PureBytes Links
Trading Reference Links
|
I'm running into some odd behavior in backtesting. In my experience,
backtest runs always run at about the same speed as if I wasn't
optimizing. I.e. if the system takes 4 seconds to run when I just
apply it to the chart with fixed values, then I expect every test run
in the optimization will also take 4 seconds.
I'm trying to backtest a system on an ASCII file of daily data. When
I first apply the system, or if I change any given parameter, the
system runs in about 2-3 seconds. But in an optimization run, each
test is running for over 2 minutes!
Any guesses what's going on here?
Gary
|