|
PureBytes Links
Trading Reference Links
|
I have a question about the low level custom back tester interface.
I have used custom backtesters to write new metrics and so forth, but
I am wondering if it can be used for a different purpose.
I have found that only 25% of the total backtest time is in the AFL
evaluation, at least with my data set of 5 minute data and 1000
symbols. Meaning that if I replace the AFL code with a "empty"
system that just sets the buy/sell arrays to false, it only reduces
the run time by about 25%.
This implies that even if I optimized the AFL code to run in zero
time, overhead in other parts of the backtest process would only
result in a small savings.
My question is that looking at the custom backtest documentation, it
looks like the PreProcess() call does a great deal of work, possibily
including setting up the price arrays and AFL execution.
If a low level custom backtest function used the EnterTrade(),
ExitTrade() functions, is it possible to avoid the call to PreProcess
() and execution of AFL code and creation of the price arrays? The
actual trade decisions would be pre-calculated.
I know that this is a odd question and might be trying to push
AmiBroker outside of its design goals.
------------------------------------
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|