Rank: Member
Groups: Registered, Registered Users, Subscribers Joined: 5/29/2005(UTC) Posts: 27 Location: Bay Area
|
OK,
I am trying to backtest my pretty simple system on the 1 minute level over the last two months...and it takes 40 minutes!!!...that is a long time for a computer to be working on something. I know its over 15000 bars that I am testing but again...my system is not that big a deal, and my computer is pretty hyped up.
Do you have any ideas on how to speed that up?
Does it speed up the decision making process by trying to put disqualifiers early in the program...like if one of my criteria is pretty quick to calculate and disqualifies most bars as candidates...will putting that piece of the program early in the list of conditions save the program from executing the other conditions?
Any help would be appreciated.
-Bill
|
|
|
|
Rank: Newbie
Groups: Registered, Registered Users Joined: 4/3/2006(UTC) Posts: 8
|
I had a similar problem; it was caused by MS re-downloading all the stocks' data every time. Could this be happening?
|
|
|
|
Rank: Member
Groups: Registered, Registered Users, Subscribers Joined: 5/29/2005(UTC) Posts: 27 Location: Bay Area
|
It seems that way...every time I "plot on chart" it "waits for data"...I bet that is the deal. I used data from cached charts for the backtest but seemingly not working the way I want.
|
|
|
|
Users browsing this topic |
Guest (Hidden)
|
Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.