I tried http://algostrategies.io/ on a one-year, daily data set for iShares MSCI Russia ETF (ERUS). With 2 workers/parellism, it seemed to use about 1/3 to 1/2 of CPU (i4790K 4 cores/8-logicial-processors). And I think the memory usage was about 300MB, but I wasn't looking that too carefully. I wasn't monitoring how long it took to run, but it might have been about 15-20 minutes which seems long for such a small dataset for 10 running cycles. Overall, it looks like a good start for something you could use yourself or sell/rent to subscribers. To make the tool more useful, Add entry times and exit times for each simulated trade in the statistics. In addtion to using prices as input, support input files having their own values of user-supplied indicators. Support a user-supplied argument for the maximum number of bars to look back for creating rules. For example, looking at one bar of data at a time with user-supplied indicators would let users create rules on a set of assets instead of just on a single asset. Support uploading files after the training is done for forward testing. I was unable to see the code or statistics for a stored strategy (the buttons had no effect in my chrome browser), and deleting the strategy worked without an "Are you sure?" type of prompt.
thx for the feedback, yeah i wish i had subscribers, i dont have any (besides one friend who i asked to join my patreon lol) >I was unable to see the code or statistics for a stored strategy sounds like a bug but it works for me, so it will be hard to fix. > and deleting the strategy worked without an "Are you sure?" yes i did rush my solution so i didnt care about that much. >Add entry times and exit times for each simulated trade in the statistics if you look at the stats, it has the "start" datetime and that i think is enough simply because it trades always exactly one bar > In addtion to using prices as input, support input files having their own values of user-supplied indicators. this is a unique request, that i would not do right away. it would take some time. other requests are also very valid... Anyway i am in the middle of a job interview/process and they asked me to create a project based on some description. its not easy definitely harder then Algo Strategies hahaha so i need to work on that for a week or so.... I wish there would be people paying for my side project but that simply wont happen that easily. Btw i did try to run it on data for Apple (daily yahoo data since 1.1.2000) i found some good swing strategies, eventually i will post them.
I was thinking again about the speed again, its true its slow. Perhaps if i would make use of some randomness rather then trying every possible combination... I also did some caching in the past but typically no 2 function calls are same, and it can also blow the memory easily. As always i still have ideas also on this issue, will see.