Trading Computer Hardware Benchmarking - Standard Test

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Hi All,


It seems no one who benchmarks computer hardware components is interested in anything other than playing games.

This is not useful to us here. Since I have identified a gap in the 'benchmarking practise' I have decided to define a Standard Benchmark Test that we, the Trading Community, will find far more beneficial.

Note: we are testing PC performance, not building a trading system, so some settings may be different from what you might normally choose.

The Standard Back Test Benchmark

1. Settings

  • Client: MetaTrader4 with Birt's Tick Data Suite plugin
  • EA: MACD Sample.ex4 (default out-of-the-box EA included with MT4)
  • Symbol (Currency): AUDUSD (Australian Dollar vs. US Dollar)
  • Model: Every tick
  • Date (Test Window): 2014.01.01 - 2016.12.31
  • Use Tick Data: True
  • Period: H1
  • Optimization: False
  • Tick Data Settings:
    • Basic > Source: Dukascopy
    • Basic > Use Variable Spread: False
    • Basic > Enable Slippage: False
    • Advanced > Stop loss: True
    • Advanced > Stop orders: True
    • Advanced > Take profit: True
    • Advanced > Limit orders: True
    • Misc > Use FXT files to speed up optimizations: True
    • Misc > Overwrite the FXT with the new content: True
    • All other settings: default
  • Expert Properties:
    • Testing:
      • Initial deposit: 10000 USD
      • Positions: Long & Short
      • Optimized parameter: Balance
      • Genetic algorithm: False (remember, we want to hammer the PC for performance!)
    • Inputs:
      • TakeProfit: unticked - 50
      • Lots: unticked - 0.1
      • TrailingStop: unticked - 30
      • MACDOpenLevel: unticked - 3.0
      • MACDCloseLevel: unticked - 2.0
      • MATrendingPeriod: unticked - 26
    • Optimization:
      • Balance minimum: unticked - 200
      • Profit maximum: unticked - 10000
      • Minimal margin level %: unticked - 30
      • Maximal drawdown: unticked - 70
      • Consecutive loss: unticked - 5000
      • Consecutive loss trades: unticked - 10
      • Consecutive win: unticked - 10000
      • Consecutive win trades: unticked - 30

2. Click START

3. Measure and post your Results in reply to this thread:

  • Last entry should read:
    • YYYY.MM.DD HH:mm:ss.sss AUDUSD,H1: 67300345 tick events (18791 bars, 67300445 bar states) processed in H:mm:ss.sss (total time H:mm:ss.sss)
      • YYYY.MM.DD HH:mm:ss.sss is the Test timestamp - this is not important.
  • The benchmark results must include:
    • total time H:mm:ss.sss - taken from the Journal entry above
    • System HW Specification (minimum):
      • CPU Make/Model (exact)
      • CPU Base Clock Fequency (GHz)
      • CPU Actual Frequency used during test (GHz)
      • RAM Size (GB)
      • RAM Type (DDR1/2/3/4/x
      • RAM Speed (1066/2133/2666/3200 MHz etc.)
      • Hard Drive Model and Type (where data history is stored)

The Standard Optimization Benchmark

1. Settings as above, except the following:

  • Optimization: True
  • Expert Properties:
    • Inputs:
      • TakeProfit: ticked - 50, Start 50, Step 20, Stop 100
      • Lots: ticked - 0.1, Start 0.1, Step 0.3, Stop 1.0
      • TrailingStop: ticked - 30, Start 10, Step 10, Stop 40
      • MACDOpenLevel: ticked - 3.0, Start 3.0, Step 1.0, Stop 6.0
      • MACDCloseLevel: ticked - 2.0, Start 2.0, Step 1.0, Stop 4.0
      • MATrendingPeriod: ticked - 26, Start 13, Step 13, Stop 39

The above Optimization settings should produce a suite of 2304 different combinations it will test during the Optimization run.

2. Reply to this Publish your results, as per above.

 
There is no reason for me to do a benchmark test.
 
Juergen Frank:
There is no reason for me to do a benchmark test.

This is just for those who are looking to build a back testing and optimization machine, given MT4's serious single threaded limitations but widespread user-base.

You are under no obligation to benchmark your system. I'm not even sure why you replied...?

 
Steve:

This is just for those who are looking to build a back testing and optimization machine, given MT4's serious single threaded limitations but widespread user-base.

You are under no obligation to benchmark your system. I'm not even sure why you replied...?

That's my opinion and as long as this is an open post I can write as often as I want.

 
Juergen Frank:

That's my opinion and as long as this is an open post I can write as often as I want.

Indeed you can and your opinion is valid. Not sure what you gain by writing useless replies, though.
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