Any recommendations on speeding up backtests with tick data? Cumulative delta mainly

[willsims11]

As the title says, I'm wondering if there is any work around to load tick data faster for backtests where tick data is required. Once I start trying anything close to 1 year and longer, the test time is a lot longer than I'd like to sit if I can avoid it.

[NinjaTrader_Jesse]

Hello willsims11,

There is not necessarily anything you could do here besides load less data. Tick data does require a lot of time to load and process as you increase the amount of data being used. You can run the SampleMACrossOver on a 1 tick series for the duration to get a baseline estimate of how long a simple script takes to load data, that would at least give an estimate of what your machine can process. With that known you can see how your more complex script executes compared to that to know if you can change anything logically to make it faster.