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Author Topic: How much is too much
ctranch@sb-
cglobal.ne-
t
Newbie
Posts: 4
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Post How much is too much
on: July 1, 2015, 00:43
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Hi - Using scheduler I find I don't have much of a clue as to how many pairs are selected for analysis. It seems if too many are selected, say, using 'industrials' the program will run for a long time and when the blue bar reaches the end I'm not sure if it's finished or not. More often than not I get a crash notice. Is there some rule of thumb as to how many pairs should be crunched with scheduler? My computer is a brand new i7 with a lot of horse power.

P.S. Does the scheduler say 'operation complete' when successfully finished? Mark

Tx Mark

arbm1830
Administrator
Posts: 89
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Post Re: How much is too much
on: July 1, 2015, 14:10
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Hi Mark,

There's an extract from the doc below talking about this. The same applies to intraday scans. The key is to scan with the precise trading requirements sought and not leave the criteria wide open. For example, don't set the profit/trade extremely low; use a statistically robust R2 range of, say 70 to 100 and not 0 to 100; etc.

Tightening criteria allow the software to cast aside the bulk of failing results. That extract:

"For the purposes of trading the vast majority of results are fails. It depends on the precise scan criteria but our own methods exclude well over 90% of the combinations run. ArbMaker therefore takes advantage of this by not using a database as part of the scanning method. The SQL database only holds and tracks the results users wish to keep. This permits the software to process all calculations in cache memory at very, very high speed.

This all means that most users will be able to run combinations of at least 50,000 over 5 years and, unless the criteria selected in the Options screen (see the Quick Start section below for details) are particularly loose, a great many more than that. A typical scan of this size will last between 30 and 40 minutes.

The software will handle 10 years scans of 10,000 combinations with the same provisos referred to above. A scan this size will last 18 to 21 minutes.

Speeds depend on data connection, data vendor and asset class. FX and futures tend to be slower than equities. Intra-day is slower than end-of-day."

ctranch@sb-
cglobal.ne-
t
Newbie
Posts: 4
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Post Re: How much is too much
on: July 1, 2015, 14:56
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Thanks. Comments like yours help a lot.

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