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Forums>StrategyQuant>Pre-Sales Questions>Duration of strategy calculations

  • #233060 | Reply
    Participant
    2 Posts

    Hi there, I am in my second day of the demo phase with StrategyQuant and glad to find this interesting aproach. My question is, how long the calculations take on average. I started a simple MA crossover strategy build yesterday evening but, mostly with standard setting, using a reasonable fast win10 machine (16 GB ram, i5 processor). The calculations are still ongoing (more than 12 hours now). I cannot find a clock or something informing how long it will last. I used the fastest method of data input (bar I guess). Could you help me with your experiences or hints?

    Thanks alot in advance,

    Peter

    #233091 Reply
    tomas262
    Administrator
    1827 Posts

    Hello,

    there is no “minimal required time” defined in advance. You never know how much time SQ will need to find a viable strategy. Make sure you do setup ranking options (rules to dismiss strategy) correctly. Sometimes it happens users set it incorrectly and dismiss even good strategies. Also avoid being too strict with dismissing rules. Waiting for the “very best” strategy can take really long. The thing is that strategy does not have to have a “perfect curve” to perform good in a long run

    #233103 Reply
    Participant
    2 Posts

    Thank you very much for your explanations Tomas. I jumped in immediately but at the moment go through the supporting materials you provide. The handbook is  from 2014 I realised, is it still valid though?

    Kind regards,

    Peter

    #233127 Reply
    tomas262
    Administrator
    1827 Posts

    Yes it is still valid for version SQ3. In our client portal https://strategyquant.com/wp-login.php there is also Zdenek’s ebook available for SQ users

    #233149 Reply
    Customer
    37 Posts

    Can anyone tell if SQ3 is faster than Metatrader 4? If so, how much faster with the same ea and the same optimization method?

    #233153 Reply
    tomas262
    Administrator
    1827 Posts

    Hello,

    it took me 2.9 seconds to test a strategy on 2 years EURUSD data using 1 minute bar resolution in StrategyQuant

    Using everytick backtest in MetaTrader (1 minute resolution) it took 77 seconds to test the same strategy using 2 years EURUSD data

Viewing 6 posts - 1 through 6 (of 6 total)
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