How to speed up backtesting ?

Discussion in 'Automated Trading' started by '81packer, Oct 13, 2007.

  1. I have an program I would like to backtest on Tradestation--- is there a faster way to do this other than run through the optimization process on Tradestation ? I am looking at 5 min and 233 tick data on the ES
    Thanks for any advice !
     
  2. write a program in a compiled programming language and you'll run at about 100x faster. No joke 100x faster
     
  3. Turn off the antivirus during the backtest, and other non needed programs. Perhaps even the screen saver. Turn off the monitor and do some other things.

    Restart and run the program just after turning on the computer, so memory isnt fragmented, thus faster.
     
  4. rwk

    rwk

    If Tradestation is doing a lot of disk access, you might be able to speed it up a lot by putting the data into a RAM disk. You will need a lot of RAM to get any benefit.

    If your software is doing a lot of screen re-painting, you can usually speed it up simply by minimizing the program while it is running.

    [rwk]
     
  5. run it in amibroker
     
  6. Bowgett

    Bowgett

    So not true for Windows XP. If you minimize it Windows will think you are not using it and will swap it out of memory to a swap file.