Performance Strategy Tester using Windows 8 - page 2
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Feel free to check out my code which this on eurusd 1 year, in strategy tester, takes at-least 1 hour!Which time period exactly ? Which terminal build ? Default settings ?
1 year, which dates ?
Which time period exactly ? Which terminal build ? Default settings ?
1 year, which dates ?
1 hour timeframe
2012.01.01 ~ 2013.03.31
Build 445
default settings for sure
1 hour timeframe
2012.01.01 ~ 2013.03.31
Build 445
default settings for sure
Started:
2013.04.01 11:50:45 Heikenashi_FisherTransform__EA inputs: Magic=4; Timeframe=60; MaPeriod=20; MaMethod=1; HAbar=1; Length=6; Price=0; NumBars=0; FTbar=1; Lot=0.1; TrailingStart=30; TrailingStop=5; Loss=30; Profit=100; Retries=3; Slippage=3; Spread=3; tick_timeout=0;
Finished :
2013.04.01 12:02:03 2013.03.29 22:59 Tester: order #16 is closed
Result :
I used Metaquotes data freshly downloaded.
1 hour timeframe
2012.01.01 ~ 2013.03.31
Build 445
default settings for sure
I have no doubt that your code could be modified to run very much quicker . . . for example you call getHAValue() on each tick, but its value only changes when there is a new bar . . . same applies to getFisherTransformValue()
I'd consider making these changes and testing the improvement but your coding style means it would take far too much time for me to implement, so I'll leave it to you to try.
I have no doubt that your code could be modified to run very much quicker . . . for example you call getHAValue() on each tick, but its value only changes when there is a new bar . . . same applies to getFisherTransformValue()
I'd consider making these changes and testing the improvement but your coding style means it would take far too much time for me to implement, so I'll leave it to you to try.
I gave up testing with your original EA, it was going to take 3 hours to complete . . . while I was waiting I revised your code, fisrt making it a little more readable for me, then implementing the change I described above, I also got rid of the string comparisons and made it an int comparison . . . BUY, SELL and N/A
First impression is that it's around 90 times faster. 2 minutes vs 3 hours.
Modified EA (by RaptorUK) tested in same conditions.
2013.04.01 15:05:47 Heikenashi_FisherTransform__EA_RAPTORUK inputs: Magic=4; Timeframe=60; MaPeriod=20; MaMethod=1; HAbar=1; Length=6; Price=0; NumBars=0; FTbar=1; Lot=0.1; TrailingStart=30; TrailingStop=5; Loss=30; Profit=100; Retries=3; Slippage=3; Spread=3; tick_timeout=0;
2013.04.01 15:06:10 2013.03.29 22:59 Tester: order #16 is closed
Modified EA (by RaptorUK) tested in same conditions.
2013.04.01 15:05:47 Heikenashi_FisherTransform__EA_RAPTORUK inputs: Magic=4; Timeframe=60; MaPeriod=20; MaMethod=1; HAbar=1; Length=6; Price=0; NumBars=0; FTbar=1; Lot=0.1; TrailingStart=30; TrailingStop=5; Loss=30; Profit=100; Retries=3; Slippage=3; Spread=3; tick_timeout=0;
2013.04.01 15:06:10 2013.03.29 22:59 Tester: order #16 is closed
That's interesting . . . I'm testing with a different date range, April 2010 to April 2011 also H1 EURUSD but I have over 350 trades
13:35:35 Heikenashi_FisherTransform__EA inputs: Magic=4; Timeframe=60; MaPeriod=20; MaMethod=1; HAbar=1; Length=6; Price=0; NumBars=0; FTbar=1; Lot=0.1; TrailingStart=30; TrailingStop=5; Loss=30; Profit=100; Retries=3; Slippage=3; Spread=3; tick_timeout=0;
That's interesting . . . I'm testing with a different date range, April 2010 to April 2011 also H1 EURUSD but I have over 350 trades
13:35:35 Heikenashi_FisherTransform__EA inputs: Magic=4; Timeframe=60; MaPeriod=20; MaMethod=1; HAbar=1; Length=6; Price=0; NumBars=0; FTbar=1; Lot=0.1; TrailingStart=30; TrailingStop=5; Loss=30; Profit=100; Retries=3; Slippage=3; Spread=3; tick_timeout=0;
I confirm, for 2010.04.01 to 2011.04.30 I have 396 trades.
I just let the original version run for the same date range as I ran my modified version for a back to back comparison, it took the same number of trades, some of the profits/losses were a tiny bit different, I assume due to a difference in spread.
Timings:
Modified version - Started 12:58:39 Finished 13:00:19 Duration 1 min 40 seconds
Original version - Started 13:35:35 Finished 17:10:46 Duration 3 hrs 35 mins
Improvement 130 x quicker