Backtesting
Automation Sequence Manager (BTSeqMgr) - Turbo Speedup (Professional Software Solutions) |
BTSeqMgr configuration settings were designed to work
with any computer,
so we had to choose the safest and slowest parameters.
The BTSeqMgr configuration settings below bring the time per symbol/timeframe
down to around 50 Seconds:
Set the "SaveOPT" only to "NO" if you also run the
BTWFMgr data collection - otherwise you will not have the backtest data
available!
Watch this Turbo Demo Video: BTSeq_Turbo.wmv
Below is a list of configuration parameter which affect the speed of each
backtest run.
You can reduce any/all of these parameters to achieve a faster but still save
backtesting performance:
Name | Suggested | Min | Max | Default | Description |
ChartWaitForLoad | 1 | 0 | unlimited | 5 | Wait period to re-check if the optimization has completed and saving opt results (Seconds) |
ChartLoadConfirm | 1 | 0 | unlimited | 3 | Number of confirmations that a chart has loaded completely before the Strategy Parameters are applied |
WaitStartOpt | 1 | 0 | unlimited | 10 | One time wait to wait for optimization to start (Seconds) |
WaitForOpt | 1 | 0 | unlimited | 5 | Wait period to re-check if the optimization has completed (Seconds) |
OptConfirms | 1 | 0 | unlimited | 2 | Number of confirmations to make sure the optimization has ended |
CloseWait | 4 | 1 | unlimited | 20 | Waiting period for closing Format Window Box |
After the optimization has completed BTSeqMgr gives
you the option to save various backtesting results data.
The configuration parameter "SaveOptMode" defines which data is to
be saved:
SaveOptMode | Description |
0 | 0=Save All: Performance(MHT + XLS) + Optimization(CSV) |
1 | Performance File (MHT) only - needed for summary |
2 | Performance Excel File (XLS) only |
3 | Optimization Report (CSV) only |
4 | Disable all saving (fastest) |
5 | Performance Excel File (XLS) and CSV |
6 | Disable all Saving = faster to use SaveOPT=NO |
Below is a list of additional configuration parameters
(edit directly the BTSeqMgr.ini
config file) which affect the speed of each
backtest run.
You can reduce any/all of these parameters to achieve a faster but still save
backtesting performance:
Name | Suggested | Min | Max | Default | Description |
WaitResultsSave | 5 | 1 | unlimited | 5 | Wait period after Optimization Results are saved |
FmtCmdWait | 500 | 200 | unlimited | 500 | Wait period (milliSec) after Work Space Open Command |
WaitStratInput | 1 | 1 | unlimited | 1 | Wait period to open Input Parameter box |
FmtNextWait | 1000 | 200 | unlimited | 1000 | Wait period (milliSec) after Symbol Entry in Format Chart |
FmtOKWait | 500 | 200 | unlimited | 500 | Wait period (milliSec) after Format Chart OK press |
FmtWaitLoadWaitSec | 1800 | 500 | unlimited | 1800 | Wait period (milliSec) after Chart Color Check |
WaitForWSOpen | 2 | 1 | unlimited | 2 | Waiting period for open new WorkSpace Window Box |
FmtNextSymWait | 2000 | 1000 | unlimited | 2000 | Wait period (milliSec) before starting next Symbol/Time Sequence |