Can you optimize this backtest (speed comparison)

Viewing 15 posts - 31 through 45 (of 85 total)
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  • #137805 quote
    zilliq
    Participant
    Master

    Amazing !!!! @Paul, I don’t no how it can be possible to be so fast …It takes 3m35 minutes with you and more than 1 hour with me with the same code…

    @Grahal, use the MTF to try as the No-MTF is faster

    Thanks Guys

    #137807 quote
    GraHal
    Participant
    Master

    2nd .itf Zilliq posted (2RL TMF) over 100k bars at 1 min TF on DJI

    Started      194640

    Complete 194830

    Duration  1 min 50 secs

    #137808 quote
    zilliq
    Participant
    Master

    1mn50 @grahal ??? How can it be possible to be 60 faster with the MTF version than me

    Are you on PC or mac, Java 32 or 64 bits ?

    #137810 quote
    GraHal
    Participant
    Master

    PC Windows 10 64 bit 8GB RAM

    I did what I suggested you do … I closed and logged back in and then did the optimise as a first task.

    Also might I ask … how many Systems do you have listed in the backtest window and for that matter in the AutoTrading Window??

    #137812 quote
    Paul
    Participant
    Master

    big difference between demo & non demo! Didn’t realise that it mattered that much.

    with me mac 16gb,  100 mbit/s up/down with utp cat6 & fiber connected.

    #137813 quote
    GraHal
    Participant
    Master

    Haha … yeah my test was on my Real Live System.

    I thought it was quick! 🙂

    I’ll try later on my Demo System.

    #137817 quote
    GraHal
    Participant
    Master

    Not much slower on Demo … 2RLTMF.itf over 100k bars at 1 min TF on DJI

    Started 204921

    Complete 205155

    Duration 2 min 34 secs

    #137820 quote
    zilliq
    Participant
    Master

    PC Windows 10 64 bit 8GB RAM

    I did what I suggested you do … I closed and logged back in and then did the optimise as a first task.

    Also might I ask … how many Systems do you have listed in the backtest window and for that matter in the AutoTrading Window??

    What do you mean in the backtest window ? In autotrading I have quite 20-25 systems “my incubation systems”

    Wich connexion do you have ?

    #137871 quote
    GraHal
    Participant
    Master

    What do you mean in the backtest window

    Are you blank or what? 🙂 … see attached.

    Also how many non running Systems do you have in the Auto-Trading window?

    I’m not on fibre if that is what you mean?

    I  am on BT broadband copper from the cabinet in the road as we call it! 🙂

    Z.png Z.png
    #137874 quote
    zilliq
    Participant
    Master

    LOL @Grahal

    In the backtest window, I don’t know probbaly hundreds systems, and 20-25 non running systems in the auto-trading window

    But not sure it influence the time of optimization ?

    Today, it’s strange, I use the MTF code on 2 computers, with 2 different connexion ( 5Mb/s and 100 Mb/s).

    And I have the same results 50 % in 7 minutes …

    Would it mean it doesn’t depend on the speed of the connexion ?

    Very very strange…

    #137878 quote
    GraHal
    Participant
    Master

    But not sure it influence the time of optimization ?

    My experience gives me the impression it does.

    If you were to look back on the Forums then you will see I have had more than my fair share of weird Issues and freezing and well everything you can think of … I’ve had it!

    I got my Systems listed on the backtest window down to zero /  < 6 or so and also zero non running Systems in the Auto-trade window and PRT Issues are now next to nothing!

    You will not believe it until you try it!!!  You have nothing to lose and speed to gain!! 🙂

    #137879 quote
    GraHal
    Participant
    Master

    Would it mean it doesn’t depend on the speed of the connexion ?

    Seems logical as all the processing is happening on the PRT Servers.

    The connection only has to pass the results to our PC’s.

    #137891 quote
    zilliq
    Participant
    Master

    New test : I delete ALL Non running auto-trading systems: Cnclusion : No change 7 minutes to to 50 % of optimisation with the TMF version

    I continue my investigations

    #137894 quote
    zilliq
    Participant
    Master

    Nex and good test : I use the same MTF code but test on an new ig live account (there nothing inside, no backtest, no indicators nothing) on 10.3

    And it take only 1 minutes 50 to do 50 % ! Cf picture

    So it’s really a “problem” with the PRT plateform. Probably more auto-trading systems and others we have (and mine are heavy) more slow it is…

    Logical we can say…

    2020-07-01_12h34_51.jpg 2020-07-01_12h34_51.jpg
    #137896 quote
    GraHal
    Participant
    Master

    I delete ALL Non running auto-trading systems:

    Did you also delete all Systems showing in the backtesting window as attached?

    Z-1.png Z-1.png
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Can you optimize this backtest (speed comparison)


ProOrder: Automated Strategies & Backtesting

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zilliq @zilliq Participant
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This topic contains 84 replies,
has 7 voices, and was last updated by GraHal
6 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/30/2020
Status: Active
Attachments: 31 files
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