Backtesting speed

 

Hello,

 

I was wondering if a hardware upgrade of my computer system could speed up my backtesting...

cause 1 backtest with the most precise backtest method (every tick) takes +/- 5 minutes per year.

Is this the fasted the program supports or can it go faster with more appropriate hardware?

This is my current hardware/ set up:

 

 

 

ps: I am using the Metatrader 4 terminal.

 

Kind regards,

Wouter Vermeersch 

 
Woutery:

Hello,

 

I was wondering if a hardware upgrade of my computer system could speed up my backtesting...

cause 1 backtest with the most precise backtest method (every tick) takes +/- 5 minutes per year.

Is this the fasted the program supports or can it go faster with more appropriate hardware?

This is my current hardware/ set up:

 

 

 

ps: I am using the Metatrader 4 terminal.

 

Kind regards,

Wouter Vermeersch 

You already have very good hardware. From my experience, optimization of code is the most important factor about backtesting speed.

5 minutes for a year seems a lot with such hardware. Of course it depends of your strategy.