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Date/Time: Wed, 12 Feb 2025 01:26:57 +0000



BackTest Speed very slow

View Count: 903

[2020-09-29 23:08:21]
User403758 - Posts: 25
Hello SC,

I was wondering a couple of weeks why BackTest Speed is sometimes fast, and sometimes very (!) slow.
It cannot be my PC (fast CPU), I use no Spreadsheets, I don't use a lot studies and I used the "Auto Trade System Bar Based Back Test" (fastes one as I understand).

What I found was that the reason for this are two studies, each of it for itself as I tested: "Volume Value Area Lines" and "TPO Value Area Lines".
Only if I remove both studies, the speed is OK. Interesting is that I don't use these studies in my Alert/BackTest Formulas. I used only a very small simple alert Formula.
So code bug cannot be a reason. Even if I hide the studies, the speed gets so slow that BackTest is a big challenge Time wise and to be honest
impossible to do. So I have to remove both studies as I said. But I would like to use them in my simple alert Formula.

I am not specialist in Computer Calculation and what these studies need for calculations power in the background. I am aware of your documentation regarding the
speed improvements for Backtesting. But I have unfortunately no clue what to do at this point

Can you help? Could this be a bug?

Thanks in Advance!

Alex
[2020-09-30 05:10:22]
Sierra_Chart Engineering - Posts: 18390
Not sure we can provide any further suggestions.

Try using the Volume by Price study instead of the Volume Value Area Lines study:
Volume By Price Study: Calculating and Displaying Developing Point of Control, Value Area High/Low, Volume Weighted Average Price Lines

And we know you made reference to this already, but here is the relevant documentation:
Auto Trade System Back Testing: Improving Back Test Performance
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, use the Teton service:
Sierra Chart Teton Futures Order Routing

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