upgrade hardware to make back test more fast

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buyandsell
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upgrade hardware to make back test more fast

Postby buyandsell » Mon Mar 22, 2010 5:22 am

1)L2 CACHE of CPU more and more(besides of CPU speed)?

2)RAM SPEED (which is enough?)

3)RAM SIZE (2GB is enough?)

4)HARD DISK is necessary to use SSD?

5)any more?


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adaseb
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Postby adaseb » Mon Mar 22, 2010 6:46 am

I think the only one of those that would speed up backtesting would be the CPU speed.

You need more Ghz's

I also don't think that Dual/Quad core would help as the backtest might only utilize one core at a time (I am not sure on this part)

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Postby MightyOne » Mon Mar 22, 2010 6:49 am


buyandsell
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Postby buyandsell » Mon Mar 22, 2010 8:50 am

adaseb wrote:I think the only one of those that would speed up backtesting would be the CPU speed.

You need more Ghz's

I also don't think that Dual/Quad core would help as the backtest might only utilize one core at a time (I am not sure on this part)

Thanks!I also think that no need to use Quad core since not many (may be no)testing system support Quad core.
How about speed of RAM and L2 CACHE of CPU,how many is enough?(since 8M need more $$ than 4M/2M)

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Postby bredin » Mon Mar 22, 2010 9:56 am

A well coded algorithm is very important, the more useless cycles you can remove the better.

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Postby leonyde » Tue Mar 23, 2010 4:57 am

As Bredin said, the first thing to improve the speed of backtesting / optimization is to improve the code... RAM and CPU won't change the speed much, but cleaning your code WILL!

Unless there is an access to the disk during the execution of your script, your hard drive speed wont be relevant. No need to invest on that.

After I would say RAM is the main parameter when you need heavy calculation. 2GB should be OK but seems little less, 4 or even 8GB wont hurt for sure!

CPU-wise, A good recent dual core from Intel should do just fine.

About the RAM speed I am not sure. I personally did not notice any difference in performance using expensive low latency RAM units, compared to generic ones. Now I buy regular RAMs only... I think it's more relevant when you plan to manipulate the FSB to overclok your CPU.


Depending on which software / solution you use for optimization, the platform will be important. On Windows, XP/2000 will perfom best. Unix should be slightly faster if you know how to use it...

At last I would recommend not to invest in the most expensive hardware out there, simply because most of the time they aren't supported yet... For example a quadcore with 8M L2 with a 64bit OS will be COMPLETELY USELESS if your soft isnt optimized for those.

Personally I don't see MT4 as being particularly well optimized in that regard...

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Postby noone22 » Tue Mar 23, 2010 5:31 am

Noone is buying PC just to run backtests.
Overall, for better trading performance
(as well as for usual Windows application)
one should buy the latest avaialble PC.
Simply because it 2 years time it will be out-dated.

4 Gig of RAM cost peanuts now,
CSCI HDD will run your Windows like a wind,
but it's only 72 Gig at max, where are you going
to put your training movies and books?
Quad CPU will really help, if you're running multiple instances of MT4
at the time.

P.S. If your backtest takes more than 3 hours -
reduce quantity of optimized parameters or/and
date range for optimization.

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Postby Patch » Tue Mar 23, 2010 11:08 am

buyandsell

I have not been doing very much backtesting recently. Wonder what operating system you will use?

If XP Pro I think that has a max ram use of 3gig. If you are on Windows 7 I would start at 4 if I could add ram without throwing current ram out to get up to 8 if I decide to upgrade.

I've been working on a buyzone EA and going to be doing backtesting in the next month or so. Been thinking to test basic parameters that maybe worthy of more long testing, I am going to begin by using short test ranges, like a month, and run several month tests for different months, and compare results. This is an area I've not personally explored just yet. More to come when I get to this bridge.

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Postby newschool » Tue Mar 23, 2010 1:10 pm

Backtesting (with MT4) is quite easy, if it takes more than a couple of minutes its because the EA isnt coded well. Usually the problem is the indicator recalculating the whole history each tick.

RAM is useless in that case, 2gb is enough. For CPU, any Core2 from Intel will do easily.

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Postby buyandsell » Thu Mar 25, 2010 9:51 am

Thank you for all of you!
So, use more fast CPU is the right and easy method.
BTW, any ppl are using ssd hard disk, is it more fast while back testing?

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