Hello!
In the block strategy, I wanted to conduct a "Run Backtest" of the BR_1MIN_090716 futures for 2023, time frame 1 minute.
"Run Backtest" cannot be performed, because the program does not complete testing.
Then I changed the time frame to 60 minutes.
"Run Backtest" was successful.
Then I changed the "Date Range" to 2021-2023.
"Run Backtest" also cannot be performed, because the program does not complete testing.
In addition to the above futures, I also tested other futures using the same parameters. For some futures, it is possible to perform a "Run Backtest" in full, but for others it is not possible - the result is completely similar to the BR_1MIN_090716 futures.
I did "Run Backtest" for other block strategies too. The result is the same.
"Markets and Symbols"-"Symbols" for all tested futures are set up properly.
Please help me solve this problem.
In the block strategy, I wanted to conduct a "Run Backtest" of the BR_1MIN_090716 futures for 2023, time frame 1 minute.
"Run Backtest" cannot be performed, because the program does not complete testing.
Then I changed the time frame to 60 minutes.
"Run Backtest" was successful.
Then I changed the "Date Range" to 2021-2023.
"Run Backtest" also cannot be performed, because the program does not complete testing.
In addition to the above futures, I also tested other futures using the same parameters. For some futures, it is possible to perform a "Run Backtest" in full, but for others it is not possible - the result is completely similar to the BR_1MIN_090716 futures.
I did "Run Backtest" for other block strategies too. The result is the same.
"Markets and Symbols"-"Symbols" for all tested futures are set up properly.
Please help me solve this problem.
Rename
Probably that strategy is creating thousands upon thousands of positions with a year of 1-minute bars. You'll have to wait for that large backtest to complete.
Or, use a smaller data range.
Or, use a smaller data range.
Сone,
the thing is that I waited more than an hour for the test to finish for the experiment. There was no progress.
I also did a back test on other futures with a 1-minute time frame for 20 years or more. The process was successful.
the thing is that I waited more than an hour for the test to finish for the experiment. There was no progress.
I also did a back test on other futures with a 1-minute time frame for 20 years or more. The process was successful.
Are there any clues in the Log Viewer?
I guess we'll need your data again to see what's going on.
Cone, here is a link to the BR futures (BR_1MIN_090716):
https://drive.google.com/file/d/1ec-GftpZH6knSCIcSg3-jPu1qyQZ4Kft/view?usp=sharing
The day before yesterday, the RI futures worked fine with this strategy. Yesterday, it stopped working too. Today, it works again. What nonsense.
https://drive.google.com/file/d/1ec-GftpZH6knSCIcSg3-jPu1qyQZ4Kft/view?usp=sharing
The day before yesterday, the RI futures worked fine with this strategy. Yesterday, it stopped working too. Today, it works again. What nonsense.
I saw an interesting moment in the work of the "Task Manager".
This is how the "Task Manager" works after loading WL8:
This is how the "Task Manager" works after 10 minutes of "Run Backtest" block strategy work:
This is how the "Task Manager" works after canceling "Run Backtest" and closing the block strategy:
It seems that WL8 continues to work until it is closed.
This is how the "Task Manager" works after loading WL8:
This is how the "Task Manager" works after 10 minutes of "Run Backtest" block strategy work:
This is how the "Task Manager" works after canceling "Run Backtest" and closing the block strategy:
It seems that WL8 continues to work until it is closed.
I don't know where the disconnect is, but the 1-minute bars run for me in about 3 seconds from 2021 to 2023.
What are the symbol's specifications in Market & Symbols?
What are the symbol's specifications in Market & Symbols?
It still runs quite well for me. Maybe get rid of some of those apps that are eating 2+ GB of memory? The only thing I can think of is that you're running into virtual memory issues.
I ran into this today and it wasn't related to your data or strategy.
Try this to run your 1-min backtest:
1. Make a note of the Benchmark Symbol (which was it?)
2. Change the benchmark to BR_1MIN_090716
3. Run Backtest
Worked?
If so, please post a picture of your list of check Historical Providers.
Try this to run your 1-min backtest:
1. Make a note of the Benchmark Symbol (which was it?)
2. Change the benchmark to BR_1MIN_090716
3. Run Backtest
Worked?
If so, please post a picture of your list of check Historical Providers.
Here is the first symbol. "Run Backtest" is successful.
Here is the symbol BR_1MIN_090716. "Run Backtest" does not work.
Here is the symbol BR_1MIN_090716. "Run Backtest" does not work.
Finam is my main data supplier.
Thanks for doing the test. I still suspect the problem has something to do with what I saw, but we'll need Glitch's attention on it.
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