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Paul -
I can confirm TJ's cautions about the speed of TC2000. Not my favorite data provider, but required for some business reasons, and I am coincidentally making some weekly runs with it this morning. But, I'd add a couple of comments and a suggestion.
- First, you asked about configuration - 3700 symbols * 14msec = 52 sec (approx.) basic list processing time for the backtest. You can approximate this with a simple AFL that has Buy=Sell=Short=Cover=0 and backtest it against the list.
- SO, your other processing time has to be coming mainly from your system. FIRST, make sure that you have QuickAFL enabled in the AA Settings and that you are using a start date that is the minimum that you require. QuickAFL will use potentially shorter arrays for symbols 2-N, and this can have a significant effect if you do a lot of processing.
- At this point, you remaining time is coming from your AFL code, and it would be time to look at optimization - particularly elimination of loops - to let Tomasz's tweaked array code do the work that it is so good at.
-- BruceR
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> Well 16 minutes for 3700 symbols backtest is not bad (especially considering the fact
> that it is outside of capabilities of any other T/A software - which will simply blow up and refuse to take that many symbols).
>
> TC2000/TCNet is slow. And no data from TC are not retrieved from "RAM".
> They are retrieved by calling TC API which is slow (TC is visual basic program), even
> if data are in cache the plugin still needs to check if data were not updated in the meantime
> and it takes time because of TC API.
>
> If you are trying to run backtest at maximum speed switch data source to "(local database)".
>
> And do not use "TuneUp" and any other "enhancers", "boost" , "turbo" programs because all they do is just eating CPU cycles and
> memory
> and cause problems.
>
> Best thing you can do is to install Windows WITHOUT any add-ons.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "polomorabe" paul.moore@xxx
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, September 12, 2009 2:10 PM
> Subject: [amibroker] Backtest execution speed.
>
>
> > I've been backtesting ideas, and would like to get some feedback about backtest performance.
> >
> > I'm using a 3GHz P4 machine with 2GB RAM under WinXP, and when I work on a collection of about 3,700 symbols, the execution time
> > is 20 minutes on the first run, and 16 minutes thereafter. I have configured the database as follows, to ensure that the database
> > is kept in RAM after the first run:
> > On Tools->Data:
> > - In-memory cache size (max symbols): 10,000
> > - Max megabytes: 1000
> > On File->Database Settings:
> > - Data source: TC200x/TCNet Plug-in
> > - Local data storage: <enable>
> >
> > When executing, I notice at the bottom on the screen that each ticker retrieval takes 12-16 ms. Is this a normal response time for
> > data that is supposedly being accessed from RAM? Using TuneUp 2009, I confirmed that the memory was not full during the test (42%
> > free).
> >
> > I'm using AB professional v5.2.
> >
> > Can anyone help, or have I misconfigured something?
> >
> > Many thanks,
> > Paul
> >
> >
> >
> > ------------------------------------
> >
> > **** IMPORTANT PLEASE READ ****
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> > This is *NOT* technical support channel.
> >
> > TO GET TECHNICAL SUPPORT send an e-mail directly to
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> >
> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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> >
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> >
> >
> >
>
__._,_.___
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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