Software performance questions
Posted: Fri Nov 20, 2015 3:38 pm
I looking for some good backtesting software and I came across TradingBlox. Seems like the ideal solution for an individual trader who wants to use rule based trading. However before I take the time and effort to get into the system I have some questions that hopefully some of you with experience can help me out.
Background: I trader US shares (NYSE and NASDAQ). My aim is to backtest my strategies on approx.6000 shares i.e. most NYSE and NASDAQ shares.
Questions:
1. My main concern with is whether TradingBlox can handle this amount of information without becoming excessively slow or locking up. I intend to run TradingBlox on a system with 6 cores @ 4.4Ghz and 16GB ram and SSD drives. How long would it take to run a simple strategy to have 10 positions in the market based on the lowest RSI(14) with 2 years of backtesting data for 6000 stocks? Would it take minutes? Hours? Days?
2. Is it easy to add instruments and data to tradingblox? Considering that I would be using 6000 instruments, it would be imperative that everything is automated. I already use QCollector to get my ASCII data. I tried to have a look at the manual but so far I couldn't get a good understanding on how the data is added/handled in TradingBlox.
3. Is it easy to use datasets with different resolutions e.g. 15minute and 1 day data. For example is easy to code a strategy where if the RSI(14) on a daily resolution is below 10 and the RSI(14) on a 15 resolution is below 5, I would open a position long however only if the criteria are met between 10:00-11:00 (exhange time).
I would much appreciate feedback on anybody who has experience.
Thanks
Background: I trader US shares (NYSE and NASDAQ). My aim is to backtest my strategies on approx.6000 shares i.e. most NYSE and NASDAQ shares.
Questions:
1. My main concern with is whether TradingBlox can handle this amount of information without becoming excessively slow or locking up. I intend to run TradingBlox on a system with 6 cores @ 4.4Ghz and 16GB ram and SSD drives. How long would it take to run a simple strategy to have 10 positions in the market based on the lowest RSI(14) with 2 years of backtesting data for 6000 stocks? Would it take minutes? Hours? Days?
2. Is it easy to add instruments and data to tradingblox? Considering that I would be using 6000 instruments, it would be imperative that everything is automated. I already use QCollector to get my ASCII data. I tried to have a look at the manual but so far I couldn't get a good understanding on how the data is added/handled in TradingBlox.
3. Is it easy to use datasets with different resolutions e.g. 15minute and 1 day data. For example is easy to code a strategy where if the RSI(14) on a daily resolution is below 10 and the RSI(14) on a 15 resolution is below 5, I would open a position long however only if the criteria are met between 10:00-11:00 (exhange time).
I would much appreciate feedback on anybody who has experience.
Thanks