Devs - Backtesting really, really slow after latest update

aleksief
06 Feb 2020, 15:05

RE:

lithast said:

Hi guys,

My cTrader application took an update this morning, and backtesting is extremely, extremely slow after the update. The version indicated is 3.7 and the update seems to have made MarketSeries obsolete in favour of a new API for "Bars". I've updated my bots to use Bars instead of MarketSeries.

Backtests that were taking 10 seconds to complete previously are now taking 5 minutes to complete. Results are identical.

Any ideas?

Thanks

Same thing !!! Backtesting NOW - ULTRA SLOW :((((((((

lithast
07 Feb 2020, 01:08

RE: RE:

aleksief said:

lithast said:

Hi guys,

My cTrader application took an update this morning, and backtesting is extremely, extremely slow after the update. The version indicated is 3.7 and the update seems to have made MarketSeries obsolete in favour of a new API for "Bars". I've updated my bots to use Bars instead of MarketSeries.

Backtests that were taking 10 seconds to complete previously are now taking 5 minutes to complete. Results are identical.

Any ideas?

Thanks

 

Same thing !!! Backtesting NOW - ULTRA SLOW :((((((((

I noticed another thread here reporting the same issues. Not sure if its relevant but my Broker is also Pepperstone.

If there is  way to rollback to the previous version so I can continue working, that would be appreciated.

PanagiotisCharalampous
07 Feb 2020, 10:52

Hi all,

We have identified a performance issue in indicators. We will fix it and push a hotfix soon

Best Regards,

Panagiotis 

Join us on Telegram

PanagiotisCharalampous
07 Feb 2020, 11:30

Hi again,

As a temporary workaround, please add the below code snippet to your cBots/Indicators

private MarketSeries _ms;

public new MarketSeries MarketSeries
{
    get
    {
        if (_ms == null)
            _ms = base.MarketSeries;
        return _ms;
    }
}

Best Regards,

Panagiotis 

Join us on Telegram

lithast
07 Feb 2020, 14:31

Fantastic, appreciate the fast response on this one guys,

lithast
07 Feb 2020, 14:39

RE:

PanagiotisCharalampous said:

Hi again,

As a temporary workaround, please add the below code snippet to your cBots/Indicators

private MarketSeries _ms;

public new MarketSeries MarketSeries
{
    get
    {
        if (_ms == null)
            _ms = base.MarketSeries;
        return _ms;
    }
}

Best Regards,

Panagiotis 

Join us on Telegram

Worth noting that this made a slight difference. However, I'm guessing that because I'm using a bunch of indicators which are included in cTrader where I can't apply this workaround, it's still pretty slow.

tradermatrix
07 Feb 2020, 15:59

yes for me too, no change ..
trust the team that will solve the problem

mparama
10 Feb 2020, 03:47

RE:

lithast said:

Hi guys,

My cTrader application took an update this morning, and backtesting is extremely, extremely slow after the update. The version indicated is 3.7 and the update seems to have made MarketSeries obsolete in favour of a new API for "Bars". I've updated my bots to use Bars instead of MarketSeries.

Backtests that were taking 10 seconds to complete previously are now taking 5 minutes to complete. Results are identical.

Any ideas?

Thanks

That's my problem as well and not using any Indicators...!!!!

lithast
12 Feb 2020, 00:15

Hi Panagiotis,

Is there any kind of timeline you can provide for the hotifx? I've had to put development of any new systems on hold while this is addressed and it would be nice to get back to it.

Thanks mate

PanagiotisCharalampous
12 Feb 2020, 08:31

Hi lithast,

The hotfix should be released on Beta sometime this week.

Best Regards,

Panagiotis 

Join us on Telegram

mparama
14 Feb 2020, 02:24

RE: in Beta is wotking OK

PanagiotisCharalampous said:

Hi lithast,

The hotfix should be released on Beta sometime this week.

Best Regards,

Panagiotis 

Join us on Telegram

 

On BETA, after the hotfix, is working quite well and seems faster then the previous version 3.6 

lithast
18 Feb 2020, 03:44

RE:

PanagiotisCharalampous said:

Hi lithast,

The hotfix should be released on Beta sometime this week.

Best Regards,

Panagiotis 

Join us on Telegram

 

Thanks mate - when can we expect this fix to be made generally available?

PanagiotisCharalampous
18 Feb 2020, 08:18

Hi lithast,

We do not have an ETA. As soon as we finish testing and the build is stable.

Best Regards,

Panagiotis 

Join us on Telegram

amch
10 Feb 2021, 12:21

Backtesting very slow when using nested indicators

Hi cTrader Team

I try to back test a strategy that includes a custom indicator. The custom indicator is nested as below:

protected override void Initialize()
        {
            // Initialize and create nested indicators
            filterIndi = CreateDataSeries();
            filterMA = Indicators.MovingAverage(filterIndi, Periods, MovingAverageType.Hull);
        }

The back testing is really very, very slow if the custom indicator is smoothed as above.

please advise.

Christian