Retester, MC methods, very slow

j

#1

jmtc1230

26.05.2018 04:53

Task created

MF

#2

Mark Fric

31.05.2018 09:30

Status changed from New to Waiting for information

can you send me your settings?

MC Methods run complete backtest, so if you have 5 simulations then MC test should take around 5x more than the main backtest.

Does it take much longer?

j

#3

jmtc1230

31.05.2018 13:21

Mark, I am traveling right now so I cannot get you the Settings file. How long does it take you to run the same test that I describe in the comments?

2003 to 2018 with 6 tests and 5 simulations and no other tests

j

#4

jmtc1230

11.06.2018 13:55

Attachment JDMBuild.xml added

here is my settings file.

MF

#5

Mark Fric

12.06.2018 13:31

Status changed from Waiting for information to Fixed

I tested it. It runs reasonably fast in my tests, see an example of logs below.

You have 40 simulations in slow MC method, so it would run approximately 40x the time needed for main backtest.

If you'll still experience even in RC4 please open new ticket and put there Retester settings and also some strategies that are that slow.

Main test - OK in 0.79 s. - Cross check - Monte Carlo trades manipulation - OK in 0.01 s. - Cross check - Monte Carlo retest methods - OK in 28.91 s.

13:29:04 Tested Strategy 0.1262 - Main test - OK in 0.78 s. - Cross check - Monte Carlo trades manipulation - OK in 0.03 s. - Cross check - Monte Carlo retest methods - OK in 27.44 s.

13:29:05 Tested Strategy 0.117(1) - Main test - OK in 1.59 s. - Cross check - Monte Carlo trades manipulation - OK in 0.01 s. - Cross check - Monte Carlo retest methods - OK in 49.29 s.

Retester, MC methods, very slow

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