How come Optimizer runs a lot faster than Backtest?

[Nyboe]

If I do an Optimize with all the variables static over data from May-Sept .. it comes back MUCH quicker than if I run a Backtest with the same values over May-Sep.

I get the same results -- which is a good thing. But I'm curious, why does doing a Backtest take longer to process? Do other people experience this same behavior? Is there any explaining it?

Part of me trusts the Backtest more...but I also don't want to be waiting around for results if I don't have to. So I've kinda switched to just using the optimizer, even if I don't have different values to iterate over.


Anyone have any ideas why Optimizer is faster than Backtest?

[NinjaTrader_Bertrand]

Nyboe, thanks for the post - are you using exactly the same paramter settings for both runs (backtest vs optimizer)?

[Nyboe]

Yes, the same exact parameters.

When I run a Backtest with one set of parameters (that's all you can do), it's takes a good bit of time. But when I run optimizer over say 3 iterations [one variable values 1-3] ... they fly by? It takes some time to initialize, but then it flies by.

I added a Log( ... ); in the Initialize() method which prints out the vairbles...so I can see how fast optimize goes through one iteration.

Is each iteration of Optimize the same as a Backtest with the same parameters? How does optimize fly through them so much quicker?

[NinjaTrader_Bertrand]

Thanks I see, this is expected for the following iterations of the optimizer as parts would still be stored in memory and thus quicker access would be the result.