Computer performance for backtesting

• 12/13/2016 at 10:32 AM #18432
  Yngve

  Hi guys

  What computer do you guys suggest to get if you want to do back testing? At the time being I use a Mac laptop, but it takes for ever to run large back tests.

  I am really not a computer wiz so any suggesting is appreciated!!

  /Yngve

   

  

  Yngve

  Participant

  Topics: 6

  Replies: 24

  Been thanked: 5 times
  12/13/2016 at 10:55 AM #18433
  JC_Bywan

  Unless I am mistaken, backtesting is done on PRT servers, so even with a very powerful computer, a large backtest remains a large backtest that takes a long time…

  Optimising your backtests codes might be a first step so that they run faster on PRT servers. Common tips are: reduce the amount of loops (for to next, while do wend…), avoid as much as possible the CALL function and instead type the piece of code of the called code inside the backtest code itself, if a calculation is done several times, store it in a variable ( a= b*c) because the code will be faster looking for value of a each time it’s needed than calculating b*c… group the conditions for “if then else endif” statements whenever possible rather than writing tons of if statement with just one condition each…

  That’s just from the top of my head but it feels like there’s a couple of other tips making codes run faster in PRT. Maybe a “search” within PRC would make other topics about it come up with more tips.

  A more powerful computer would mostly improve how many windows and indicators and probuilder codes you can run simultaneously, but I’m really not that sure it would help as much as you’d like for large backtest. Maybe Nicolas could bring another point of view here.

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2657

  Been thanked: 925 times
  12/13/2016 at 11:45 AM #18440
  GraHal

  My backtests are loads slower over the last several days. I thought it was due to ‘poor code’ Nooby mentions above, but maybe PRT have been throttling back on their servers?

  Maybe we need an ‘teach-in article’ re good coding practice in relation to slow Backtests?

  So to avoid the CALL function do we dump the Indicator code at the bottom of the AutoBot (?) then what?? Do we still use the CALL function? Any possibility of doing a ‘worked example’ Nooby please? Bot with CALL and same Bot without CALL.

  Many Thanks
  GraHal

   

   

  

  GraHal

  Participant

  Topics: 214

  Replies: 8828

  Been thanked: 2200 times
  12/13/2016 at 12:13 PM #18443
  JC_Bywan

  In the manual “Trading systems probacktest/proorder” https://www.prorealtime.com/en/pdf/probacktest.pdf?c1465474991c

  pages 23 to 26 are a “must read” in full on the subject of code optimisation.

  Page 23-24 for variable optimisation

  Page 24 for reducing number of same CALL’s when one would be enough

  Page 25 is at the same time a great example and a very simple example of how to get rid of a CALL to a code using itself another CALL, for in the end having no CALL at all and saving a lot of time. It’s probably the bext example “with call” and “without call” you could find.

  Page 26 has examples of “if then endif” optimisation and when could a “for to next” loop be replaced by another way of coding costing less computational time

  1 user thanked author for this post.

  Nicolas

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2657

  Been thanked: 925 times
  12/13/2016 at 2:10 PM #18455
  Yngve

  Thanks for all the replies, I have been running a back test all day now and it’s still not finishes. Started it around 8 am now its 2pm, is this normal?

  I think I’m pretty close to max allowed parameters.

  1 user thanked author for this post.

  Nobody

  

  Yngve

  Participant

  Topics: 6

  Replies: 24

  Been thanked: 5 times
  12/13/2016 at 2:13 PM #18456
  GraHal

  Great, thanks Noob!

  I’ll read those pages. I did scan read the whole manual when I started, but seems I’ve forgotten how comprehensive the info is … I need to check out the whole Manual again! 🙂

  Cheers
  GraHal

   

  

  GraHal

  Participant

  Topics: 214

  Replies: 8828

  Been thanked: 2200 times
  12/14/2016 at 12:01 AM #18493
  GraHal

  Ha … I was reading too much into it … I often don’t get jokes for the same reason! 🙂

  When calling ‘Personal Indicators’ using CALL …  I thought something special is involved compared to PRT Indicators.

  I just converted the ‘PRC_VolatilityQualityZeroline’ off here … was 4 Calls, now 1, easy 🙂

  Many Thanks Noob
  GraHal

   

  

  GraHal

  Participant

  Topics: 214

  Replies: 8828

  Been thanked: 2200 times
  12/14/2016 at 11:37 AM #18513
  GraHal

  It occured to me in bed (getting worried now, thinking about coding in bed!) I’d swung the other way and over simplified by replacing 4 CALLS with 1.  Overall the BOT was probably still calling 4 times??

  In slower time I perused Noobs post / Ref to the Manual and then read Page 25 … I then realised that to avoid any CALLs at all I need to  insert the Indicator code inside the backtest code itself.

  It turned out to be not ‘quite so easy’ (few minutes) due to the position to name the Indicator Code as ‘MyVol’ in the Bot Code (due to loads of variables).  In this example (PRC VolatilityQZero) I had to insert ‘MyVol = sumVqi’ at the end of the Indicator Code (not at the start … as shown on Page 25).

  Hope above makes sense (just say if not) and is useful to others reading this.

  As I’ve always found … I learned more by making mistakes than by getting it right first time.

  GraHal

  

  GraHal

  Participant

  Topics: 214

  Replies: 8828

  Been thanked: 2200 times
  06/18/2017 at 8:55 PM #38571
  Leo

  Hi all,

  I am thinking to buy a new computer.

  As long as probacktests are in the PRT servers, then is not so important to have a vey powerfull and therefore expensive computer, Is this correct?

  Thanks for your sugestions.

   

  

  Leo

  Participant

  Topics: 17

  Replies: 357

  Been thanked: 144 times
  06/19/2017 at 11:23 AM #38588
  GraHal

  Yes that is correct Leito. I’m sure you have read Noobywan’s  post with good suggestions above?

   

   

  

  GraHal

  Participant

  Topics: 214

  Replies: 8828

  Been thanked: 2200 times
  10/25/2017 at 11:40 AM #50466
  Leo

  Has someone of you, try to use prorealtime in a Standard  Windows tablet ? (with Standard I mean a tablet cheaper that 400 €).

  Thank i a

   

  

  Leo

  Participant

  Topics: 17

  Replies: 357

  Been thanked: 144 times
• Author
  Posts