Support Board
Date/Time: Tue, 26 Nov 2024 11:53:38 +0000
Post From: Replay is skipping days?
| [2023-12-05 17:34:27] |
| User61168 - Posts: 403 |
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Couple of more suggestions: 1) Move this to user discussion to get additional perspectives from other advanced users in the field of performance engineering 2) don’t forget to disable Trade activity log during replays. 3) hide/destroy or close all other charts and leave only the replay chart visible 3.1) try to hide the replay chart while running replay to see if it speeds up 4) disable message log also during replays and get rid of all the damn alerts that gets written in the alert windows to minimize disk I/O 5) Just yesterday SC confirmed it is okay to use as many installations of SC on as many computers as we want as long as we do not connect the data feed. This will help you in running parallel. Have a clean copy of install and then copy the scid data files across the x number of installations 6) if you plan to indeed go over this architecture then in my opinion (but I could be dead wrong on this) it would be better to just avoid using continuous contract option and split the data files into each historical contract scid files. I will admit I don’t fully have a grasp of all the intricacies involved with continuous contract settings and if the desire is to eliminate doubts, this might be another way to do the divide and conquer. With all that I have written about replays, I am slowly moving to a conclusion that massive amounts of backtesting is a waste of time. Purely assessing my own journey, I have had no success whatsoever in finding a single strategy that works across more than 12-15 months of historical data (without considerable drawdowns). Almost all have shown decay in performance from one year to the next and I just have not been able to decipher whether they are a cause of anomalies in the replay architecture or something else like markets do change year over year. I have also remained strictly focused on NQ since 2020 but I hesitate to share this experience and be the source of discouragement for others. Anyways, just a massive area of research my journey has been so far. I don’t think there exists a algo that could run year over year without tweaks but I do hope I am wrong :-) Date Time Of Last Edit: 2023-12-05 17:38:33
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