Async execution in backtest

Created at 15 Feb 2024, 10:26
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ncel01

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Joined 19.03.2020

Async execution in backtest
15 Feb 2024, 10:26

Hello,

Is there any chance that, in the future, asynchronous execution will be considered when backtesting?

I am afraid this is the only way for traders who use async execution to proper test their cBots/strategies.

@ncel01
Replies

PanagiotisCharalampous
16 Feb 2024, 07:21

Hi ncel01,

Out of curiosity, what would you expect to happened? Async execution cannot be realistically simulated as there is no server that we need to wait to respond.

Best regards,

Panagiotis

@PanagiotisCharalampous

ncel01
16 Feb 2024, 07:41

RE: Async execution in backtest

PanagiotisCharalampous said: 

Hi ncel01,

Out of curiosity, what would you expect to happened? Async execution cannot be realistically simulated as there is no server that we need to wait to respond.

Best regards,

Panagiotis

Hi Panagiotis,

I was thinking of a built-in delay (e.g.: 100ms), instead of an instantaneous execution, associated to all the async methods to simulate the server response time.

At first glance this seems to me something feasible to be implemented but maybe I am wrong.

@ncel01

PanagiotisCharalampous
16 Feb 2024, 11:40

RE: RE: Async execution in backtest

ncel01 said: 

PanagiotisCharalampous said: 

Hi ncel01,

Out of curiosity, what would you expect to happened? Async execution cannot be realistically simulated as there is no server that we need to wait to respond.

Best regards,

Panagiotis

Hi Panagiotis,

I was thinking of a built-in delay (e.g.: 100ms), instead of an instantaneous execution, associated to all the async methods to simulate the server response time.

At first glance this seems to me something feasible to be implemented but maybe I am wrong.

Hi ncel01,

Understood. You could post it in Suggestions and the team can consider this based on the feasibility.

Best regards,

@PanagiotisCharalampous

ncel01
18 Feb 2024, 22:15

RE: RE: RE: Async execution in backtest

PanagiotisCharalampous said: 

ncel01 said: 

PanagiotisCharalampous said: 

Hi ncel01,

Out of curiosity, what would you expect to happened? Async execution cannot be realistically simulated as there is no server that we need to wait to respond.

Best regards,

Panagiotis

Hi Panagiotis,

I was thinking of a built-in delay (e.g.: 100ms), instead of an instantaneous execution, associated to all the async methods to simulate the server response time.

At first glance this seems to me something feasible to be implemented but maybe I am wrong.

Hi ncel01,

Understood. You could post it in Suggestions and the team can consider this based on the feasibility.

Best regards,

Sure, I'll do it.

In fact I have a lot of suggestions in mind that I intend to share.
For some of these I'll first confirm their feasibility as I did in this thread. I am also waiting to see what the major update will bring.

Out of curiosity:
Is it a necessary condition that suggestions need to have a high number of votes to be implemented?

@ncel01
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