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
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.
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