Paul -
I can confirm TJ's cautions about the speed of TC2000. Not my favorite
data provider, but required for some business reasons, and I am
coincidentally making some weekly runs with it this morning. But, I'd
add a couple of comments and a suggestion.
1. First, you asked about configuration - 3700 symbols * 14msec = 52
sec (approx.) basic list processing time for the backtest. You can
approximate this with a simple AFL that has Buy=Sell=Short=Cover=0 and
backtest it against the list.
2. SO, your other processing time has to be coming mainly from your
system. FIRST, make sure that you have QuickAFL enabled in the AA
Settings and that you are using a start date that is the minimum that
you require. QuickAFL will use potentially shorter arrays for symbols
2-N, and this can have a significant effect if you do a lot of
processing.
3. At this point, you remaining time is coming from your AFL code,
and it would be time to look at optimization - particularly elimination
of loops - to let Tomasz's tweaked array code do the work that it is so
good at.
-- BruceR
--- In [email protected], "Tomasz Janeczko" <gro...@...> wrote:
>
> Hello,
>
> Well 16 minutes for 3700 symbols backtest is not bad (especially
considering the fact
> that it is outside of capabilities of any other T/A software - which
will simply blow up and refuse to take that many symbols).
>
> TC2000/TCNet is slow. And no data from TC are not retrieved from
"RAM".
> They are retrieved by calling TC API which is slow (TC is visual basic
program), even
> if data are in cache the plugin still needs to check if data were not
updated in the meantime
> and it takes time because of TC API.
>
> If you are trying to run backtest at maximum speed switch data source
to "(local database)".
>
> And do not use "TuneUp" and any other "enhancers", "boost" , "turbo"
programs because all they do is just eating CPU cycles and
> memory
> and cause problems.
>
> Best thing you can do is to install Windows WITHOUT any add-ons.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "polomorabe" paul.mo...@...
> To: [email protected]
> Sent: Saturday, September 12, 2009 2:10 PM
> Subject: [amibroker] Backtest execution speed.
>
>
> > I've been backtesting ideas, and would like to get some feedback
about backtest performance.
> >
> > I'm using a 3GHz P4 machine with 2GB RAM under WinXP, and when I
work on a collection of about 3,700 symbols, the execution time
> > is 20 minutes on the first run, and 16 minutes thereafter. I have
configured the database as follows, to ensure that the database
> > is kept in RAM after the first run:
> > On Tools->Data:
> > - In-memory cache size (max symbols): 10,000
> > - Max megabytes: 1000
> > On File->Database Settings:
> > - Data source: TC200x/TCNet Plug-in
> > - Local data storage: <enable>
> >
> > When executing, I notice at the bottom on the screen that each
ticker retrieval takes 12-16 ms. Is this a normal response time for
> > data that is supposedly being accessed from RAM? Using TuneUp 2009,
I confirmed that the memory was not full during the test (42%
> > free).
> >
> > I'm using AB professional v5.2.
> >
> > Can anyone help, or have I misconfigured something?
> >
> > Many thanks,
> > Paul
> >
> >
> >
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