The Best Way to Make Your Backtest Faster
By Dave Mabe
Many new traders, whether using Amibroker or other backtesters that can handle large amounts of intraday data, focus on speeding up the backtest.
And that's certainly worth doing.
But, by far, the biggest bang for the buck in this area is setting up your backtests so that you only have to run one of them!
If you're still "guessing and checking" by running backtest after backtest after backtest, you can dramatically improve your testing workflow simply by setting up your initial backtest differently.
When you add your custom library of columns to your backtest, you only have to run a single backtest!
And when you only have to run one, then it doesn't matter nearly as much how long it takes.
Your path to a profitable strategy is significantly shorter.
In fact, if you're not doing it this way, you'll very likely never end up with a profitable strategy, and if you do, it will be by accident.
-Dave
P.S. I accidentally sent a duplicate email this morning. Sorry about that! I'm updating the site, and that one snuck through while I was running this morning.