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schnappi
2010.02.08 17:27
Has anyone found out, what it is that's slowing down the strategy tester? On the one hand I have rather complex EAs that I can backtest in around 10 sec / month. Some other EAs really slow down the strategy tester exponentially and take >1 min/month. I haven't yet ofund out what it is: RAM usage stays on a constant level so it's not a memory leak then. |
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BarrowBoy
2010.02.08 18:26
Much depends on what is being done & when Do some evaluate open or close only on first tick of a bar and others check each tick? Is something being done ecah tick that you think is once per bar? Do some have 'indicator code' in the EA & others sub the code to an external indicator? These are the most common things I see with 'slow' EA's.. FWIW -BB- |
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blogzr3
2010.02.08 19:05
99.9% of the time, it is due to inefficient code. As for the remainder, I'm not sure :) |
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WHRoeder
2010.02.08 19:52
int init() { if ( IsTesting() && !IsVisualMode() ) { Show.Objects = false; // test Show.Comments = false; } //... } //... if (Show.Comments) { Comment(//... |
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cloudbreaker
2010.02.08 19:55
Backtest performance will be especially hampered if there is logic performed with each tick such as: - repetitive logic eg. looping logic through order history - logic with latency eg. file access, dll access - heavyweight logic eg. complex calculations with many variables - poorly written logic Depending upon your EA, it can make sense to create a LIVE and TEST mode, configurable by an extern variable, in order to allow certain functionality to be bypassed for strategy tester runs. CB |
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schnappi
2010.02.09 00:02
BB/WHRoeder/CB: Thank you for your support. My reference time was 62 seconds for 1 month in the backtest. What I've found out this afternoon: - deleted unused code (code that will never be executed) --> -2 sec - deactivated all kinds of graphical objects --> -3 sec - added an exit at the very beginning when I can be sure that there's "nothing to do" on this tick --> -12 sec - removed some unneccessary function calls --> -4 sec - (don't know if that's correct english:) I've interleaved connected boolean operators --> -4 sec --> all in all i nearly doubled the performance what I've found out: MQL does not handle connected boolean operators like i.e. Java. example: if (cond1 && cond2 && cond3...) --> all conditions will be checked, even if cond1 is false so what I did is this: if (cond1) { if (cond2) { and so on ... } } ugly, but so is MQL... also unnecessary function calls are able to reduce the execution speed significantly- I always underestimated this fact. but again, it's MQL... |
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WHRoeder
2010.02.09 18:08
I can confirm this if the second condition is a function call, the function is called. However, I haven't seen v!=0 && x/v... |