Does anyone know how NT performs backtesting 3 years of 1min data?
My current software Amibroker grinds to a halt - that's about 500,000 bars.
AC
NT speed for 3 years of 1min data
Moderator: moderators
-
- rank: 50+ posts
- Posts: 79
- Joined: Wed Nov 08, 2006 4:46 pm
- Reputation: 0
- Gender:
Please add www.kreslik.com to your ad blocker white list.
Thank you for your support.
Thank you for your support.
too many factors to say
Difficult to answer such a question. Many many factors go into the speed, including for starters: supposition bar used, calculate on sub-series or end of bigbar, language of system, formula, interpreted script or IDL....
If you comparing with TS you will probably pleased.
If you comparing with TS you will probably pleased.
If Windows runs out of memory, it will start using virtual memory which involves cacheing memory to and from the hard disk. This can grind any program to a halt. Thus the size of your dataset might be an issue. I also use AB for backtesting and 1 minute data, but I've never tried 3 years at once. I prefer to work with 3 month chunks, that way I have a lot of in sample and out of sample data sets which helps ensure I'm not optimizing to a particular data set. The 3 months correspond to futures contracts, otherwise I would have to manage rollover dates and back-adjusting quotes.
I've backtested some fairly complicated systems in AB that includes a lot of writing to the disk for debugging output (which is a very slow operation). The systems usually take at most a few seconds to execute. The few times that they have taken much longer were usually caused by my own code, not AB.
Regards,
David
I've backtested some fairly complicated systems in AB that includes a lot of writing to the disk for debugging output (which is a very slow operation). The systems usually take at most a few seconds to execute. The few times that they have taken much longer were usually caused by my own code, not AB.
Regards,
David
9 months of tick data AB #F
Running simple formula crossover stuff with modified optdemosys.
BUT using 15 sec bars WITH superposition on around 300 meg of tick data ( 9 months). My minute data folder is just under 15 meg with a few more months data for some comparison.
On my old 3000+ Athlon - 1 gig ram, runs around 7 cpm, took 2-3 minutes to get the data/chart loaded ( Raid 0 ) and start optimizer running.
70 iterations took 12 min from start to finish.
In the process of moving NT to a Dual core system. Eyeing those dropping quad core prices
BUT using 15 sec bars WITH superposition on around 300 meg of tick data ( 9 months). My minute data folder is just under 15 meg with a few more months data for some comparison.
On my old 3000+ Athlon - 1 gig ram, runs around 7 cpm, took 2-3 minutes to get the data/chart loaded ( Raid 0 ) and start optimizer running.
70 iterations took 12 min from start to finish.
In the process of moving NT to a Dual core system. Eyeing those dropping quad core prices
Please add www.kreslik.com to your ad blocker white list.
Thank you for your support.
Thank you for your support.