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bobby86
10 Aug 2017, 01:10

RE:

lismanb@gmail.com said:

I've seen that if you select multiple timeframes in optimization, the first time frame is used in all the parallel backtesting.

So for instance if you have something like this:

protected virtual void onBar(){

      Print(TimeFrame);

}

 

in Optimization with all the timeframes selected, you will get "Minute" in the Logs for all of them, no matter the actual timeframe.

 

I managed to get the right TimeFrame using MarketSeries.TimeFrame.


@bobby86

bobby86
10 Aug 2017, 00:45

I've seen that if you select multiple timeframes in optimization, the first time frame is used in all the parallel backtesting.

So for instance if you have something like this:

protected virtual void onBar(){

      Print(TimeFrame);

}

 

in Optimization with all the timeframes selected, you will get "Minute" in the Logs for all of them, no matter the actual timeframe.


@bobby86

bobby86
04 May 2017, 22:15

it's easier to find multi process arhitectures on linux than on windows.
imagine how you would benefit from a 32 or 64 core system when backtesting for calgo :)


@bobby86