Backtesting tickdata. What hardware to get.

Hi
I work fulltime backtesting signals on 10 year tickdata. The CSV price data files are 5 GB size. Typical signal code is 300 lines.

Each backtest takes 3-10 minutes. (depending on number of loops in code)

My question is primarily what hardware to buy to speed things up, and if the bottleneck is in the processor speed or in the Hard-drive?

Current setup:
HP laptop with 3.4 Ghz i7 Intel processor and 8 GB RAM. Traditional hard drive. (no SSD).
Windows 7 64 bit. MC 64 bit. I run only MC, one monitor, one workspace, 1 chart, max 2 datasets (i.e. 2 timeframes on same data) with antivirus switched off.

RAM usage is almost 50% (i.e. 4GB) as soon as I just load the chart. Once I load Signal, 4 of the 8 processor cores are active, but none above 50% Total CPU usage is 12 %. RAM usage stays 50%.

I know very little about computers, but this is my idea for new setup after doing my research online:
HP PRODESK 490 MT CI7 3.4 16GB/128 SSD + 1000 HD8490
Possibly complemented by a ASUS RAIDR EXPRESS 240GB PCI-E X4 SSD?

Do you have any opinions or suggestions on the above?
Specifically, would changing hardware significantly change backteting time? (i.e. reduce it by more than 50% from current times).
And if so, should I look for a computer with SSD (possibly several SSDs working in tandem?), or would the backtesting speed benefit more from a faster processor? (I.e. faster than my current i7 3.4Hz mobile processor), and which processor would make a substantial difference?

Thank you for any input!
Andy

Hello Andy,

Good choice. i7 + SSD should make it much faster (make sure all MC files are on SSD drive, including database, scripts and so on).

I don't know if you backtest with a 1 tick chart timeframe. But if you don't, you have to use barmagnifier with 1 tick and IOG to get the most realistic backtest.

With these settings, backtesting 10 years of tickdata, 3 to 10 minutes sounds very fast to me.
Of course it depends on the strategy code you use. None the less, desktop processors are most of the time faster than laptop processors, so you should see improvement. Can't tell you how much because that depends on the used strategy.

For only backtesting and charting, the processor mhz speed is the most important. If you also want to optimize your strategy, the number of cores is important. In conclusion, get the most Mhz and most cores processor you can afford. Best for optimizing, but expensive, is a multi processor system with a lot of or at least the same Mhz as with an one processor system. It will be double as fast with optimizing. For backtesting it will not make that much difference.

Tickdata requires a lot of RAM memory, so don't be shy with that. I say at least 16gb of fast RAM. But you can always add more easily, when needed, and first check your needed amount of RAM.

An SSD harddrive is the best choice for a fast system but processor is the most important part for a testing machine. Although the strategy itself will always be a big component in the speed you will realize.

System you mention, looks good value for money. I have a similar system (only selfbuild system).