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Hello,
1. Does your Visual Basic backtester handle:
a) stops
b) futures
c) interest rate
d) position sizing
e) drawdown calculations
f) equity
g) futures mode
2. Did you ever think about the fact that your AFL formula
is INTERPRETED at the run time by C++ program
while your VB hard-coded formula is compiled.
3. Did you ever think that in case of QP2 database
the QP2 is the MAJOR limiting factor.
Try running this on AB native database and you will see the difference.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: <phsst@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, March 03, 2003 2:55 PM
Subject: [amibroker] Re: Developer Kit
> <2x speed improvement>
>
> I benchmarked my own VB 6.0 backtesting software against Amibroker.
>
> The specs for the backtest included full QP2 database over a 3000 bar
> period. Stradegy was the same for both pieces of software (I'm trying
> to switch to AB, so I want to be sure I have matching results.)
>
> Run time for VB 6.0 = 972 seconds
> Run time for C++ = 838 seconds
>
> Computer speed is 1.7 mhz.
>
> Not a 2x speed improvement.
>
> I would express the opinion that if you already know VB 6.0 and don't
> know C++, you might have a steep learning curve ahead of you.
>
> JMO... Phsst
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> >
> > You could expect:
> > - 2x speed improvement
> > - automatic syntax highlighting of your functions exported from C++ DLL.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: <gmulhall@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Sunday, March 02, 2003 11:22 AM
> > Subject: [amibroker] Developer Kit
> >
> >
> > > Hi,
> > >
> > > I've built a COM object using Visual Basic. All works well but I'm
> > > wondering how much improvement I could expect by recoding and
> > > recompiling in C++.
> > >
> > > Any ideas anyone ?
> > >
> > > Thanks,
> > >
> > > Geoff
> > >
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
> > >
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
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