Support Board
Date/Time: Tue, 26 Nov 2024 13:48:42 +0000
Post From: speed backtesting raffect reliability
| [2023-02-04 21:27:41] |
| User61168 - Posts: 403 |
|
You are welcome. Everything I listed is based on a single chart replay. I tried multi-chart replays which is a great feature in SC but I would use it for no more than few days of data. Ultimately, we all need to understand the reality of "bigger the physical size of scid file, slower will be the replay". This limitation will be in any feature-rich software package that runs on a personal computer. If you are not using or not requiring tick by tick data and if you entries and exits are based on OHLC (i.e. entries and exits only on candle close) then there is really no need to do market replays. Just code and test the individual alert conditions would be my preferred choice. And, if you are not aware of this, you can run the alert conditions recursively or refer the output of alert condition into the same alert formula or in different alert conditions. Labeling it as a "simple alert condition" is a misconception imo. It can do just about anything a normal programming language can achieve if you structure the alerts properly. You can also run other studies like moving averages on the output of alert conditions or based output of other studies into the alert by using "Based On" etc... extremely powerful capabilities imo. Respectfully...9 charts with 18 volume by price studies on each chart requires a LOT for computing power for any application to deal with. Also, I would question the accuracy of backtesting when using volume profile studies without "tick by tick" data. Your live/forward testing would be quite different from backtesting results. Complete waste of time imo. Edit: Also, I am not sure if this is still true in the latest versions.... Market Replay utilize only one CPU core. This is unfortunate as we will always be limited by the computing power. I have tried running market replays even on the dedicated server from hosting providers, hired engineers to tweak the server performance, went with 16+CPUs, 100+GB RAM and dedicated SSD drive.... absolutely no performance improvement compared to running it on a latest generation laptop. Date Time Of Last Edit: 2023-02-04 21:35:21
|