Amazon Web Services for Backtesting

To add comments, please log in or register
Georgios Kourogiorgas
406
Georgios Kourogiorgas  


Hi all

I am currently backtesting Cyberia Trader and Profit Seven EA2 on a machine with 6 cores (x2 with Hyper Threading) and 16 GB RAM. It is really slow.
How can I speed it up?
Is it worthy of running it on a super computer in amazon web services.
Please note that when I see the resources used in Task manager these are not used in full capacity.
Is there any faster way to back test? Like using python?

Kind regards
George

nicholi shen
2392
nicholi shen  
Georgios Kourogiorgas:


Hi all

I am currently backtesting Cyberia Trader and Profit Seven EA2 on a machine with 6 cores (x2 with Hyper Threading) and 16 GB RAM. It is really slow.
How can I speed it up?
Is it worthy of running it on a super computer in amazon web services.
Please note that when I see the resources used in Task manager these are not used in full capacity.
Is there any faster way to back test? Like using python?

Kind regards
George

MT4 backtester runs on one single thread so no. Better to convert the code to MT5 and run on the cloud tester; would be done in no time. 

Georgios Kourogiorgas
406
Georgios Kourogiorgas  

Thanks I am now trying to run a backtest via python. Maybe it will be faster

Stanislav Korotky
23231
Stanislav Korotky  

Try to optimize your code. Here is some options:

- implement a bar trading strategy, if possible (then ticks are not needed) or other throttling approach;

- transfer indicators (if any) to the expert itself (making indicator calls takes considerable time)

- exclude work with graphics and objects when testing without visualization

- cache calculations, if possible

- (during optimization) minimize the number of parameters and their checked combinations, reduce the depth of history (the market changes, sometimes there is no sense to dig deeply)

- use the built-in profiler, find bottlenecks in the code and do refactoring (rewrite more effectively)

To add comments, please log in or register