Dear,
How many symbols and how many data can be loaded in the portfolio backtester at most?
Thanks,
Steven
about portfolio backtester
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Anastassia
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Re: about portfolio backtester
Hi Steven,
Currently, you can test at most 100 symbols in the Portfolio Backtester because there is an artificial limit. However, the most important thing to keep in mind is that the Portfolio Backtester is a 32-bit application, which means it has access to only 2 GB of RAM at most. Your computer can have 6, 8, or even 12 GB of RAM, but the Portfolio Backtester can realistically use about 1.5 GB, and instability occurs if it reaches the 2 GB limit.
There are several factors that affect memory usage – the number of symbols being tested, the amount of historical data requested, the resolution of each bar, and the complexity of the applied strategy. All of these factors take up memory, so it is possible to reach the memory limit before you reach a 100 symbol limit. For example, you may be able to do only 10-20 symbols that go back 10 years back in minute data. Or you could easily do 100 symbols with relatively short historical requests. Keep these factors in mind when doing your backtesting, and adjust them as necessary to ensure efficient and effective backtesting.
Thank you
Currently, you can test at most 100 symbols in the Portfolio Backtester because there is an artificial limit. However, the most important thing to keep in mind is that the Portfolio Backtester is a 32-bit application, which means it has access to only 2 GB of RAM at most. Your computer can have 6, 8, or even 12 GB of RAM, but the Portfolio Backtester can realistically use about 1.5 GB, and instability occurs if it reaches the 2 GB limit.
There are several factors that affect memory usage – the number of symbols being tested, the amount of historical data requested, the resolution of each bar, and the complexity of the applied strategy. All of these factors take up memory, so it is possible to reach the memory limit before you reach a 100 symbol limit. For example, you may be able to do only 10-20 symbols that go back 10 years back in minute data. Or you could easily do 100 symbols with relatively short historical requests. Keep these factors in mind when doing your backtesting, and adjust them as necessary to ensure efficient and effective backtesting.
Thank you