Hi guys, I'm about to make the jump from NT to amibroker because I've read a lot of good reviews on amibroker especially the stellar community support.
One of my concerns is on the tick data backtesting/optimization on a strategy that uses multi-time frames (circa 9). I know when I run it on NT8 (which supposedly uses fully multi-threaded core) it still takes ages (26 hours for a 2 years backtest with 1200 results) even on an i7-6600k 32gb ram computer.
May I know if anyone has had any experience comparing the backtesting/optimization speeds on similar strategies on NT8 and amibroker? By itself, I am already sold on amibroker, this is more of a clarification I would like to seek before making a decision.
Thanks in advance for any help provided!
Cheers,
comfysofa
Posted by: comfydesmond@yahoo.com
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