Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Curious about difference loading data for chart vs strategy

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Curious about difference loading data for chart vs strategy

    Is there any fundamental difference between what happens when loading historical data from my data provider (IQFeed) when displaying that data on a chart vs. preparing to run a strategy? If I reload historical data, 1 minute interval, on a chart going back to Jan 2007 it happens within 2 or 3 seconds. However, if I run a backtest, that same data load will take 20-30 seconds. I am only talking about the time where the dialog box displays 'Loading Data' and the date/time information, not the running of the strategy itself.

    #2
    Sorry, would not know what causes this different runtime behavior.

    Comment


      #3
      Dierk, I am convinced there is something wrong here. Can you try this please, preferably on an IQFeed connection?

      1. In strategy analyzer, run SampleMACrossover for a symbol for which you are sure you have no data, from the dates 1/1/07 until now. (I used 20/50/15 minutes, but it doesn't really matter what you use.) For my example, I deleted the historical data for CSCO and verified using a chart it was gone before I connected to IQFeed and started the backtest. The data load, for me, takes approximately 2 minutes.

      2. After the run has completed, delete the historical data for that symbol. Use the reload historical data function on the same time period. This, for me, takes 10 seconds.

      The data is the same. If I disconnect from the data feed, I can successfully run a backtest with the data pulled during the reload process. The data load process prior to running the backtest is taking over 10x longer for some reason. This is 100% reproducible, with any symbol I use under any conditions.

      Comment


        #4
        I PM'ed you.

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by jclose, Today, 09:37 PM
        0 responses
        6 views
        0 likes
        Last Post jclose
        by jclose
         
        Started by WeyldFalcon, 08-07-2020, 06:13 AM
        10 responses
        1,414 views
        0 likes
        Last Post Traderontheroad  
        Started by firefoxforum12, Today, 08:53 PM
        0 responses
        11 views
        0 likes
        Last Post firefoxforum12  
        Started by stafe, Today, 08:34 PM
        0 responses
        11 views
        0 likes
        Last Post stafe
        by stafe
         
        Started by sastrades, 01-31-2024, 10:19 PM
        11 responses
        169 views
        0 likes
        Last Post NinjaTrader_Manfred  
        Working...
        X