ProBacktest extremely slow

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Viewing 15 posts - 1 through 15 (of 53 total)
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  • 01/09/2021 at 6:08 PM #157126
    Frankyboy

    Dear all,

    I am experiencing extremely slowed ProBacktests lately (in both PRT11 and 10.3), especially for strategies that include MTF.

    Backtests (and I am not talking about WalkForward with multiple optimizations, just a simple regular backtest without any optimization, not even using tick-by-tick data), which have usually taken 10 seconds, now – for the past couple of days – take 5 Minutes to produce a result.

    Anybody experiencing the same situation? What is going on?

    Thanks in advance for advice.

    01/09/2021 at 6:44 PM #157130
    OboeOpt

    Yes I totally agree! Just to open a template with for example 4 Equity curves takes a very long time before they have been printed, and they are still showing 200k bars as before. (I mean that I haven´t changed to 1M bars in templates so that would be the explanation)

    I have almost stopped working with optimization since v11 came out because it´s takes to long time.

    01/09/2021 at 7:10 PM #157132
    OboeOpt

    I had been looking forward to backtest/optimize my algos on 1M bars but now it seems unrealistic when it´s so slow…

    Im also using, since several years back, Another program where backtesting/optimization is done locally on my computer. It works so much faster and better, and no closings every 18H. I wich PRT could have a separate module wich you could download and do these calculations locally! The only reason I switched to PRT was to be able to trade IGs markets.

    1 user thanked author for this post.
    avatar MaoRai54
    01/09/2021 at 7:30 PM #157133
    GraHal

    I rarely do any optimisation on > 10k bars unless – for whatever the reason – 100k bars runs in 5 to 10 mins?

    It can be quicker during the week when everybody is working at their day job?

    01/09/2021 at 10:26 PM #157140
    OboeOpt

    @grahal it´s totally fine with me if you want to optimize on 10k bars. Me, I want to reoptimize my algos currently made for 200k, into 1M.

    I have started an optimization on dax, tf 5m, 121 combinations, 749700bars to test on – now 1 hour later it has checked 8 combinations… I don´t see how I possible can work this way.

    01/09/2021 at 10:37 PM #157142
    Monobrow
    OboeOpt wrote:

    749700bars to test on

    I have been running a ton of 100k backtests today and it appears to be normal speed. I.e 50-100 combinations is a couple of minutes, 5 max.

    Are 100ks ok or it it only your 1M tests? Also, where are you based? As we know, tests are ran server side, perhaps you are hitting a different PRT server farm or something?

     

    in short, my 100ks are same as normal today, if that info helps.

    01/09/2021 at 11:03 PM #157144
    OboeOpt

    Thanks for your answer Monobrow!

    I´m based in sweden. I haven´t made any 100k tests recently. As mentioned my normal templates with Equity curves for 200k takes forever just to load now. For me this started with v11.

    01/10/2021 at 12:16 AM #157153
    OboeOpt

    Almost 3 hours now and 40% done of this simple optimization. I´m giving up now…

    01/10/2021 at 9:26 AM #157172
    Vonasi
    OboeOpt wrote:

    40% done of this simple optimization

    How many variables? How many combinations? How many FOR NEXT loops in the code or in indicators used by the code?

    01/10/2021 at 11:16 AM #157176
    PeterSt

    People should realize that the server this runs on for PRT-IG, is an IG server … not a PRT server. IG just has a small-ish server for this, while PRT has a complete farm, so to speak.

    I can’t judge for recent (V11) changes, but with direct PRT(-IB) it always has been a sort of “infinitely” faster. I mean, I have never really been able to do back tests on the PRT-IG platform because it is too slow.

    Edit : Avoid GraphOnPrice. I have the impression that this became way slower (PRT-IB at least, but probably generally).

    2 users thanked author for this post.
    avatar Nicolas, avatar Monobrow
    01/10/2021 at 11:22 AM #157177
    Monobrow
    PeterSt wrote:

    server this runs on for PRT-IG, is an IG server

    Thats really good and interesting info, thanks!

    01/10/2021 at 12:14 PM #157183
    IcaroFM

    I don’t understand why is not possible to run backtest on own PC. Data it could be downloaded one time (when I set market and timeframe) and then my processor could process backtest. It makes no sense?

    01/10/2021 at 12:36 PM #157185
    PeterSt
    IcaroFM wrote:

    I don’t understand why is not possible to run backtest on own PC.

    You’d have the difficulty of a Backtest “running through” into real time data; That would not be possible then.

    Data it could be downloaded one time (when I set market and timeframe)

    There is much, much more to this than you’d realize. It is, for example, also related to licenses on the data feeds (you could pass it on to me for free).

    01/10/2021 at 12:40 PM #157187
    GraHal
    IcaroFM wrote:

    It makes no sense?

    PRT has been going about 20 years (I think?) and so maybe processing on PRT servers is a legacy thing from when home PC were no so pwerful as now?

    IcaroFM wrote:

    Data it could be downloaded one time

    Maybe IG / PRT do not want us to give us any chance to access / hack into 200k / 1M bars of raw data?

     

    Lots of If’s and maybe’s … we’ll never know for sure and we can drive ourselves mad thinking about better ways to operate?

    Best to put in a suggestion to PRT (via Form below) and then relax our minds that we have done all we can as users only??

    https://www.prorealtime.com/en/contact?suggestion=1

    (seems the PRT website itself is down for maintenance currently)  

    1 user thanked author for this post.
    avatar Frankyboy
    01/10/2021 at 12:52 PM #157192
    IcaroFM

    On the subject of data security, I understand it very well, but I think it would be enough to encrypt data as they do now with strategies.

    Thanks GraHal for your link.

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