[R-SIG-Finance] Processing time of backtests on a single computer

[Jersey Fanatic]

Hi everyone,

I am trying to backtest a simple strategy of mine, but it took approx 10
hours of processing so I was wondering if it is normal.

My computer has an i7 core 2.10 GHz, 8GB RAM with Windows 7 Ultimate OS. My
code uses doSNOW package for parallel processing and all the 8 cores, so
the CPU is %100 all the time for the complete 10 hours.

The data the backtest is done on is M5 OHLC FX (24 hour) data for approx 1
year  which makes a total of 58000 data points (counting OHLC as 1). The
strategy has 4 entry&exit and 4 stoploss&trailingstoploss&takeprofit rules.
144 combinations of parameters are tested.

I would just like to know if this time is normal for just 1 home-use
computer. And I would be grateful for any recommendations to speed up this
process to decrease computing time.

Thanks!

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