AmiBroker 25x times faster than...

Discussion in 'Strategy Development' started by JezLiberty, Nov 10, 2009.

  1. I recently started using AmiBroker and realised how fast it was compared to my other back-testing platform (TradersStudio).

    I decided to stage a speed comparison test between both platforms to see how much faster AmiBroker really is.

    For an e-ratio calculation of a simple Donchian Channel breakout AmiBroker came out on top winning by a factor of 25! Yes AmiBroker was 25 times faster than TradersStudio.
    If you want to check it for yourself be sure to check the blog post detailing the results

    This is simply amazingly good!

    PS: note that I am neither affiliated with AmiBroker or TraderssStudio, I just use them both.

    I would love for somebody to add to the discussion to clarify what features TradersStudio offers that AmiBroker does not?...
    Because I am thinking of switching my efforts to AmiBroker...
  2. maxpi


    Tickzoom has a speed comparison chart on their website but they omit AMIBroker :D AMIBroker is fast because they compile the software to Intel native code and it runs in the processor's cache memory..

    I wonder how their "smart" optimization does... I really like the Simulated Annealing optimizer in Openquant but it takes hours to run a test sometimes...
  3. Stick with Amibroker for your testing. Maybe for executing you could create a program to access an API later on when the strategy is fully developed.

    I don't see the point in trying to jury rigging other peoples software to do things (I'm speaking of Tickzoom and Openquant here). Amibroker can be configured and added on to pretty easily... for most peoples trading efforts.

    Its fast for optimizing too... just depends on the # of steps you create for it..

    1-10 = 10 steps

    1-2 with 50 steps is obviously 5 times slower...

    I have it on two PCS... one is a brand new vista laptop - intel core 2 duo ... is about 5 times faster than my old P4 desktop with XP and 1.5 GB of RAM

    Note - my comments apply for EOD data... I have not tested Amibroker on extremely short timeframes.
  4. maxpi


    AMIBroker has a feature rich interface for executing in place already.
  5. Jez, speed is not so essential in a software - its features are.
    I doubt AmiBroker can do as many things as TradersStudio.
  6. Sam,
    I agree that speed is not the main aspect of a platform, however, as an example, if I want to calculate the e-ratio over 200 days of 100 signals, it would take me (approximated estimation) just under 28 hours (computing time only - data manipulation time would come on top of that) in TradersStudio versus just over 1 hour in AmiBroker. I think this would seriously make an impact in the systems research workflow.

    I am not biased since I started using both of these platforms but before I invest much more time learning more about one platform, and adopt it "for good", I would like to find out which one is best.

    AmiBroker wins hand-down on speed.. I'd love for somebody to point out TradersStudio features that AmiBroker does not offer to balance the argument.
  7. I found that page on the AmiBroker website which explains part of how they do it:
  8. Tickzoom and amibroker seems to about equal in speed in my opinion. Both use vectors/arrays. Beyond that they're like apples and oranges. Philosophies are different. TZ is exclusively focused on automated trading issues.
  9. 4XQs


    I own an Amibroker license, but am not using it at all - instead I use Multicharts for my work. The reason Amibroker is fastest is because it's been designed mainly to be fast. The programmer thinks this is important, and if you think optimizing in itself is the most important part of developing then it's definitely the software to use. But... There's a lot more to successful trading than how fast you can run a loop...
  10. thejam


    Do you know if AmiBroker can take advantage of multiple cores? With 4 cores so cheap these days, you would think testing software would be using threading.
    #10     Nov 29, 2009