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How to speed up backtesting

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    How to speed up backtesting

    Per your programming, are the backtesting functions done entirely in the RAM or does it continually access the hard drive (thereby increasing the time necessary to complete)?

    If I were to install Ninjatrader, or move its folder to a substantially faster drive (IE: RamDisk), would that noticeably speed up the backtesting?

    Also, a side curiosity; any plans to make Ninjatrader stop crashing/freezing when I abort a backtest? When I'm using it heavily it seems I have to close NinjaTrader or "End Process" about once an hour.

    Thanks

    #2
    A faster HDD/SDD will increase speed but most likely will not be a substantial increase. Increasing your CPU speed will be the best way to increase backtest performance speeds.

    Also, a side curiosity; any plans to make Ninjatrader stop crashing/freezing when I abort a backtest? When I'm using it heavily it seems I have to close NinjaTrader or "End Process" about once an hour.
    Unfortunately I do not have specific details as to how this will change in future releases of NinjaTrader.
    LanceNinjaTrader Customer Service

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      #3
      Thank you.

      With regards to speed, I found this regarding NVidia Cuda Support;

      The suggestion is present on the list of possible future enhancements and is assigned to ID# 1513.
      Any update on that available?

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        #4
        I don't have a publicly available update for this yet but I will add your request to #1513

        The more request we get for a specific feature the more likely it is to be implemented.
        LanceNinjaTrader Customer Service

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          #5
          Ah, I see. Well, as a point (assuming my math on my processor is correct);

          My processor is a 1st gen i7, quad core with hyper threading, 2.7ghz. If all 8 threads I can run are 2.7ghz (i'm not sure if this is entirely accurate though, it might only be per core, not thread), my processor, for backtesting can do 21.6 gigaflops.

          My two NVidia Cuda video cards can do nearly 500 gigaflops per second, so, since I have two, I could do nearly 1 TERAFLOP of data processing with my two video cards vs .0216 teraflops with my processor.

          So, in conclusion, and hopefully to add support for this in NinjaTrader, that means my two video cards can do about 40 TIMES the amount of processing that my processor can do. Thereby resulting in strategy optimizations that would take 40 hours may take as little as an hour. VERY appealing to anyone I'd think.

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