[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Backtest execution speed.



PureBytes Links

Trading Reference Links

Thanks Tomasz,

One final question, to help me understand this better. Using the "local database" as the source means that the external database (TC2000) is not used, right? This mans that when AB is started, the database is not updated with TC2000's latest updates, since the last time AB was used? 

Does this mean that if I want to run several backtests, I run the first one with TC2000 as the source, and for subsequent backtests, use "local database" as the source?

Paul


--- 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 ****
> > 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/
> >
> > Yahoo! Groups Links
> >
> >
> >
>




------------------------------------

**** 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/

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/