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Re: [amibroker] Custom Backtest doubles opt time?



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Suggest you see if you can reduce your basic code to be as efficient as possible
Can you reduce the number of symbols used in the backtest by including only those you are likely to trade?


--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com


On 14/02/2008, Steve Dugas <sjdugas@xxxxxxxxxxx> wrote:
Hi All - I want to use the custom backtester interface for the first time, to add a custom metric. Without accessing the CBI, my AFL is 1,900 lines of code and takes 38 minutes to run 42,000 opt steps. Even adding the tiny test code below doubles the opt time to 1 hour and 12 minutes. Just wanted to ask any of the more experienced CBI users if this sounds normal - I am wondering if maybe there is something I should change...  Thanks very much!
 
Steve
 

SetCustomBacktestProc

( "" );

if

( Status( "action" ) == actionPortfolio )

{

bo =

GetBacktesterObject();

bo.Backtest();

TotalModeRevs =

5;

bo.AddCustomMetric(

"Total Mode Reversals", TotalModeRevs );

}

 



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