How much computer power do i need to run this back testing

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rkhan
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How much computer power do i need to run this back testing

Postby rkhan » 18 Mar 2014

I build my code
I put in my input variables

Now, then i wanted to backtest it.
But i apparently had so many possibilities, that it would take too long and the combinations then just shows 0

So i reduced my possibilities, and then when i started to run it, it was basically going to take a few thousand hrs... or basically years to complete the testing.

So my question is, can i run this MultiCharts on multiple servers, to increase processing power?
or ram?

Or what computing power do i need to be able to run this test?
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TJ
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Re: How much computer power do i need to run this back testi

Postby TJ » 18 Mar 2014

::
Or what computing power do i need to be able to run this test?
I can tell you... no powerful computer is ever powerful enough.

30 years ago, before IBM PC days, people used a 1 mHz Z80 or MC6800 and would run tests for days.
30 years later, people are using multi core, multi CPU Xeons and run tests for days.
Years from now, people will be using computers with 100x more power, and they will still be running tests for days.

My suggestions would be,
first, categorize the criteria into major trends and minors trends logics (or macro vs micro),
then select a few for general testing.
Afterwards review the 3D Optimization Chart;
hopefully the chart can visually tell you which logic are flatlining or erratic. ie unproductive or unpredictable, and you can eliminate them from your strategy.
Then based on your findings, you can narrow down your criteria for future testings.

Good luck.

rkhan
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Re: How much computer power do i need to run this back testi

Postby rkhan » 19 Mar 2014

Hi TJ,

nice advice,

Can you tell me a little more about how you use the 3D optimisation chart,
I looked at it, read about it, but couldn't really work out what it meant and how it would be beneficial (or i should say, i should use it to make it beneficial, because im sure it is).

Love to read a blog on it or something if anyone has one.


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