I need advice about the optimal hardware setup (CPU, RAM, etc.) for backtesting on "tick-by-tick" e-mini data, and info about the approximate size of a 3-month "tick-by-tick" data file. Thanks!
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Hardware for backtesting
Hello!
I need advice about the optimal hardware setup (CPU, RAM, etc.) for backtesting on "tick-by-tick" e-mini data, and info about the approximate size of a 3-month "tick-by-tick" data file. Thanks! -
Paracelsus, unfortunately I can't advise you on the file size, but tick data is quite resource intensive to work with so with the continuous drop in hardware prices I would go for a state of the art multicore machine offering 4-8 GB of quick RAM as solid backtesting machine.BertrandNinjaTrader Customer Service
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Is frequency speed more important than latency.
I understand you cannot provide specific recommendations.
I also understand that a high end pc is necessary for backtesting.
My question was in reference to Bertrand stating in his response to another poster to get 4 - 8 Gig of quick ram.
My question was what does he mean by quick ram?
Does he mean high frequency or low latency?
There are some applications for which Low Latency Ram works better than High Frequency (but also higher latency) ram?
My question was which is better for backtesting?
All things being equal is it better to get 12GB DDR3 PC12800 9-9-9-24 or 12GB DDR3 PC10666 (7-7-7-21)?
Both of these kits are exactly same price at this time.
Here is the first one: http://www.newegg.com/Product/Produc...82E16820231358
Here is the second one: http://www.newegg.com/Product/Produc...82E16820231405
As you can see one's frequency is about 20% faster than the other. However it's latency is about 25% higher.
For someone building a new pc it is important to know which one is better for backtesting especially when both of them cost the same.
ThanksLast edited by strategy1; 07-31-2011, 04:13 PM.
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Slightly OT, but:
I just bought a new Core i5 2500K with HyperX RAM, overclocked it etc. and now when I run strategy optimizer in 64bit it freezes the whole NT application, also control panel. So eg. I cannot see how much time is left for the task to complete. Other applications are responsive. Any advice on this?
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