Please advise PC requirements for the fastest backtesting

moneybiz
03 Oct 2015, 13:32

CPU is the primary player in backtesting.

Also if you can reduce the parameters needed to be optimized will also help a lot or at least increments should not be very small.

The more combinations you have the more calculations needed thus more time. Try fixing some parameters at reasonable values and optimize the remaining.

But how much you can rely on optimization since it's doing a curve fitting on past prices?

ironmine
03 Oct 2015, 15:34

RE:

moneybiz said:

CPU is the primary player in backtesting.

Then why cAlgo now does not utilize 100% processing power now?

I have Intel i3 4130 @ 3.40 GHz and 4 GB of memory (Windows 7 Ultimate, 64 bits).

But when backtesting is running, the workload upon the processor is only 40-50% and memory is only 45-50% full.
 

moneybiz
05 Oct 2015, 02:35 ( Updated at: 21 Dec 2023, 09:20 )

Maybe there are some tasks waiting for other tasks to finish and since waiting doesn't use CPU as working tasks it's reasonable to have less than 100% CPU usage.

Try to move the resources slider to the right to let the cAlgo to use more CPU.

ironmine
07 Oct 2015, 13:17

The slider is certainly to the max.

I found a way out: I run several instances of backtesting or optimazation at once, 2-3 processes are able to use 100% processing power. 1 process is not enough.
 

ironmine
18 Oct 2015, 02:45

This is what I found: Google gives 60 (!!!) days free test period, you can get a computing cloud and run a quite powerful computer for backtesting and optimization using Remote Desktop Connection. I do it now. Even after the free test period, the charges are quite low and flexible. By the way, latency to Pepperstone is 6 ms :)

moneybiz
18 Oct 2015, 17:10

RE:

ironmine said:

This is what I found: Google gives 60 (!!!) days free test period, you can get a computing cloud and run a quite powerful computer for backtesting and optimization using Remote Desktop Connection. I do it now. Even after the free test period, the charges are quite low and flexible. By the way, latency to Pepperstone is 6 ms :)

Is it Windows OS?

ironmine
19 Oct 2015, 06:06

You can choose there Windows Server (2008 or 2012) and lots of other operating systems.

By the way, Amazon provides a similar service, and their free test period is 12 months (!).

Google Computing Cloud is great! The latency to Pepperstone is actually 4 ms :) I've got 2 processors (2 x 2.5 GHz) and 8 Gb memory. 
 

ironmine
19 Oct 2015, 13:16

Well, I have to say this: After working for 2 days only, cTrader platform crashed and was shut down automatically while running on the above mentioned Google Computing Engine Cloud.

Things do not look as reliable as they are advertised, obviously.  I don't know whose fault it is (Google or cTrader), but how can I now be sure that my cBots will be running non-stop for months as my strategy requires?  The setup has not lasted even for a couple of days... Be aware...