- ago
In the case of testing 3 strategies, the test time takes about 10 minutes.

If I test 6 strategies, the test takes about an hour.

Why such a large increase in testing time and why is it large at all, even in the case of 3 strategies?

Attached video:

https://drive.google.com/file/d/1aX6uV2LKb6lbDem9iz-kp-XRPCzKPRKd/view?usp=sharing
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Cone8
 ( 28.45% )
- ago
#1
No one has time to watch 20 minute videos. In general, you should post code, screen shots of settings and results. If there's a short video clip that shows something that can't be described in just a screen short, but all means, post that.

Skipping through it, though, I saw that the 3 strategy test generated more than 23,000 positions; but you didn't show the Metrics Report for the second test.

My guess, however, is that backtests with several millions of bars in 6 different scales have to be synchronized. It took about 90 seconds just to load the data for the first test, and twice that for the second - and that's just loading and scaling.

Also, it could have something to do with the tens of thousands of positions created. All these data take time to be loaded into controls, and the time it takes increase exponentially.

Bottom line, massive simulations take time.

Below the bottom line -
there's always room to improve by finding ways to optimize long running processes.
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