Hi Johann,

Is this V12 or V11.1 ?

PRT-IG or PRT-IB(KR) ?

Is this for a “Seconds” timeframe and did you perhaps change recently from larger TimeFrames ?

Is it the calculation of the backtest (the optimization) or is it the showing of the (Detailed Report) result ?

I did not notice any change, but have been on PRT-IB and V12 only for the past month or so.

Regards,
Peter

Johann wrote:

It is the report that takes long.

Johann, if that is literal, like the showing what you see below – it can well be about internal “errors” in what you apply. It can even combine with the Optimization where “error” as such is not reported but “error trapped” which takes a relative enormous amount of time (the error may occur at each bar and you let pass 100K of them for one iteration (permutation)).

• Go back to a strategy (of preferably the same but in older fashion) from a time period all was still fine. Does it work well now again ? then try to find something which you caused since and what the PRT backtesting engine may have difficulty with. One simple example : using a color tag at a graph command which tag does not exist (e.g. BLEU instead of BLUE).

image_2023-05-15_123532187.png

aldtrading wrote:

from 100% to the exiting of the loading state

Generally only a few seconds, but can be maybe near a minute on some strategies.

Maybe the longer times are due to many users or throttled back server performance (during maintenance etc).

Have you tried the whole process – Opti and loading – on a really simple Algo?

Try this off the ChatGPT Thread, time it at opti then load over 100K bars at 5 min TF on DJI and then I’ll do the same and we compare?

Just opti these at 10 100 10 each

ShortTermLength = 9

LongTermLength = 21

// Setting the parameters for the Hull Moving Averages
ShortTermLength = 9
LongTermLength = 21
 
TakeProfitX = 50 // adjust this to your liking
StopLossY = 25 // adjust this to your liking
 
// Calculate the Hull Moving Averages
ShortTermHMA = HullAverage[ShortTermLength](close)
LongTermHMA = HullAverage[LongTermLength](close)
 
// Identify when the ShortTermHMA changes from decreasing (red) to increasing (green) and LongTermHMA is also increasing
if (ShortTermHMA[1] < ShortTermHMA[2] and ShortTermHMA > ShortTermHMA[1]) and LongTermHMA > LongTermHMA[1] then
    buy at market
    set target pprofit TakeProfitX
    set stop ploss StopLossY
endif

Generally only a few seconds, but can be maybe near a minute on some strategies.

Maybe the longer times are due to many users or throttled back server performance (during maintenance etc).

Have you tried the whole process – Opti and loading – on a really simple Algo?

Try this off the ChatGPT Thread, time it at opti then load over 100K bars at 5 min TF on DJI and then I’ll do the same and we compare?

Just opti these at 10 100 10 each

ShortTermLength = 9

LongTermLength = 21

Sorry I didn’t have the time to test this until now, I just did it with DJI 100K bars m5 optimising from 10 to 100, 10by10 ShortTermLength and LongTermLength and it took :

• 14 secs to optimize
• 3 secs to load

provided by :

• optimize you mean: the time it tries every combinations from the first line added to the array until it reaches 100%
• load you mean: the time it take from when the loading bar disappear after the 100% to when the infos are displayed on the chart and the performance log is opened

Maybe you should try it again since you tried it 2 days ago, but yeah for that script it seems ok, I guess the script I’m trying to backtest is relatively slow then.

Still, I don’t understand why PRT remains stuck on 100% for what seems pretty much the same time it took it to go from 1% to 100% (1h+) and continues to optimize and add new lines in the array, isn’t it supposed to stop when he reaches 100%?