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Improve backtesting performance
 Post subject: Improve backtesting performance Post rating: 0   New post Posted: Thu 21 Jul, 2022, 13:07 

User rating: 0
Joined: Fri 17 May, 2013, 06:58
Posts: 76
Location: SwedenSweden
Backtesting takes a lot of time, especially when backtesting several years and with multiple instruments.

Would it be possible to cache the indicator results and reuse these in the platform?

As a side note: I've written my own multi-threaded backtesting simulator using cached indicator values and by doing so I'm able to backtest 100,000+ combinations for several years in a couple of minutes. Of course, I understand that JForex is more complex than my simulator. However, it should not take several hours backtesting 150 combinations with 3 years of data (and yes, the strategy is simple =).


 

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