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Hello,
If you run on SINGLE ticker and actual system formula
is very very basic (few lines), then adding CBT will have
significant impact.
But if you run on any larger list of symbols then it won't be significant at all (there is only one execution of CBT
(2nd phase of backtest) regardless of symbol count,
while there are (number of symbols) executions of 1st phase).
Bottom line: in all cases except most trivial ones, it does
not add more than 10%.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, February 14, 2008 4:08
AM
Subject: Re: [amibroker] Custom Backtest
doubles opt time?
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 -----
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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