How long does it take to load 120 days of 1 min ES #F with a 24 hour template?

[demarcog]

Trying to determine whether some performance problems loading data and backtesting a strategy is related to the particular strategy, system configuration or other unknown reasons.

If anyone is interested can you please open an advanced chart using a 24 hr. 120 day time template with symbol ES #F 1 minute data, using whatever standard set of studies you typically use and approximate how long it takes to complete the load?


Try running of the sample strategies provided or a stragey of your own and approximate how long it takes to complete.

Please indicate in the poll questions the results of this test.



Thanks very much


Glen

[ACM]

Glen
It took me just under 5 minutes to load the chart and complete the backtest on 120 days of 1 minute data for ES #F (24hr chart returning 122398 bars as shown in the enclosed screenshot) using an Intel Dual Core 2.8 with 1 GB of RAM
Alex

[demarcog]

Alex,


Thanks very much for taking the poll and providing that very useful benchmark timing information.

After reading that it took you 5 minutes with that rather fast system you have I reran my own test.

I thought after more then 5 minutes of loading data.......that it was hung up, but actually finsihed loading the data in about 9 minutes and another 2 minutes to run the BtStochastic test.

Can you please reword the questions as you see approproate to consider an elapsed time of more then 5 minutes as I can't edit it myself.

It may be useful when diagnosing those frequent "performance problem" posts to run this benchmark ES #F 120d 24h load/BtStochastics.efs as now we have some relative performance timings.

Hopefully others will respond as it will be interesting to see the timings of those with different processor configurations.

Given that more intraday data will most likely be made available in future realeases of eSignal proper processor configuration may be more important then in earlier releases.


Glen

[Guest]

Hi Glen,

I ran this successfully on two different machines, I have detailed specs in my File Share in the Performance folder along with some rudimentary comparitive speed tests here. I just updated my second machine's specs since I had upgraded that machine. fwiw, the original file was corrupt.

I backtested this efs: BtDonchian_PositionManagement.efs I would have used the efs that you did, but I had already ran the tests with this one.

My Slower Machine (Steve1 in Performance folder):

Microprocessor Type: P4, no hyperthreading
Microprocessor Speed: 2Ghz, Bus Clock: 100 megahertz
Motherboard: Dell Computer Corporation Dimension 8200
Megs Memory and speed: 1024 Megabytes Installed Memory

This took 6 minutes to download 120 days of one minute bar data where the Time Template was set for 24 hours a day. It took 2 additional minutes to backtest the 120 days worth of data and create a backtest report.


My Faster Machine (Steve2 in Performance folder):

Windows XP Professional Service Pack 2 (build 2600)
Processor 3.60 gigahertz Intel Pentium 4, w hyperthreading
16 kilobyte primary memory cache
1024 kilobyte secondary memory cache Board: ASUSTeK Computer Inc. P4P800SE Rev 2.xx
Bus Clock: 240 megahertz
1536 Megabytes Installed Memory


This took 4 minutes to download 120 days of one minute bar data where the Time Template was set for 24 hours a day. It took 1 additional minute to backtest the 120 days worth of data and create a backtest report.

After seeing your post and how long that took, I figured I would put a snapshot of my measured download speed tonight, perhaps that may help you diagnose the problems you are having.

[demarcog]

Steve,

Thanks for taking the time to provide that very useful information.


I looked in the fileshare but did not see the performance figures for the 120 days of 1 minute ES#F?

Do you have any idea of the total size of the "file", ie., 120 days 1min ES #F. I believe Alex mentioned 100k records, don't know the record size?

Even if it is 100 bytes (which I doubt), 100 bytes times 100k records would be 10 meg.

I'm just wondering what is comprising the bulk of the elapsed time?

The fact that your slower system is approximately twice as fast as mine and it takes that system about 1/2 the time to load the chart ithen on mine indicates that it is not a bandwidth issue, but rather processor speed related.