Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Slow backtest
Collapse
X
-
Slow backtest
I have noticed that my strategy runs quickly in the strategy analyzer for about the first 12-18 months and then moves slowly. A 6 year back test takes about 25 minutes but the first year finishes in about 60 seconds so one would assume a 6 minute back test. I have gone through my code to see if I am storing extra data or collections etc but everything is pretty clean. I am suspecting the performance objects since the strategy places a lot of limits and then cancels them. Could this be it? Any other suggestions?Tags: None
-
problem solved
I found that the issue was with drawing that i was doing on the chart. I have cancelled that and I have gotten the time down from 25 minutes to 1-2 minutes
-
Hello
I am facing the same issue (slow backtesting).
The strategy I have built is using indcators which can plot data and feed data series used by the strategy. Does it mean that if i create dedicated indicator versions with no plot it would then speed up the backtest.
Thanks in adavance
Lionel
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by zstheorist, Today, 07:52 PM
|
0 responses
3 views
0 likes
|
Last Post
by zstheorist
Today, 07:52 PM
|
||
Started by pmachiraju, 11-01-2023, 04:46 AM
|
8 responses
149 views
0 likes
|
Last Post
by rehmans
Today, 06:44 PM
|
||
Started by mattbsea, Today, 05:44 PM
|
0 responses
5 views
0 likes
|
Last Post
by mattbsea
Today, 05:44 PM
|
||
Started by RideMe, 04-07-2024, 04:54 PM
|
6 responses
33 views
0 likes
|
Last Post
by RideMe
Today, 05:31 PM
|
||
Started by tkaboris, Today, 05:13 PM
|
0 responses
5 views
0 likes
|
Last Post
by tkaboris
Today, 05:13 PM
|
Comment