FYI 2 hours of Backtest for 14 400 units

zilliq · 2020-05-11T10:32:21+00:00

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

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05/11/2020 at 11:32 AM #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

2020-05-11_12h20_14.jpg

05/11/2020 at 11:46 AM #131111 quote

Nicolas
Keymaster

Legend

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

05/11/2020 at 11:53 AM #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)

2020-05-11_12h51_01.jpg

05/11/2020 at 11:55 AM #131116 quote

zilliq
Participant

Master

Nicolas wrote:

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

05/11/2020 at 12:52 PM #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 …

2020-05-11_13h50_11.jpg
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