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Thanks. Hope those new meds work.
----- Original Message -----
From: "dingo" <dingo@xxxxxxxxxxxx>
To: "_amibroker_yahoo" <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, April 21, 2004 11:30 AM
Subject: [amibroker] Data mining And the Individual Backtester - WARNING!
> Here's a warning to any of you who might be thinking of taking a large
> number of tickers and running a number back tests (not optimizations,
> explorations nor scans) to generate some of the wonderful new statistics
> (Sharpe Ratio, etc). And especially if you're running the "Individual"
back
> test!
>
> Under the above scenario the back tester will create a subfolder in the
> Amibroker\Reports folder for each run and when using the "Individual"
back
> tester a separate folder for EACH ticker. You need to be aware of this
> especially if you are not looking at your Reports folder on a frequent
> basis. The number of folders can become huge and the effects on your
> computer can become severe! This is especially true if you use automation
> to crank out untold numbers of back tests (are you reading this Herman?)
to
> generate statistics for each ticker.
>
> I had this all figured out in advance and put in code to delete the
folders
> as my automated tests went along but I introduced a bug in that part of
the
> program and left a test running overnight on 2 computers. YIKES! When I
> sat down this am to see what juicy results I might have gotten both
machines
> were locked up tight as a drum. One computer had 50,000 (yep 50k)
> subfolders and the other had over 20,000 in the reports folder. Just
> getting rid of them so I could get my machine back has taken a couple of
> hours of watching the stupid hourglass move sand back and forth.
>
> So - let this be a backtester emptor to those data miners out there!
>
> One other thing - the creation/deletion of all of those folders when
running
> the individual back test can really slow down the computer. Based on one
> test I dreamed up where I take 1,500 tickers and run a very intense series
> of individual back tests over 10 years worth of data should take around 80
> hours of compute time. And this is on a very fast computer. (Please save
the
> criticism on how off base this might be and how insane I am to do
something
> so complicated - My doctor has some new meds for me).
>
> d
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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