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Strategy testing and optimizing
 Post subject: Strategy testing and optimizing Post rating: 0   New post Posted: Wed 23 Jul, 2014, 13:02 
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Hello!

I have to optimize params for strategy on tick data for 3 monthes. It takes a lot of time to get the results.
What can You suggest to make strategy tester works faster on current computer hardware.

Thanx


 
 Post subject: Re: Strategy testing and optimizing Post rating: 0   New post Posted: Fri 25 Jul, 2014, 09:15 
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Normally you would start with the source code:
  • Start with the onTick method - check if you are not requesting the same data on subsequent ticks. The most common case would be calculating an indicator with shift=1 on every onTick. Likewise check historical data requests.
  • Check the indicator calls, if you are not making multiple indicator calls, where you could make a single call. For instance, if you don't make 3 sma calls with shifts 0, 1, 2 instead of calculating over a candle interval. The same applies to historical data requests.
  • Consider running some of your logic in separate threads.
We could advise you something more particular if you could provide an example strategy of yours.


 
 Post subject: Re: Strategy testing and optimizing Post rating: 0   New post Posted: Mon 28 Jul, 2014, 08:30 
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Thanx


 

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