Hi Guys,
I discuss with the PRT support to understand why it’s so long when we optimize our backtest (1h40 to optimize this morning to have 11 %)
I do a very simple (not ideal whatever) code to test with you.
Can you test it on EUR/USD 1 minute 100 000 unit and 10 000 combinaison to see how long it takes on your computer
DEFPARAM CumulateOrders=False
REM Achat
indicator1 = LinearRegression[a](close)
c1 = (indicator1 > indicator1[c])
indicator3 = LinearRegression[b](close)
c2 = (indicator3 > indicator3[c])
IF c1 AND c2 THEN
BUY 1000 SHARES AT MARKET
ENDIF
REM Vente
indicator5 = LinearRegression[a](close)
c3 = (indicator5 < indicator5[c])
indicator7 = LinearRegression[b](close)
c4 = (indicator7 < indicator7[c])
IF c3 AND c4 THEN
SELL AT MARKET
ENDIF
REM Vente à découvert
indicator9 = LinearRegression[a](close)
c5 = (indicator9 < indicator9[c])
indicator11 = LinearRegression[b](close)
c6 = (indicator11 < indicator11[c])
IF c5 AND c6 THEN
SELLSHORT 1000 SHARES AT MARKET
ENDIF
REM Rachat
indicator13 = LinearRegression[a](close)
c7 = (indicator13 > indicator13[c])
indicator15 = LinearRegression[b](close)
c8 = (indicator15 > indicator15[c])
IF c7 AND c8 THEN
EXITSHORT AT MARKET
ENDIF
a, b, c optimize from 5 to 100 with a step of 5 =8000 combinations
and post how long it takes for you
Thanks and SeeU
What broker please? The servers are not the same.
Should be more convenient to people if you could post the itf file with all the same settings for optimization as you, is it possible please?
I get 11% in less than 1 minute! There is definitely something wrong somewhere in your network/hardware?!
60% in less than 2 minutes.
That’s me out from helping … I’ve only got v10.3 🙁
How much RAM you got on your PC Zilliq?
How much RAM is spare / unused when you are doing a backtest?
16 Go @Grahal on Windows seven
All the optimization take 48 minutes for me @Nicolas. I dream of 60 % in 2 minutes
How much RAM is spare / unused when you are doing a backtest?
Press Ctrl, Alt and Delete and use Task Manager to tell us how much RAM is spare / unused during backtest?
Also how much RAM is being used by PRT during the backtest … it will tell you this using Task Manager.
I didn’t think our own hardware had much to do with the speed of the backtests/optimization? Isn’t it mostly PRT’s servers that are doing the job?
Nicolas, what would you say are the best weekdays and time during the day to work with these more heavy optimizations in order to get the most power from the PRT servers?
Would be interesting to know from other people too, in order to compare between us.
@swedshare Since most of the PRT users are from western Europe, I would say at night (from 22:00 to 07:00 CET).
I didn’t think our own hardware had much to do with the speed of the backtests/optimization?
CPU speed I agree.
But freely available RAM is required in order to be able to log the results in the Table that we look at on the screen.
I use the utility shown on attached to release RAM hogged by PRT and it is surprising how much punchier it all is … until next time RAM needs releasing!
Hi @Grahal
Agree with you, PRT and java consume a lot of Ram but with 16 Go Ram it only use 43 % of RAM
Java consume 2,52 Go ! as you see on my picture
But as previeous said, normaly PRt works on server, so there will be not any influence, or small, with ram
But I don’t understand why it takes only 2 minutes for 60 secondes on the nicola’s computer
In 2 minutes i’m only at 12 % 🙁
May be it’s a problem with java
I install Java 64 bits on my win7 64bits but I see PRT still work on Java 32 bits v8.0.202.8 who was install when I click on the button on the PRT website to launch PRT
Which java version do you use 32/64 bits @Nicolas and how can we do to work on 64 bits ?
Thanks
And another problem could be Multiframe too
@nicolas I update with a MTF on 15 minutes, can you retest and say how it takes to have 50 % optimization ? Thanks
Eur/usd 1 minutes 100 000 units 8000 combinations
