Can you optimize this backtest (speed comparison)

• 06/30/2020 at 9:53 AM #137638
  zilliq

  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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51

  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

  

  zilliq

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  06/30/2020 at 10:10 AM #137645
  Nicolas

  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?

  

  Nicolas

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  06/30/2020 at 10:20 AM #137650
  zilliq

  Of course. Itf enclosed

  PRT v11.1 demo

   

   

  

  zilliq

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  06/30/2020 at 10:35 AM #137654
  Nicolas

  I get 11% in less than 1 minute! There is definitely something wrong somewhere in your network/hardware?!

  60% in less than 2 minutes.

   

  

  Nicolas

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  06/30/2020 at 10:40 AM #137657
  GraHal

  That’s me out from helping … I’ve only got v10.3 🙁

  

  GraHal

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  06/30/2020 at 10:45 AM #137659
  GraHal

  How much RAM you got on your PC Zilliq?

  How much RAM is spare / unused when you are doing a backtest?

  

  GraHal

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  06/30/2020 at 10:53 AM #137661
  zilliq

  16 Go @Grahal on Windows seven

  All the optimization take 48 minutes for me @Nicolas. I dream of 60 % in 2 minutes

   

  

  zilliq

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  06/30/2020 at 11:01 AM #137662
  GraHal

  GraHal wrote:

  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.

  

  GraHal

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  06/30/2020 at 11:12 AM #137664
  swedshare

  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?

  

  swedshare

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  06/30/2020 at 11:19 AM #137666
  Nicolas

  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).

  1 user thanked author for this post.

  swedshare

  

  Nicolas

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  06/30/2020 at 11:42 AM #137675
  GraHal

  swedshare wrote:

  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!

  

  GraHal

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  06/30/2020 at 12:44 PM #137690
  zilliq

  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

   

  

  zilliq

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  06/30/2020 at 12:53 PM #137694
  zilliq

  In 2 minutes i’m only at 12 % 🙁

  

  zilliq

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  06/30/2020 at 1:45 PM #137703
  zilliq

  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

  

  zilliq

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  06/30/2020 at 2:06 PM #137709
  zilliq

  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

   

  

  zilliq

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