Portfolio Backtester commision and slippage

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titletrading
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Portfolio Backtester commision and slippage

Postby titletrading » 28 Oct 2010

I am using TS 8.6 now to get data for Portfolio Backtester, which has become much slower than MC 5.5 which I used previously. When running a backtest on 50 symbols over 1 year of minute data, my virtual memory used quickly climbs to 1.7 million Kb. Previously I have been able to run such backtests. Has anyone else had such issue using TS for data and trying to run backtests?

titletrading
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Re: Data Issues with TS

Postby titletrading » 28 Oct 2010

Also when optimizing, a 960 test optimization estimated 8 hours for completion, previously this same test required 2-6 minutes to complete on MC 5.5. I have 2GB of RAM and a fast processor. I dont understand why the newest version of MC runs so much slower.

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Dave Masalov
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Re: Data Issues with TS

Postby Dave Masalov » 29 Oct 2010

Dear titletrading,

Could you please tell us how many cores does your computer have?

bomberone1
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Re: Data Issues with TS

Postby bomberone1 » 02 Nov 2010

I have the same problem, and also this happened.
I built a portfolio of 8 futures and tested it from 2005 to 11_02_2010

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Dave Masalov
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Re: Data Issues with TS

Postby Dave Masalov » 03 Nov 2010

Dear bomberone1,

Could you please explain the issue in details? How many signal do you have? Please describe the situation in details. If it can be reproduced, please come to our Live Chat so we can connect to your computer remotely and analyze it.

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Re: Data Issues with TS

Postby bomberone1 » 03 Nov 2010

I show this to Anastassia.
Another point is that the field of commission in portfolio is always zero.
Why there isn't the way to insert value of
commission and slippage?

The result of calculation without commission and slippage is no good.

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Dave Masalov
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Re: Data Issues with TS

Postby Dave Masalov » 04 Nov 2010

Another point is that the field of commission in portfolio is always zero.
Why there isn't the way to insert value of
commission and slippage?

The result of calculation without commission and slippage is no good.


Dear bomberone1,

In Portfolio Backtester you can set commision and slippage in (right click on the strategy) --> Show Properties --> Properties.

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Re: Data Issues with TS

Postby bomberone1 » 04 Nov 2010

Thanks Dave i find how to set them.
Regards

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Dave Masalov
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Re: Data Issues with TS

Postby Dave Masalov » 04 Nov 2010

Dear bomberone1,

You are welcome.


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