I noticed that when testing on longer periods of time, NT takes EXPONENTIALLY longer to come back with the results.
So say, testing 1.5 years of data vs 6 months takes maybe 10x times longer, not 3 times.
All things otherwise equal: same strategy, same parameters, same machine, and on optimizer, same number&range of parameters sensitised.
The strateg(ies) I am testing (not in parallel) do not require long lookbacks, enter/exit within a few hours, and trigger regularly over the entire time frame (eg . it's not a case of having more trades/triggers at the beginning of the longer data sample).
The only thing I can think of is that it stores DataSeries, but again, the lookback for these is short.
I am running a decent machine (3.1 Ghz,8GB RAM, SSD) and not complaining about the computing time in itself, just surprised at the difference.
I am wondering whether this is expected? (and out of curiosity, why) If it is NOT expected, I'll go look for ways to "lighten up" my strategy script (suggestions welcome).
Thank you in advance
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