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Thanks everyone for the information. All of it was very helpful.
-----Original Message-----
From: Dimension [mailto:dimension@xxxxxxxxxxxxx]
Sent: Sunday, December 05, 2004 12:12 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Off Topic: Optimizing a PC for Amibroker
Backtesting - What's most important?
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it...look at their Outlet deals. Here is a good link for some bargains:
http://www.edealinfo.com/Misc/dell.shtml
-----Original Message-----
From: b [mailto:b519b@xxxxxxxxx]
Sent: Sunday, December 05, 2004 2:12 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Off Topic: Optimizing a PC for Amibroker
Backtesting - What's most important?
Tom,
Herman has a good point about getting 2 computers so one can be a backup,
but from your post I assume you already have one computer and are looking
for a new one to speed up testing.
What is needed depends a lot on the type of backtesting you are doing. My
need might not be the same as yours.
For me, by far the most important thing is to have enough RAM. I would buy a
slower CPU and a slower hard drive it that was the only way to have enough
cash to buy all the RAM I need.
If I can get the entire data base into AB's native cache, or even Window's
own cache, then hard drive speed is not a big issue at all for me. I have a
medium speed hard drive (7,200 RPM and I give no interest in spending extra
money to get a 10,000 or 15,000 RPM drive).
CPU speed does make a difference, but ONLY IF ALL DATA IS IN RAM. If the
computer needs to get data from the hard disk because there is not enough
RAM to cache the full database between optimiation runs, then the CPU is
only to be running at 1/2 or 1/3 speed waiting for the hard drive.
How much RAM? It all depends. If one is testing on a small watchlist of
stocks, then 512 MB might be enough. I would guess that 1 GB would be all
tha many (most?) people would need. I personally have 1.5 GB since my
database is huge (it contains inactives stocks from CSI to make my testing
more realistic).
The 1.5 GB is not quite enough since the CSI data takes
1.37 in my AB data folder. So I use selective watchlists depending on the
type of strategy I am testing. For example, to backtest short strategies, I
use a watchlist that contains all stocks that ever traded above $5 and also
traded above my mininum average volume filter. That is enough to get allow
the relevant stocks to all be in RAM.
Even so, I can not fit the entire watchlist into AB's internal cache, so I
intentionally set AB's maximum stocks in cache to a very low number (eg,
500). This means AB takes only a couple hundred MBs of RAM which leaves over
a 1GB for Window's own cache. For some reason, the Window's cache seems to
hold more data than AB's internal cache.
Fortunately, AB is very fast at rereading data (as long as it is in the
Window's cache).
Some day I will upgrade and will a computer that can hold more RAM.
b
--- Tom Clarkson <lists@xxxxxxxxxxxxxxx> wrote:
> I am looking at getting a PC dedicated to running Amibroker backtests
> and was wondering if anyone had any input on what the most important
> performance attributes would be.
>
>
>
> I am thinking of an Intel Pentium Extreme Edition or Athlon 64 FX-55.
> It seems the difference is that the Intel has a bigger cache which
> seems like that could make a difference. Also TJ once indicated that
> hard drive performance is important so one might think that a RAID 0
> with 2 WD 10,000 RPM drives might be the way to go if that is true.
> Lastly, it's not clear if
> memory beyond say 1GB would make much difference.
>
>
>
> Has anyone tried to come up with the fastest backtesting
> PC or have any
> opinions on what attributes of the PC would be most
> important. I suppose one
> could optimize everywhere but that could be overkill.
>
>
>
> Thanks for any insights.
>
>
>
> Tom
>
>
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