How long wold this take?

ElectricSavant · Apr 14, 2004

I want to know if one could do this:

Start a backtest of NQ data for the last 3 months.

Use 1 time entry. Start at 8:30 cst.
Use 1 time exit. End at 9:30 cst.

Record if it was a plus or a minus result.

Do 1,440 back tests (24hrs) moving the entry and exit forward 1 minute at a time, recording those 2 results (actually remove the 15 minute break, saturdays and part of sundays and holidays from this).

Then repeat this using a 61 minute span between entry and exit....

62 min...

63 min...etc

How many computers would this require working 24/7? and could this backtest run be automated?

Michael B.

Mr Subliminal · Apr 14, 2004

My P4 2.4GHz Compaq could probably handle it in much less time than it would take me to code the thing. I'd say about 30 seconds.

ElectricSavant · Apr 14, 2004

Do you understand what I am asking?....we are getting into the millions of backtests.

Michael B.

P.S. I am searching for every combination of 1 min increments at entry and exit with all the timespans up to a 24 hr trade! for 3mos'

Quote from Mr Subliminal:

My P4 2.4GHz Compaq could probably handle it in much less time than it would take me to code the thing. I'd say about 30 seconds.

Mr Subliminal · Apr 14, 2004

I'm still confident of my estimate.

ElectricSavant · Apr 14, 2004

I need a rolling set of backtests for every combination of 24 hour clock, how could this be? Then to start over with 61 min...62min..etc. Probably a billion backtests....not enough printer paper to print out the results? Perhaps it could only print out the winrates of 80% or more?

Michael B.

Quote from Mr Subliminal:

I'm still confident of my estimate.

G_Morgan · Apr 14, 2004

it'd be pretty fast

Mr Subliminal · Apr 14, 2004

My estimate was for something up to about 100 million comparisons. I don't see how you get into the billions. Please restate your request, this time as if you were giving exact specifications to a trading-illiterate programmer.

ElectricSavant · Apr 14, 2004

8:30cst-9:30cst last 3 mo. winrate long? winrate short? points?
8:31cst-9:31cst
8:32cst-9:32cst
and so on...

then:

8:30cst-9:31cst
8:31cst-9:32cst
8:32cst-9:33cst
and so on

then:

8:30cst-9:32cst
8:31cst-9:33cst
8:32cst-9:34cst
and so on

then:

and so on

and so on

Michael B.

Mr Subliminal · Apr 14, 2004

30 seconds.

ElectricSavant · Apr 14, 2004

Mr. sub...you are not illiterate, I have read your posts.

I am the naive one...I just want to communicate that I want every possible combination of time segments with no limits other than 24 hrs and 1 min increments.

Please excuse me.

Michael B.

Quote from Mr Subliminal:

My estimate was for something up to about 100 million comparisons. I don't see how you get into the billions. Please restate your request, this time as if you were giving exact specifications to a trading-illiterate programmer.