Author Topic: backtesting financial data, which settings to use for process?  (Read 3165 times)

Offline 4EverMaAT

  • Member
  • ***
  • Posts: 30
backtesting financial data, which settings to use for process?
« on: September 23, 2015, 07:05:44 AM »
Intel i5 3230M laptop @ 2.60 Ghz, 12GB ram, Win7 64-bit, nvidia 2GB GPU
PL 8.8.8.0 64 bit.

I am using metatrader 4 (mt4) to run backtests (trading simulations) for my systems using tick data.  This typically uses 1 logical core or appx 25% of the processing power.   mt4 is a 32 bit program, but it is multi-threaded.  The tick-by-tick backtesting can take about 40 minutes per trading year (calendar year) of trading data.  Each year of tick data is appx 800-1200MB worth of ticks depending on the year.

I can run up to 3 mt4 instances simultaneously at once without any slowdown (not doing anything else; 4 or more instances running backtests simultaneously uses near 100% of the computing power and you can see the laptop slowdown)

I noticed that ProcessLasso reduced the priority of the mt4 process to 'below normal'.  I actually want that process to have most (not 100%) of the CPU processing power it needs to run its calculations and do a lot of I/O, while I can still do some minor web surfing, reading a manual, or watching an mp4.  I usually run no more than 2 mt4 backtests simultaneously anyway.

Which PL tweaks do you recommend?  Even if not for mt4 specifically, financial trading programs in general?  If you need me to 'record' the CPU stats for that program somehow, I'm happy to do it so that you can have all the data you need.

What I don't want to see happen is lower priority, and a slower backtest iF I can help it.  I want to give each instance as much processing power as possible, without freezing my system.

q: does PL have a way to view the system specs in a summarized format?  Like CPU-Z or something like that?

Offline edkiefer

  • Volunteer User Moderator
  • Member#
  • *****
  • Posts: 1789
  • Gender: Male
Re: backtesting financial data, which settings to use for process?
« Reply #1 on: September 23, 2015, 07:47:21 AM »
Intel i5 3230M laptop @ 2.60 Ghz, 12GB ram, Win7 64-bit, nvidia 2GB GPU
PL 8.8.8.0 64 bit.

I am using metatrader 4 (mt4) to run backtests (trading simulations) for my systems using tick data.  This typically uses 1 logical core or appx 25% of the processing power.   mt4 is a 32 bit program, but it is multi-threaded.  The tick-by-tick backtesting can take about 40 minutes per trading year (calendar year) of trading data.  Each year of tick data is appx 800-1200MB worth of ticks depending on the year.

I can run up to 3 mt4 instances simultaneously at once without any slowdown (not doing anything else; 4 or more instances running backtests simultaneously uses near 100% of the computing power and you can see the laptop slowdown)

I noticed that ProcessLasso reduced the priority of the mt4 process to 'below normal'.  I actually want that process to have most (not 100%) of the CPU processing power it needs to run its calculations and do a lot of I/O, while I can still do some minor web surfing, reading a manual, or watching an mp4.  I usually run no more than 2 mt4 backtests simultaneously anyway.

Which PL tweaks do you recommend?  Even if not for mt4 specifically, financial trading programs in general?  If you need me to 'record' the CPU stats for that program somehow, I'm happy to do it so that you can have all the data you need.

What I don't want to see happen is lower priority, and a slower backtest iF I can help it.  I want to give each instance as much processing power as possible, without freezing my system.

q: does PL have a way to view the system specs in a summarized format?  Like CPU-Z or something like that?
Hi , If this app is back ground process and you want it to not be restrained, then add the process name to the exclude list in advanced probalance options or just right click on the process in list and set "exclude from Probalance restraint"
Try that first and see how it goes , you could try to raise priority in I/O, cpu and memory but if you do that to to many processes its counter productive .

PL doesn't have system info output data, there to many good 3rd party ones out there IMO .
Bitsum QA Engineer

Offline 4EverMaAT

  • Member
  • ***
  • Posts: 30
Re: backtesting financial data, which settings to use for process?
« Reply #2 on: September 23, 2015, 09:21:17 PM »
I also noticed that when I applied a change to one of the mt4 exe it applied the change to all open instances of mt4, even those in separate installation folders :'(

I mouseover the terminal.exe and see that the tooltip does not display the entire path of the process.  It only shows 'terminal.exe /portable' . 

Is this a bug?  I think PL thinks that all terminal.exe's are the same.  Why are no checks being done to ensure that only those from the exact same install folder are excluded?

Offline edkiefer

  • Volunteer User Moderator
  • Member#
  • *****
  • Posts: 1789
  • Gender: Male
Re: backtesting financial data, which settings to use for process?
« Reply #3 on: September 23, 2015, 11:31:02 PM »
That is not something that normally comes up , most app are installed once but may have multiple child exe .

Try the option "check process name path for matches" in CPU priority setting , see if that helps with multiple folders .
Bitsum QA Engineer