Message-ID: <CAC_=oyPFO+PuNcD-2+ZdCXoEGnVCB3xSDZ-DOYF3_tgZMUK71w@mail.gmail.com>
Date: 2016-04-06T17:58:15Z
From: Jersey Fanatic
Subject: Processing time of backtests on a single computer
Hi everyone,
I am trying to backtest a simple strategy of mine, but it took approx 10
hours of processing so I was wondering if it is normal.
My computer has an i7 core 2.10 GHz, 8GB RAM with Windows 7 Ultimate OS. My
code uses doSNOW package for parallel processing and all the 8 cores, so
the CPU is %100 all the time for the complete 10 hours.
The data the backtest is done on is M5 OHLC FX (24 hour) data for approx 1
year which makes a total of 58000 data points (counting OHLC as 1). The
strategy has 4 entry&exit and 4 stoploss&trailingstoploss&takeprofit rules.
144 combinations of parameters are tested.
I would just like to know if this time is normal for just 1 home-use
computer. And I would be grateful for any recommendations to speed up this
process to decrease computing time.
Thanks!
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