Data usage during backtest

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  • 11/07/2017 at 12:24 AM #51753 quote
    Vonasi
    Moderator
    Master

    I live on a boat and so have to rely on a 4G contract for my internet connection with a monthly limit on data usage. I’ve been backtesting strategies this last weekend and noticed that I was getting through an awful lot of my data allowance. I just installed Glasswire to monitor this and ran a backtest – PRT shockingly used almost 200MB for just one backtest run! I had not noticed this amount of usage previously – has something changed?

    Is there any way to reduce this consumption?

    If not can PRT consider developing a way that we can download data for testing once rather than every time that a backtest is run?

    11/07/2017 at 1:07 AM #51755 quote
    Despair
    Blocked
    Master

    A feature to export data would be great. So one could analyze the data with for example matlab.

    11/09/2017 at 11:42 AM #52095 quote
    Nicolas
    Keymaster
    Master

    200mb of data usage is enormous, but theoretically possible though if it was an optimisation with many many orders …

    11/12/2017 at 10:46 PM #52482 quote
    Vonasi
    Moderator
    Master

    From further testing it seems that if I have lots of optimization variables and lots of tick by tick data that needs analysing then data usage is massive. One or two variables at a time and not too many orders in the strategy and it drops off  – but is still too high for my liking and too high for my GB purchasing wallet!  The ability to download just once data for a market and then run multiple optimizations would be a fantastic addition to PRT for those of us that live a little off grid  – i.e where fibre optics can’t ever get. Wires are old technology PRT must embrace us wireless folks!

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Data usage during backtest


Platform Support: Charts, Data & Broker Setup

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Vonasi @vonasi Moderator
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This topic contains 3 replies,
has 3 voices, and was last updated by Vonasi
8 years, 4 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 11/07/2017
Status: Active
Attachments: No files
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