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| Improve backtesting performance http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=128&t=57929 |
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| Author: | whiletrue [ Thu 21 Jul, 2022, 13:07 ] |
| Post subject: | Improve backtesting performance |
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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