people with nt,
i had had this issue before and had already reported it to nt.
i have been running optimizations on different instruments. and i have been hitting some limit of how much data nt can process. here are some examples:
this is the nq contract, minute bars from 202001 to date:
the process crashed and results are incomplete.
nq contract, minute bars from 202004 to date.
much better results.
nq contract, minute bars from 202005 to date.
even better credibility with these results.
now, nq contract, tick data from 202001 to date.
abject failure.
nq contract, tick data from 202006 to date.
this does work.
and i have had similar results when working with nasdaq data.
strategies can be optimized without problem on twtr data, both minute and tick.
however, when working with aapl data, minute data will work fine going back as far as 202001, but tick data will be too much and will cause crashes as those illustrated above. i don't have the time to create screengrabs for each occurrence, but it is quite evident that there is a limit of how much data nt can process.
at the moment i can solve this by reducing the number of months to work with, but this is not ideal as an optimization is more robust as more data is available to process. for the instruments with very little data i will have to corroborate my results with a much crappier platform i also use that is severely limited.
very well, this is the situation, nt can easily replicate and investigate these results with the instruments i mentioned and sample strategies that i have provided. regards.
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