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

Brian G. Peterson brian at braverock.com
Wed Apr 6 23:34:07 CEST 2016

On Wed, 2016-04-06 at 23:58 +0300, Jersey Fanatic wrote:
> I will try running the same code without trailing stops and see what
> effect
> it has on the processing time. I will report back as soon as it is
> finished.

Running the macd demo code over 10 years of daily data on my machine (no
trailing stops) takes 0.5262365 secs for a single run.

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