Non USD pair like EURGPB/AUDNZD take long time taken to complete a test/optimization why is that?

Fernando Carreiro 2023.11.22 12:48 #1

M. Amir: Anyone experience had similar experience? My optimization use Every tick based on real tick. Is it only my problem or is because of something else?

I don't know what you consider "long time", but when the account currency is different from the Quote or Base currency of the currency pair being tested, then the Strategy Tester has to download more data for the symbol that will be used for the exchange to the account currency.

For example, if your account currency is USD and you are testing EURGBP, then it will also need to download the data for GBPUSD (both bar and tick data if you are using real tick testing).

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M. Amir 2023.11.22 12:57 #2

Fernando Carreiro #:

I don't know what you consider "long time", but when the account currency is different from the Quote or Base currency of the currency pair being tested, then the Strategy Tester has to download more data for the symbol that will be used for the exchange to the account currency.

For example, if your account currency is USD and you are testing EURGBP, then it will also need to download the data for GBPUSD, both bar and tick data if you are using real tick testing.

1. Usually my USD Pair optimization takes about 20 min for 144 agents. But using EURGBP/AUDNZD takes about 40min+ for the same parameter for the same strategy

2. ' For example, if your account currency is USD and you are testing EURGBP, then it will also need to download the data for GBPUSD, both bar and tick data if you are using real tick testing'
This apply for first time test right? I do not see how this affect for the other iterations of the testing.

Is it possible that poor quality of data can affect time to taken finish a test? I would assume this would be the case

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Fernando Carreiro 2023.11.22 13:04 #3

M. Amir #:

1. Usually my USD Pair optimization takes about 20 min for 144 agents. But using EURGBP/AUDNZD takes about 40min+ for the same parameter for the same strategy

2. ' For example, if your account currency is USD and you are testing EURGBP, then it will also need to download the data for GBPUSD, both bar and tick data if you are using real tick testing'
This apply for first time test right? I do not see how this affect for the other iterations of the testing.

Is it possible that bad quality of data can affect time to taken finish a test? I would assume this would be the case

The download, is only at the beginning, but during the test, the tester has to continually calculate/convert the tick value into USD. So it has to track the tick data for both EURGBP and GBPUSD at the same time, which means that more processing is required than if it were just a symbol with the same quote currency as the account currency.

This also means the that tick data is necessary from both symbols for the entire test period. So, make sure your test period is valid for the available tick data provided by your broker. For example, If your broker only provides tick data for 1 year only, don't test for 2 years.

If you want to simplify your testing, use an account currency of GBP when testing against EURGBP. The actual value of GBP to USD is mostly stable within a certain amount of annual deviation, so you can easily do a quick conversion of the gains at the end to get an ideia of the final value in USD.

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M. Amir 2023.11.22 13:09 #4

Fernando Carreiro #:

The download, is only at the beginning, but during the test, the tester has to continually calculate/convert the tick value into USD. So it has to track the tick data for both EURGBP and GBPUSD at the same time, which means that more processing is required than if it were just a symbol with the same quote currency as the account currency.

This also means the that tick data is necessary from both symbols for the entire test period. So, make sure your test period is valid for the available tick data provided by your broker. For example, If your broker only provides tick data for 1 year only, don't test for 2 years.

If you want to simplify your testing, use an account currency of GBP when testing against EURGBP. The actual value of GBP to USD is mostly stable within a certain amount of deviation, so you can easily do a quick conversion of the gains at the end.

OMG that make sense. Thanks sir, very appreciate your help