Optimization Speed

Hola1212 02 ноября 2016 · 1 мин чтения · 1 132 просмотров

backtesting optimization

Hello,

What is the fastest way to run an Optimization (and backtest) in S#Designer?

I ask because the instructions shown here http://stocksharp.com/forum/6939/Brute-Force-Optimization-in-SDesigner-/#m37163 seem to require S#Designer to read market data from a .CSV file for each Optimization (rather then importing the data from the .CSV once and converting it to a format machines can read/process faster then a classical .CSV)

Perhaps there is a way to use S#Data to convert the .CSV data to a format S#Designer can use to speed up Optimizations (and backtests)?

Cheers

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William B 02 ноября 2016

Hello, Matt It is no need to use S#.Data for doing that. S#.Designer already include the opportunity to download historical data into BIN format and testing using it. For doing that you need when download data set BIN format for files.

Then when you try to backtest or optimize strategy you need use BIN format too.

All this have to help you with fastere optimization. If you'll have any questions, feel free to ask me.