Processing time of backtests on a single computer
On Wed, 2016-04-06 at 23:58 +0300, Jersey Fanatic wrote:
I will try running the same code without trailing stops and see what effect it has on the processing time. I will report back as soon as it is finished.
Running the macd demo code over 10 years of daily data on my machine (no trailing stops) takes 0.5262365 secs for a single run.