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
Difficult to help you optimize your code without seeing it. Are you using extensive loops? v10.3? What instrument and timeframe please?
Let’s go for a Walk Forward 35 000 units (3 weeks with one week In sample One week OOS)
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
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 …