Jim Dean Sage     Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA  User Profile | Thanks for the extra info. You've answered your own question, when you told me: "every thing was working fine until I changed from a floating time period to a fixed time period" That would have been one of the suggestions I'd make to figure out the solution. So, apparently that DOES make a difference. Not sure why ... my GUESS (fairly well "educated") is that OT is processing ALL the bars in-between the two windows, but IGNORING the results of the middle portion. That would eat up extra time. This would be necessary since OT needs to know what trades are "in force" at the start and end of each period. In fact, OT might be going through the ENTIRE history TWICE, for that same reason. One of the programmers would have to clarify. HOW to speed it up, yet MAINTAIN the separate periods? 1. try using fewer strategies, if you can ... or cut back on the number of systems in the strategies, if multiple in some. 2. make sure data periods are the shortest possible that permits your history to work 3. turn off RT during the backtest so that the HRE bar is not continually trying to update 4. turn off or minimize auto-optimization in the strategies. OR ... if all else is inadequate ... 5. buy a faster computer ;~> [Edited by Jim Dean on 4/14/2010 2:36 PM] | |
