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At 10:08 AM -0400 9/28/01, Mark Cerar wrote:
>I would like to get an idea of how many bars a chart can practically load in
>TS2000i before the program begins to bog down or choke. I'm trying to get
>an idea of how many futures contracts one can roll into a continuous
>contract and still perform stable back-testing at a practical speed. The
>benchmark system doesn't have to be anything too large for simplicity's
>sake. Also any qualitative comparisons in speed between TS4.0 and TS2000i
>would be welcome if anybody out there has taken a system and a data series
>and compared the execution times on each platform.
I have loaded 1.3 million 1-tick bars. TS2000i handled it fine. I was
not doing very complex calculations on so many bars, however.
TS2000i optimizes about two times faster than TS4.0 on the same
machine (if you turn off all indicators prior to the optimization
run). The table below lists several tests I made about a year ago
running the same optimization on a variety of machines. Service Pack
5 was a big improvement.
The time per test was as follows (in seconds).
OS TS4.0 TS2000i TS2000i
SP4c SP5
HP Pavilion 8550 Celeron 500 Win98 6.4
Gateway GP6 PII 300 WinNT 6.4
Gateway E-5200 PIII 500 WinNT 5.3 4.7 2.3
A.M.D. K6 500) Win2000 4.9* 5.5**
Athlon A-750 RAID machine Win2000 2.3 1.4
* 20 GB IDE disk
** 9 GB SCSI disk
Bob Fulks
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