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NT speed for 3 years of 1min data

Posted: Tue Jun 12, 2007 6:22 pm
by alichambers
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

too many factors to say

Posted: Thu Aug 30, 2007 3:47 am
by lavalamp
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.

Posted: Thu Aug 30, 2007 6:01 am
by Luke
It also depends a lot on how many indicators, parameters and the range for each parameter that you are testing. Also hardware speed, I would think.

Posted: Fri Aug 31, 2007 11:33 am
by dbw451
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

9 months of tick data AB #F

Posted: Mon Sep 03, 2007 5:48 am
by Ztrader
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