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Re: [amibroker] Custom Backtest doubles opt time?



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Hi Graham - That run was done on current ticker only   8 - )
There is a lot of charting code, parameters, etc in there, I guess I could comment it out or create a shorter version to reduce the opt time...thanks!
 
Just wondering though, in your experience, does accessing the CBI add 100% to the opt time? Does the length of the non-CBI code affect whether it adds 10% or 100% ?  Thanks for the advice!
 
 
Steve
----- Original Message -----
From: Graham
Sent: Wednesday, February 13, 2008 9:35 PM
Subject: Re: [amibroker] Custom Backtest doubles opt time?

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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