Yes Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "polomorabe" <[email protected]> To: <[email protected]> Sent: Saturday, September 12, 2009 5:59 PM Subject: [amibroker] Re: Backtest execution speed.
> Thanks Tomasz, > > One final question, to help me understand this better. Using the "local > database" as the source means that the external database > (TC2000) is not used, right? This mans that when AB is started, the database > is not updated with TC2000's latest updates, since > the last time AB was used? > > Does this mean that if I want to run several backtests, I run the first one > with TC2000 as the source, and for subsequent > backtests, use "local database" as the source? > > Paul > > > --- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: >> >> Hello, >> >> Well 16 minutes for 3700 symbols backtest is not bad (especially considering >> the fact >> that it is outside of capabilities of any other T/A software - which will >> simply blow up and refuse to take that many symbols). >> >> TC2000/TCNet is slow. And no data from TC are not retrieved from "RAM". >> They are retrieved by calling TC API which is slow (TC is visual basic >> program), even >> if data are in cache the plugin still needs to check if data were not >> updated in the meantime >> and it takes time because of TC API. >> >> If you are trying to run backtest at maximum speed switch data source to >> "(local database)". >> >> And do not use "TuneUp" and any other "enhancers", "boost" , "turbo" >> programs because all they do is just eating CPU cycles and >> memory >> and cause problems. >> >> Best thing you can do is to install Windows WITHOUT any add-ons. >> >> Best regards, >> Tomasz Janeczko >> amibroker.com >> ----- Original Message ----- >> From: "polomorabe" <paul.mo...@...> >> To: <[email protected]> >> Sent: Saturday, September 12, 2009 2:10 PM >> Subject: [amibroker] Backtest execution speed. >> >> >> > I've been backtesting ideas, and would like to get some feedback about >> > backtest performance. >> > >> > I'm using a 3GHz P4 machine with 2GB RAM under WinXP, and when I work on a >> > collection of about 3,700 symbols, the execution >> > time >> > is 20 minutes on the first run, and 16 minutes thereafter. I have >> > configured the database as follows, to ensure that the >> > database >> > is kept in RAM after the first run: >> > On Tools->Data: >> > - In-memory cache size (max symbols): 10,000 >> > - Max megabytes: 1000 >> > On File->Database Settings: >> > - Data source: TC200x/TCNet Plug-in >> > - Local data storage: <enable> >> > >> > When executing, I notice at the bottom on the screen that each ticker >> > retrieval takes 12-16 ms. Is this a normal response time >> > for >> > data that is supposedly being accessed from RAM? Using TuneUp 2009, I >> > confirmed that the memory was not full during the test >> > (42% >> > free). >> > >> > I'm using AB professional v5.2. >> > >> > Can anyone help, or have I misconfigured something? >> > >> > Many thanks, >> > Paul >> > >> > >> > >> > ------------------------------------ >> > >> > **** IMPORTANT PLEASE READ **** >> > This group is for the discussion between users only. >> > This is *NOT* technical support channel. >> > >> > TO GET TECHNICAL SUPPORT send an e-mail directly to >> > SUPPORT {at} amibroker.com >> > >> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at >> > http://www.amibroker.com/feedback/ >> > (submissions sent via other channels won't be considered) >> > >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> > http://www.amibroker.com/devlog/ >> > >> > Yahoo! Groups Links >> > >> > >> > >> > > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > >
