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Historical Backtest: Optimization slow?
 Post subject: Historical Backtest: Optimization slow? Post rating: 0   New post Posted: Thu 22 Oct, 2015, 17:00 
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I am running the historical backtest using optimization, even with just a few number of tests , say 20, it takes a few hours or longer to complete. I have tried it on several machines even a super genome analyser computer at tier 1 research university. Am i doing something wrong?


 
 Post subject: Re: Historical Backtest: Optimization slow? Post rating: 0   New post Posted: Fri 23 Oct, 2015, 14:03 
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Hi,

Thanks for reporting that, it is actually not related to the optimization option but more likely to the VJF interface: If you restart it from the browser the same test will run much more faster.
We're currently analyzing this and looking for areas of improvements.
If you need to run heavy tests then I recommend you to export your strategy and use Jforex historical tester
Thanks


 
 Post subject: Re: Historical Backtest: Optimization slow? Post rating: 0   New post Posted: Fri 23 Oct, 2015, 16:14 
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amine_chourou wrote:
Hi,

Thanks for reporting that, it is actually not related to the optimization option but more likely to the VJF interface: If you restart it from the browser the same test will run much more faster.
We're currently analyzing this and looking for areas of improvements.
If you need to run heavy tests then I recommend you to export your strategy and use Jforex historical tester
Thanks



Hey Amine,

As far as I am aware only the Jforex Historical Tester has the optimization option, and that is the one I was using optimization tests on. I was not aware even that VJF has an optimization in its historical backtest component. Just to make sure, can I ask which file you are refering to is the "JForex historical tester" .

I heard someone say that you need to increase the memory usage in the JNLP file. I might try that


 
 Post subject: Re: Historical Backtest: Optimization slow? Post rating: 0   New post Posted: Mon 09 Nov, 2015, 18:00 
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Yes, you can allocate more RAM or run several istances of Historical Tester in one or several instances of JForex.

In order to allocate more ram launching JForex from webstart, you need to amend Xmx value in .jnlp you download:
<java version="1.7+" java-vm-args="-Xmx512m -Xms32m" />
to e.g. 2g

Save it and launch.

Or, as alternaive, you can install JForex and increase the Max heap size in Advanced settings (Available in Login window or Preferences)

32-bit Windows
https://platform.dukascopy.com/jforex-in ... indows.exe

64-bit Windows
https://platform.dukascopy.com/jforex-in ... ws-x64.exe

MAC OSX
https://platform.dukascopy.com/jforex-in ... _macos.dmg

32-bit Linux
https://platform.dukascopy.com/jforex-in ... bundled.sh

64-bit Linux
https://platform.dukascopy.com/jforex-in ... bundled.sh


 

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