Support Board
Date/Time: Tue, 26 Nov 2024 13:37:13 +0000
Post From: speed backtesting raffect reliability
| [2023-01-10 18:07:03] |
| User61168 - Posts: 403 |
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You are welcome. It's worth the time spent if others can learn from my mistakes. I used to be a replay monkey spending hours and days testing silly strategies. Here are some better options to incorporate in your journey (and to the benefit of other readers) 1) Add Time to chart header via Global Settings > Customize Chart Header. This will reflect the "true" speed of chart replay. I usually set the speed to a level such that chart moves at the speed of 1sec for every minute. 2) There are many documented features on how to improve overall performance. A huge one is to display very few bars on the chart by zooming in. To achieve consistency, use cntrl+shift+mouse scroll wheel to zoom in by watching the gap between bars in pixel in the bottom right corner of the chart. I use a 130 pixel gap to ensure consistency. I usually show only one or two bars on my chart. Also resize the chart to make it small in size instead of window being in maximized state.... less things to draw, less things are visible, lesser is the load on GPU/CPU to process 3) You could also hide all studies during replay via Customize Control Bar and adding Hide and unhide studies button. This will improve chart performance tremendously. Do a Hide all studies right before you start the replay. Also set subgraphs to ignore if you are not referring it in any other studies or formulas. There is no need to hide them if they are not being used 4) You could also use menu item Window > Hide Window to hide the entire chart for even faster performance 5) I like my charts to not freeze during replay. If there is a lag in movement of current price, you are running your replay too fast. 6) remove any timer studies if you are using it only for visuals. they slow down the replay 7) remove current price line study from your collection. Something about this study slows down the chart replay. Also avoid using Chart > Bid Ask Average line or show bid/ask lines. They are only there for the visual effects. You don't need these such features that choke up valuable CPU cycles Now, all the above is for market replay performance but here's the biggest tip to minimize our reliance on market repeat replays during "strategy design" phase of your journey: Once a replay is complete for the desired date range, Do all your analytics on the chart or off the chart by doing the following steps: 1) Use simple alert color bar condition to do all your analytics on trade performance. enable Sum of Alerts subgraphs to run your stats 2) Add Write Bar date to file study but be careful not to use this study during replay. This will export all your study data into a flat file to export in excel or google sheets. 3) Alternative to #2, you can use Edit > Export Bar and Study data to text file which is much faster. Both #1 and #2 can print only visible subgraphs so hide/ignore subgraphs you do not want to analyze. And lastly, Believe me or not, a positive expectancy "edge" lies in only one or two things so break it down into smaller and simpler building blocks. If you have a engineering or development background (like I do), we geeks try to over-think and over-complicate stuff by doing too many things in a study collection. At some point in my journey, I had over 150 studies in my collection... now I have zero indicator studies with whatever mathematical equations I need developed in the alert condition with approx 10 universal studies that apply to all my strategies and just 1 color bar alert condition per strategy. My tick-based market replay is super fast at 120 speed after such simplification. Hope this adds further to your learning curve. Sierra is a fantastic analytical platform with many hidden and undocumented features and powerful capabilities. Possibilities are limitless in creating strategies. It just takes time! Date Time Of Last Edit: 2023-01-11 00:02:56
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