Murray Ruggiero
Sponsor
Quote from squeeze:
I have had a play with this software and like it as a simple backtester.
My only gripe is that it is very slow, especially testing on lower resolution e.g 5-min bars. It is much slower that Tradestation.
I guess this is down to the interpreted language. Any chance of pre-compling to speed things up?
Having read through the other posts I agree that support for writing systems in a standard .net language would be welcome. Ultimately, to write a system in anything requires some programming skills. A lot of people already use the .net languages and it saves having to learn a new set of syntax if it supports .net.
Currently besides adding .NET support we have supported C++ and VB 6.0 for witting Active X DLL's. These run 8-10 times faster in the case of C++, about 6-8 times faster for .NET.
In terms of pre-compiled we are working on a TradersStudio Basic to .NET translator, which will convert code into Addins so they can run at the 6-8 times faster.
Another issue we addressed was the Genetic optimizer. This is really a great improvement. It will find a near idea solution in 1/10th to 1/20th the trials of brute force. I have developed a basket trading systems which required about 30,000 trials. I used the GA and got a near optimal solution in only about 1800 trials and 30 minutes.
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