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Re: Slow backtesting?



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Fritz,

Since Windows 3.1 is not a multitasking system it can only perform 
one task at a time. That means that all indicators are calculated one 
after another for each window. You can test this: During each 
calculation the TS software is not accessable for you.

However when you optimize you are still able to interact with the 
system. This is because the Omega propgrammers have made the 
optimization process a kind of multitasking process by giving 
time-slices to other processes during the optimization. This slows 
the optimization calculation down.

Gerrit


> 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
> 
>