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Direct MessagesDate/Time: Thu, 26 Sep 2024 23:26:33 +0000
backtesting slowing down
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| [2013-07-29 01:55:10] |
| User76625 - Posts: 49 |
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Is there a reason why things might get slower as I do more and more backtesting? I have 10 symbols that I'm using the same code and indicators on, and I progressively BT one symbol at a time as I change a parameter. The first couple of symbols are completed in less than 30 seconds, but by #5 or #6, it will take 5 minutes or so per symbol. By #10, maybe 6 or 7 minutes. Sometimes, if I close things out and restart SC, it speeds everything back up, like it clears things out. Is that my imagination or could there be an actual reason behind why that would work? Is there something else I can do to speed things back up, instead of closing everything out and restarting constantly? I have a fast processor and 16gb of ram, in case that helps pinpoint (or eliminate) something. |
| [2013-07-29 02:52:04] |
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There is definitely nothing in Sierra Chart that would cause back testing to slow down over time after running multiple back tests. That makes no technical sense. However, do you notice the memory use increase? Refer to help topic 30.28 here for more information about this: http://www.sierrachart.com/index.php?l=doc/helpdetails30.html#h30.28 What type of back testing are you doing. A replay back test or a bar base back test? In the case of a replay back test, if you have tick by tick data in the data file, this will make the back test slower. 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: 2013-07-29 02:52:28
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| [2013-07-29 03:17:00] |
| User76625 - Posts: 49 |
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I'm using the AutoTrade System Replay Backtest and 1-minute data. I don't see any memory use increase - it stays around 12-13% the whole time (makes sense for a quad-core processor with hyperthreading). I've tried turning off HT, but didn't see any actual difference in performance, so it's back on now. I can't always re-create the problem either - sometimes it zips right through, and sometimes it takes several minutes. Then I can close the program down and restart it and run the exact same thing, without changing anything, and it will take seconds instead of minutes. So I'm not sure what it is - I can't imagine anything getting bottlenecked on my system, but maybe there's something getting hung up somewhere that I'm not aware of. Date Time Of Last Edit: 2013-07-29 03:23:52
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| [2013-07-29 03:40:43] |
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You have to go through a process of isolation to determine the source of the problem. The first thing to do is to remove all studies from the chart and then run the back test and see if you notice any slowdown. If not, it must relate to a particular study.
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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