding up running multiple replays with tick accuracy. Even the engineer from the VPS company could not find any issue with the server configuration. Glad I had a free 14-day trial :-) Date Time Of Last Edit: 2024-04-10 07:50:52

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