FYI 2 hours of Backtest for 14 400 units

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  • #131106 quote
    zilliq
    Participant
    Master

    Hi Guys,

    This morning I made a test and FYI an algo (a little bit heavy but not so much) on 14 400 units with 10 000 combinations take 2 hours 🙁

    It’s clearly difficult to make a backtest on more units or more combinations

    I will mesure for a Walk forward in same conditions but I’m afraid it will be much much longer

    Have a nice day

    bertrandpinoy thanked this post
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    #131111 quote
    Nicolas
    Keymaster
    Master

    Difficult to help you optimize your code without seeing it. Are you using extensive loops? v10.3? What instrument and timeframe please?

    #131114 quote
    zilliq
    Participant
    Master

    Let’s go for a Walk Forward 35 000 units (3 weeks with one week In sample One week OOS)

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    #131116 quote
    zilliq
    Participant
    Master

    Difficult to help you optimize your code without seeing it. Are you using extensive loops? v10.3? What instrument and timeframe please?

    I don’t need help it’s just for information (Thanks by the way)

    Some rare loops yes, as every algos, V11.1, EUR/USD 1 mn for this Backtest

    Have a nice day Nicolas

    #131125 quote
    zilliq
    Participant
    Master

    One hour for 50 % of the first pass !. We can imagine it will take 6 hours to do all the Walk Forward 🙁

    I stop the test, it’s too long…And impossible to use …

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FYI 2 hours of Backtest for 14 400 units


ProOrder: Automated Strategies & Backtesting

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zilliq @zilliq Participant
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This topic contains 4 replies,
has 2 voices, and was last updated by zilliq
5 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/11/2020
Status: Active
Attachments: 3 files
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