Dukascopy
 
 
Wiki JStore Search Login

Backtesting never ever works, no matter how simple the strat...
 Post subject: Backtesting never ever works, no matter how simple the strat... Post rating: 0   New post Posted: Tue 11 Jun, 2013, 06:24 
User avatar

User rating: 0
Joined: Sat 02 Mar, 2013, 09:43
Posts: 12
Location: Canada, Vancouver
Hi, I have a major issue, that is actually preventing me from even using Visual Jforex at all.

I built a complete strategy without running it at all, based on BBands and time and what not.
Doesn't matter, point is it was complex.

When I ran it....it seemed to take forever, just to process ONE DAY!.... I left it for an hour and it got through 1/4 of one day.

So I thought, wth, maybe its too complex, and if thats so, then why even bother using it, just stick to coding.

So I dumbed it waaaaay down, and just had one moving average with an output.
When I ran in realtime, it worked fine, the output would be echoed constantly to the variable.

But when I did a historical test, again, it took FOREVER to even just start the day, and when it finally did, it still took forever to process.
JUST ONE MOVING AVERAGE!???

Is this a bug?? Or what.
Is the processing done on server?? And would it slow to a crawl if too many people use??
Or is it reliant on my computer (which is an Octo core i7, so shouldnt have any trouble)

Please let me know, as this tool looks AMAZING, but its useless if I cant use it. :(

Heres a screenshot on how simple my last setup was...
It should ran like lightning...




Image


Attachments:
test.jpg [340.81 KiB]
Downloaded 625 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: Backtesting never ever works, no matter how simple the strat... Post rating: 0   New post Posted: Wed 12 Jun, 2013, 10:38 
User avatar

User rating: 6
Joined: Fri 12 Apr, 2013, 14:08
Posts: 88
Location: FranceFrance
It takes less than a minute to test the strategy in my computer.

The problem can come from your computer, from you internet connection or more probably from an update being perform on our servers at the time of your test.

As we are still in Beta, it could happened several times during the week.

Please try again and let us know.


 
 Post subject: Re: Backtesting never ever works, no matter how simple the strat... Post rating: 0   New post Posted: Wed 12 Jun, 2013, 15:26 
Visual JForex expert at Dukascopy
User avatar

User rating:
Joined: Mon 22 Apr, 2013, 11:30
Posts: 604
Location: UkraineUkraine
Greetings.

The main and the only reason on such lagging is using onTick trigger with pile of calculation blocks.
That method loads your CPU hardly. New tick happens from 1 to 10 times per second. And program calculates the same indicator every time.
But SMA(30) on 10min chart would not change a lot from tick to tick.
Use onTick trigger wisely.

Best regards, Support team.


 
 Post subject: Re: Backtesting never ever works, no matter how simple the strat... Post rating: 0   New post Posted: Thu 13 Jun, 2013, 00:16 
User avatar

User rating: 7
Joined: Wed 04 Jul, 2012, 02:40
Posts: 109
Location: Australia, Melbourne
Also if you load the strategy into Jforex - you can use the historical tester and choose what ticks to load. I personally use every tick that changes the price - it is fare more effective than loading 1000 ticks where the price stays the same.


 
 Post subject: Re: Backtesting never ever works, no matter how simple the strat... Post rating: 0   New post Posted: Thu 13 Jun, 2013, 20:20 
User avatar

User rating: 0
Joined: Sat 02 Mar, 2013, 09:43
Posts: 12
Location: Canada, Vancouver
The workaround so far for me, has been to just copy and paste the Java code from my compiled strat, and run it in the actual Jforex platform.
It works there....

But is this a known bug in Visual JF?
Or is it just because its still in Beta?

Cuz it would be nice to just do the testing in the app....but I suppose its not that big a deal to switch back and forth.


 
 Post subject: Re: Backtesting never ever works, no matter how simple the strat... Post rating: 0   New post Posted: Fri 14 Jun, 2013, 09:55 
User avatar

User rating: 6
Joined: Fri 12 Apr, 2013, 14:08
Posts: 88
Location: FranceFrance
We tried to reproduce your problem, but we could not.

We test your strategy in the Visual JForex tool without ant problem.


 
 Post subject: Re: Backtesting never ever works, no matter how simple the strat... Post rating: 0   New post Posted: Sat 15 Jun, 2013, 02:57 
User avatar

User rating: 0
Joined: Sat 02 Mar, 2013, 09:43
Posts: 12
Location: Canada, Vancouver
Yeah, well thanks for trying anyways... :)
The workaround works for me just fine, and infact i like it better, because after exporting basic structure, I can just play with code from there on out.
Instead of going back into Visual JForex.


But......
The funny thing is that when I tried it at work, it worked in Visual platform just fine.....and the computer there is only 2G Ram, Core i3.

My computer at home is Core i7 Octo-Core, with 16G ram. And it doesn't work. :shock:

Logic says the faster computer should work better.....no?

i dunno......oh well. :?


 

Jump to:  

  © 1998-2024 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com