Need high performance computer for back testing on historical data | Trading Reviews and Vendors - futures trading strategies, market news, trading charts and platforms

Trading Reviews and Vendors

Discuss and review vendors of commercial trading products, trading rooms and services, trading indicators or third-party paid add-ons


Need high performance computer for back testing on historical data

  #8 (permalink)

Elite Member
OC, California, USA
Trading Experience: Advanced
Platform: IB/TWS, NinjaTrader, thinkorswim
Favorite Futures: stocks, options, futures, VIX
shodson's Avatar
Posts: 1,901 since Jun 2009
Thanks: 497 given, 3,430 received

Perl is not fast. Use a compiled language like C, C++, C#, or Java (JVM) for speed. This will help you more than using expensive VMs or cloud computing services. Your i7 should be fast enough but I'm not certain since you didn't disclose what kind of strategy it is and what kind of data set you are testing across.

As others mentioned, look to use caching of things that are being calculated over and over again, like a SMA(200), so you don't keep re-calculating the same things with each iteration.

I use Ninjatrader, which allows me to code strategies in C#, and I can backtest several years of data across thousands of stocks in a few minutes using daily bar data.

Reply With Quote
The following 3 users say Thank You to shodson for this post:
Page generated 2019-03-26 in 0.08 seconds with 11 queries on phoenix