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Performance of Strategy Analyzer

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    Performance of Strategy Analyzer

    Hello,

    during the developement of NT7 it was often mentioned that the backtesting performance will increase, the memory and CPU usage will decrease compared with NT6.5.

    I used the following setup which represents my typical needs for backtesting:
    - WinVista, 2GB RAM (which is not much for vista, I know), 2x2MHz CPU
    - ~ 1 Mill. Bars (1Min Forex DaySession, so NT has to skip the nights), ~2000 Trades of an indraday breakout strategy

    Backtesting via optimizer works in general and the results are shown and look completely. If I try to activate the Charts-, Graphs-, Trades-Tab etc. NT7 uses complete CPU and growing RAM and crashes after a while. This seems strange to me because NT should have all theise data already because it shows the results?

    Walk Forward is quite the same than optimizer.

    Backtesting via the backtester does not work at all with this setup. CPU goes max, RAM grows and after a while it crashes.


    Exactely the same behaviour I´ve seen with NT6.5. I understand that my setup is not comfortable for this relatively big backtest. But I don´t understand why optimizer is giving sufficent results with relatively low RAM usage and all the other ways do not work?

    In recent years I mostly used TradeStation but it is poor for automated trading, NT is much better in this area. But in Backtesting the same setup does not make any problems to TradeStation. I ever thought C# is more efficent that any script language like Easy Language?

    Thanks a lot.

    Joerg
    Last edited by Joerg; 04-08-2010, 09:21 AM.

    #2
    Hello Joerg,

    I am not sure why the back test results in such behavior, while an optimization and walk forward test do not. Can you please confirm the same strategy and amount of historical data are used in the backtest compared to the optimization and walk forward test.

    What happens if you back test the SampleMACrossOver strategy?

    If you experience a maxed out CPU, please reduce the amount of historical data as per the back test and check if the back test will finish successful.

    Comment


      #3
      Yes, the amount of data, the strategy and the parameter are equal. And yes, the sampleMA strategy works, no crash during any of the mentioned actions. So it seems to be caused by my strategy, I see. On a short history anything works fine but it is not valid enough for real trading.

      Do you have any references for efficient coding of a strategy? I will try to simplify my code but I don´t know which method is how complex for NT. Or is there any possibility to see the calculation-times of different methods, maybe in visual studio?

      Comment


        #4
        You can find tips and reference samples in our support forum at the link below.


        Unfortunately, I am not familiar regarding a possibility to check calculation times.

        Comment


          #5
          I found the problem, I guess. Without the DrawLine() function it runs. I will build a seperate indicator for the visualization.

          Comment

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