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Expected time when running the historical tester
 Post subject: Expected time when running the historical tester Post rating: 0   New post Posted: Wed 23 Apr, 2014, 08:05 

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Joined: Fri 17 May, 2013, 06:58
Posts: 76
Location: SwedenSweden
Hi,

I'm backtesting a couple of strategies based on 1 months of tick data using the sample code in the maven project (I've changed the from and to date values) . And it feels like it takes forever... =) I would like to back test on a longer time period, at least 1 year.

So, I was wondering: what about the historical tester? How long should it take to back test 1 year using the historical tester? What if I change to use 1 Hour with 4 points interpolation (opn, high, low, close)? How long should that take (for 1 year of data)?

I will test this myself. I just want to know expected time that it should take.

Thanks in advance.

Best Regards,
Henrik


 
 Post subject: Re: Expected time when running the historical tester Post rating: 0   New post Posted: Mon 28 Apr, 2014, 08:42 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
whiletrue wrote:
How long should it take to back test 1 year using the historical tester?
It depends on your CPU and the network speed - how fast the data get downloaded from the server to your local cache. In order to follow the data testing progress from ITesterClient, you need to add to the startStrategy method a LoadingProgressListener parameter, similarly as it is done in the TesterMain example in the JForex-SDK project. For more elaborate progress logging, consider implementing a special logging setting to the strategy.


 

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