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Schwyz, Switzerland
Experience: None
Platform: NinjaTrader, Visual Studi
Broker: IB, Biftinex, Binance
Trading: Yes
Posts: 59 since Jan 2012
Thanks Given: 7
Thanks Received: 33
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Hello,
I thought when reading the thread :
"I need to buy a new laptop, which is the best for Ninjatrader backtest performance"
I thought ok let's come up with a standard backtest that everybody can do in a few minutes.
Wouldn't it be great to see many tests, especially the difference between aged vs brand new or high price - vs mid-price - vs low-price? It only takes us5 min to setup and it will help lot of us
What's the backtest strategy setup.
Strategy: Sample MA Crossover (it is the default Ninjatrader strategy)
Marketdata: Kinetick End of Day Free (also Standard)
Symbol: MSFT (should be preloaded before performing the test and connection should be disabled when performing the benchmark test)
Backtest type: Optimization
Fast 1-250 in 1 increment
Slow 1-250 in 1 increment
Time frame 1.1.2000 - 1.1.2020 - daily
Total iterations should be 62500
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RESULT: 2:16min
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SYSTEM:
Laptop Matebook X Pro - 64Bit
Intel i7- 8550U @ 1.8GHz
16GB Ram
Nvidia GeForce MX 150
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I hope to see some more results!
Here you can see thesetup parameters, just as a visual refrence
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