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Re: [amibroker] AmiBroker Performance



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As far as I know, nothing can compare to AB in terms of handling huge amount of data and huge number of trades, not even close!

On Thu, Sep 24, 2009 at 10:34 AM, Herman <psytek@xxxxxxxx> wrote:
 

Ryan,


I cannot add anything to your report, except that I greatly enjoyed reading it. Thank you for sharing your results!


Of course I was happy to learn that AmiBroker did well. Congratulations on this one Tomasz ;-) 


best regards,

herman 



Thursday, September 24, 2009, 9:55:37 AM, you wrote:


> Hello All,


> I have just completed a few days of testing several modeling/backtesting

> programs. I thought, perhaps, the other members of the list might find the

> results useful; as I am new here, hopefully this can serve as my first productive contribution.


> I do a lot of testing & modeling on (a) daily bars (looking to execute

> intraday trades) and (b) tick data (for short-term trades). In the case of the

> first, I need to create signals on a daily series but execute orders against a

> 1M intraday series. So, in order to test an idea over five years of data, I

> have to do it over 5Y of 1M data. This gets into performance issues when you

> start wanting to run a test on several issues and want to run multiple

> revisions of the test. As for testing on tick data, I am sure you are familiar

> (at least conceptually) with the performance issues there.


> I took a look at NinjaTrader, TradeStation, OpenQuant & AmiBroker. I created

> an ASCII file of 5Y of EURUSD, USDJPY, GBPUSD, AUDUSD & USDCAD 1M data. In

> each program, I ran a simple EMA crossover test (10/50). It was an obnoxious

> test, resulting in +300,000 trades, but it was easy to implement and was a

> good stress test. What I wanted to do was see if I could get: a) reliable

> (e.g. reproducible) results from a single-security test and b) a test of the

> five FX pairs as a portfolio (again, in a reliable/reproducible manner).


> 1. Ninja: I use Ninja daily to scalp with and execute some short-term system

> code. I had dim hopes for the backtesting since I am familiar with the program

> - Ninja really is an execution platform first and an analytical platform

> second. The results were more or less what I expected: I could get it to test

> one issue with reproducible results at an okay speed (about 3:00M) but it

> would start to go into fits when I ran it against all five at once. The

> results of the five issue test would vary from instance to instance - it would

> usually show the results for the first 3 issues correctly, but on the last 2

> it would suffer some kind of memory issue and give me numbers that were

> totally off. In one pass, it even managed to corrupt itself and I had to reload all the data.


> 2. TradeStation: I have a lot of time invested in TradeStation and I was

> already familar with it's problems - mainly, that over a large test set, TS

> will return different test results. I have talked with TS support and posted

> on the message board about this, but I never got anyone interested in what I

> found to be a critical issue. The results of this test were as expected: I

> could not get two results to match. Any time I would refresh data from the TS

> data servers and run the test again, I would get a different result. Sometimes

> it was as much as test 1 being -$190K and test 2 being +$74K. I do not

> understand how anyone can use this tool for successful modeling if they are

> testing over a large dataset;  just making up a number would have been as

> useful. I even exported and imported the data to ensure that it wasn't an

> issue with the TS data servers. Same inconsistency. I couldn't test all five

> pairs together since TS does not do portfolio backtesting. As

>  for time of a single test, it is hard to tell with TS as to what, exactly,

> it is waiting for/trying to do at any given moment, but I would say it would

> usually take about 2/4M per test (although, I have no idea what it was doing

> in that 2/4M since the results it returned seemed random at times).


> 3. OpenQuant: This platform looked interesting. I set it up, imported the

> data and ran a test. After 20M I noticed that the first EURUSD 1M test was at

> 10%. I closed it down and uninstalled it. The performance was just not going to work for me.


> 4. AmiBroker: You can likely guess the results as I am here as a new member.

> AB was able to test EURUSD in about 30 seconds and was able to do the

> portfolio of all 5 pairs in about 2M. No matter how many times I ran the test,

> the numbers it would return were the same. This fact is pretty crucial to my

> work. I understand that data will have errors in it, but I at least need my

> modeling software to consistently return results (which AB did). I even

> created new databases and populated them with the same data - all test results returned were the same.


> As you all know, AB was, by far, the cheapest option out of all of the above.


> I hope some members find these results useful/interesting and I think that

> these results really are a credit to Tomasz.


> I would be

> interested to hear from anyone who has tested AB against any other

> off-the-shelf tools that I did not look at.


> - Tim




>       




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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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