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Backtesting
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Topic: Backtesting (Read 2797 times)
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SartuX
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Posts: 126
Backtesting
«
on:
30 May 2019, 10:52 »
it would be very useful in timeMachine to be able to perform backtests giving a range to the possible variables in the trigger.
I give an example of how it happens on MT4 (financial trading)
the market is chosen, the strategy is selected and a range is given to the variables (which are constant).
the system processes all the combinations providing a performance report (gain, loss, maximum exposure) with all the combinations
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Oxa (WellDoneSoft)
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Re: Backtesting
«
Reply #1 on:
03 Jun 2019, 11:03 »
Hello!
Unfortunately, this cannot be realistically performed on a standard desktop computer: you would need a powerful server to do this with sports markets.
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SartuX
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Posts: 126
Re: Backtesting
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Reply #2 on:
03 Jun 2019, 11:26 »
it is not said, I have servers, but now with the minimum technology that have dektop (minimum i3) you can work safely. obviously with a server you will spend less time, but if you use one market (game) at a time, you can run it on anything
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Oxa (WellDoneSoft)
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Re: Backtesting
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Reply #3 on:
03 Jun 2019, 11:46 »
I mean, that the amount of work required for the program to do in order to backtest all possible combinations of variables in your triggers will likely freeze your computer.
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SartuX
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Posts: 126
Re: Backtesting
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Reply #4 on:
03 Jun 2019, 11:49 »
if you use it only to do backtest no, then it also depends on what you enter in testing. all the computers are multi-core now and so the OS (since your app is x32) knows how to balance the CPUs. it's something I've been doing for years with metatreder 4 (for forex) and it's very useful, better to lose 1 week of backtesting than 1 year in real
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