FYI 2 hours of Backtest for 14 400 units

• 05/11/2020 at 11:32 AM #131106
  zilliq

  Hi Guys,

  This morning I made a test and FYI an algo (a little bit heavy but not so much) on 14 400 units with 10 000 combinations take 2 hours 🙁

  It’s clearly difficult to make a backtest on more units or more combinations

  I will mesure for a Walk forward in same conditions but I’m afraid it will be much much longer

  Have a nice day

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  bertrandpinoy

  

  zilliq

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  05/11/2020 at 11:46 AM #131111
  Nicolas

  Difficult to help you optimize your code without seeing it. Are you using extensive loops? v10.3? What instrument and timeframe please?

  

  Nicolas

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  05/11/2020 at 11:53 AM #131114
  zilliq

  Let’s go for a Walk Forward 35 000 units (3 weeks with one week In sample One week OOS)

   

  

  zilliq

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  05/11/2020 at 11:55 AM #131116
  zilliq

  Nicolas wrote:

  Difficult to help you optimize your code without seeing it. Are you using extensive loops? v10.3? What instrument and timeframe please?

  I don’t need help it’s just for information (Thanks by the way)

  Some rare loops yes, as every algos, V11.1, EUR/USD 1 mn for this Backtest

  Have a nice day Nicolas

   

  

  zilliq

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  05/11/2020 at 12:52 PM #131125
  zilliq

  One hour for 50 % of the first pass !. We can imagine it will take 6 hours to do all the Walk Forward 🙁

  I stop the test, it’s too long…And impossible to use …

  

  zilliq

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