How long wold this take?

Discussion in 'Strategy Development' started by ElectricSavant, Apr 14, 2004.

  1. I want to know if one could do this:

    Start a backtest of NQ data for the last 3 months.

    Use 1 time entry. Start at 8:30 cst.
    Use 1 time exit. End at 9:30 cst.

    Record if it was a plus or a minus result.

    Do 1,440 back tests (24hrs) moving the entry and exit forward 1 minute at a time, recording those 2 results (actually remove the 15 minute break, saturdays and part of sundays and holidays from this).

    Then repeat this using a 61 minute span between entry and exit....

    62 min...

    63 min...etc

    How many computers would this require working 24/7? and could this backtest run be automated?

    Michael B.
  2. My P4 2.4GHz Compaq could probably handle it in much less time than it would take me to code the thing. I'd say about 30 seconds.
  3. Do you understand what I am asking?....we are getting into the millions of backtests.

    Michael B.

    P.S. I am searching for every combination of 1 min increments at entry and exit with all the timespans up to a 24 hr trade! for 3mos'

  4. I'm still confident of my estimate.
  5. I need a rolling set of backtests for every combination of 24 hour clock, how could this be? Then to start over with 61 min...62min..etc. Probably a billion backtests....not enough printer paper to print out the results? Perhaps it could only print out the winrates of 80% or more?

    Michael B.

  6. it'd be pretty fast
  7. My estimate was for something up to about 100 million comparisons. I don't see how you get into the billions. Please restate your request, this time as if you were giving exact specifications to a trading-illiterate programmer.
  8. 8:30cst-9:30cst last 3 mo. winrate long? winrate short? points?
    and so on...


    and so on


    and so on


    and so on

    and so on

    Michael B.
  9. 30 seconds.
  10. Mr. are not illiterate, I have read your posts.

    I am the naive one...I just want to communicate that I want every possible combination of time segments with no limits other than 24 hrs and 1 min increments.

    Please excuse me.

    Michael B.

    #10     Apr 14, 2004