Backtest slow , Is it normal?

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Backtest slow , Is it normal?

Postby moonsky5 » Mon Jan 01, 2018 3:48 pm

Happy new year guys

I used mt4 build 765 (Overwrite prevention) to test my simple ea about 5 years by every tick mode.

but it always stuck to pre-tester ,at journal tab It warns that ' Testgenerator actual tick file "F:\.....EURUSD60_0.fxt" found '
for a long time about 20 minutes to enters the real tester.

just only EURUSD60_0 it has file size around 8 gb for last 5 years. Is it normal?


Thank you ,everyone !!
moonsky5
 
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Joined: Thu Dec 21, 2017 9:03 am

Re: Backtest slow , Is it normal?

Postby tickstory » Tue Jan 02, 2018 3:40 am

Hi Moonsky,

It may be your EA causing the issue or simply the older version of MT4. I would test with the standard "MACD Sample" EA to rule out your EA. You might also try reducing the size of your export to improve back-test speeds.

Hope this helps.
tickstory
 
Posts: 3193
Joined: Sun Jan 06, 2013 12:27 am

Re: Backtest slow , Is it normal?

Postby moonsky5 » Tue Jan 02, 2018 6:35 pm

Thank admin

Test with "MACD Sample" ,pre-tester time was reduced to 5-10 min
but that time is still too long. Or maybe this problem is my computer?
moonsky5
 
Posts: 3
Joined: Thu Dec 21, 2017 9:03 am

Re: Backtest slow , Is it normal?

Postby tickstory » Wed Jan 10, 2018 12:32 am

Hi Moonsky,

Apologies for the delayed reply - New years and all!

If you are testing with 5 years of historical data, this is not at all unusual. Just bear in mind that the Strategy Tester is executing the EA code once for every tick that is occurring - that is, many millions of times. A better approach for your testing might be to break your testing down into smaller date ranges. For example, test the last 12 months and then if the strategy proves profitable, test it across a greater range. Alternatively, you could get a very rudimentary idea of whether your strategy is profitable by using "Open price" mode. This method isn't recommended however, unless your strategy trades relatively infrequently (and is not a scalper).

Regards.
tickstory
 
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