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BackTrader Data Collection // Slow

Discussion in 'OptionVue Forum' started by TheSpeculator152, Dec 19, 2015.

  1. TheSpeculator152

    TheSpeculator152 Well-Known Member

    Hi all,
    Does anyone know how to speed up BackTrader Data Collection and if it is possible to run it in batch mode?
    To download 6 years of $RUT data (EOD only) takes 3.5 hours plus I can only sellect one Asset at a time.
    Screen Shot 2015-12-19 at 6.18.34 PM.png
    Input is greatly appreciated.
    Thanks!
     
  2. GreenZone

    GreenZone Well-Known Member

    Switch to ONE :)

    Going from one backtesting time period to another is faster in ONE (pulling data directly from the servers) than it is in OV having spent multiple days downloading the content locally and then optimizing all of the settings to make it as fast as possible.

    .....but if you want to persist with OV, then here are some tips to speed up your backtesting:

    1 - Close out your Quotes window
    • Windows menu => Quotes Display
    • then click on the X icon on the top right in order to close out that window
    • doing this will prevent OV from grabbing the current quote data of every underlying you have listed in that window, for each time period
    [​IMG]
    Image1.png

    2 - Select "immediate updates" in the BackTrader pop-up window
    • NetVue menu => BackTrader
    Image2.png
    [​IMG]

    Doing so will save a 2 second delay every time you click to go to the next time period.


    3 - Download the relevant backtesting data to your local computer
    • NetVue menu => Collect BackTrader Data
    • 1 - Specify the asset (underlying)
    • 2 - Specify the date range
    • 3 - Select whether you want end of day data only, or data for every 30 min interval
    • 4 - Select "Just fill in any gaps"
    [​IMG]
    Image3.png

    4 - Wait for the Data Collector to complete gathering the data
    • this process should take around 7 to 8 hours to gather 30 min interval data for a 1 year date range
    [​IMG]
    Image4.png

    5 - Now run your backtest
    • With the data now downloaded onto your local computer, the backtest of that underlying during that date range should be very quick

    6 - Re-launch the BackTrader module after every 2 hours of backtesting
    • take note of the current date and time which BackTrader is showing
    • close out BackTrader
    • re-launch BackTrader (NetVue menu => BackTrader)
    • enter the same date and time as you noted before you closed it out
    • repeat this process every 2 hours or so, in order to maintain proper stability of the BackTrader module
     
    Chuck, David R, Rick and 1 other person like this.
  3. TheSpeculator152

    TheSpeculator152 Well-Known Member

    @GreenZone, thanks a lot for sharing your detailed guidance.

    I did try your suggestions and you are right, it does speed up the process of moving from day-to-day a bit - that said, it is atill painfully slow. The download of asset data still takes ages and I don't understand why OV does not download it in batch - it is as if they are running a macro to toggle through each and every single day. I have done some research by looking at Task Manager and it seems OV only supports one processor core and is 32-bit only...just one explanation as to why it is so slow on a modern computer (mine has 8 cores and it uses only one!!!)

    As for ONE. How do you find the accuracy of the T + 0 line? A lot of other traders in the forum seem to be complaining that it is not as accurate as OV, which changed theirs again with 7.81.
     
  4. tom

    tom Administrator Staff Member

    I just sent Len a suggesting for how to improve the back testing speed in OV....which involves:
    • Storing all collected historical data locally
    • Collecting the next 30-minute and next day (same time) data in the background after requesting new data from Back Trader
    • Having a method to purge the current day's historical data, or all data for a symbol, in case it would need to be re-collected
    It would be great to have fast manual back testing in OV
     
    David R likes this.
  5. TheSpeculator152

    TheSpeculator152 Well-Known Member

    After watching this demo of ONE, I have decided to try their platform:



    It looks like a really modern and well though out options analysis platform. Might not be as robust on the Vol modeling side but I am sure they will catch up to OV soon.
     

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