Duration of strategy calculations
5 replies
Peter
5 years ago #233060
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
tomas262
5 years ago #233091
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
Peter
5 years ago #233103
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
tomas262
5 years ago #233127
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
Diwi
5 years ago #233149
Can anyone tell if SQ3 is faster than Metatrader 4? If so, how much faster with the same ea and the same optimization method?
tomas262
5 years ago #233153
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
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