Support Board
Date/Time: Sat, 11 Jan 2025 17:58:50 +0000
Couple of questions about backtesting
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| [2015-05-29 00:40:14] |
| User911705 - Posts: 89 |
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I see in the documentation that a spreadsheet based system will tend to backtest slowly in the Accurate Replay mode. I have about 8 indicators in the chart and 10 rows in the spreadsheet. Testing 90 days of ZNM15 data took just about 15 minutes. Is that normal? If not, is there anything I can check or adjust? Other question: in Bar Backtest, it seems like a) the fill info and lines connecting fills on the chart do not appear. I assume this is correct but want to verify. For me, the Bar Backtest seems plenty accurate, but it doesn't provide the sort of visual feedback and detailed trade/fill/order info in the Trade Activity Log that Accurate Replay provide. Thanks for your help. |
| [2015-05-29 04:45:29] |
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The replay back test time is affected by the speed of the computer and the Data/Trade Service Settings >> Intraday Data Storage Time Unit. So 15 minutes could very well seem about normal. Other question: in Bar Backtest, it seems like a) the fill info and lines connecting fills on the chart do not appear. I assume this is correct but want to verify.
We see these during a bar based back test. Make sure you have them enabled:For me, the Bar Backtest seems plenty accurate, but it doesn't provide the sort of visual feedback and detailed trade/fill/order info in the Trade Activity Log that Accurate Replay provide. https://www.sierrachart.com/index.php?page=doc/doc_ChartTrading.html#DisplayingOrderFills Here they are on a bar based back test we just did: http://www.sierrachart.com/image.php?l=1432874802329.png And we could see them as the back test was running. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-05-29 04:47:05
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| [2015-05-29 21:25:37] |
| User911705 - Posts: 89 |
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Thank you.
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| [2016-12-10 15:10:20] |
| joer - Posts: 41 |
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I came across this thread while searching for some info about back testing speed. I'm finding it takes about 35 minutes for 30 days of data with my spreadsheet. It is much larger than the one in the original question, with more studies and formulas and 30 rows of data. Would that be the reason for such a difference in the run times? Also, is the processor speed the critical path for backtesting? I have 12 mb of memory and a 2.7ghz processor. Also wondering if the hard disk has anything to do with the speed when doing tick by tick data back testing and if a solid state drive would make a big difference. Appreciate any input you might have on this. |
| [2016-12-10 17:03:43] |
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There are so many variables involved relating to the speed of back testing. In general Spreadsheet back testing is going to be slower than using ACSIL. A faster CPU is better but you cannot always simply look at the gigahertz speed. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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