About increasing of back-test speed

 
Hi all,

I use an extarnal indicator in my EA. My back test is too slow because.
Do you have any suggestion about increasing of the back-test speed?
Thank you! Best!
 
reduce max bars in history/chart like 5000/2000
 
Brian Lillard:
reduce max bars in history/chart like 5000/2000

thank you so much! Is this suitable if I use a tick data suite??

 
yes its the same effect on any code in the chart to limit to how much data it utilizes
 

if the indicator is not properly coded, if it read all Bars on each tick, then when backtesting, the backtest go slower and slower.

because Bars goes in great numbers in backtest.

 

Also try to eliminate checking indicators etc the whole time.


Example: A BUY order is already open - why still check indicators if a BUY signal is formed? The same for a SELL order.


What I do is I include "eliminators" in front of my indicators ...

if(BUY_ORDER == 0)

  {

Check indicators for a BUY signal

}

if(SELL_ORDER == 0)

  {

Check indicators for a SELL signal

}

This way large part of my code is not checked while a BUY or SELL trade is already open - it might not seem much but in back tests every second gained is less time waiting for test to finish  - seconds becomes minutes and minutes add up to an hour or more :)

 
It will not be good to limit your data versus other factors as you loose old data you've saved.
Reason: