I'm running a backtest on a portfolio of about 2000 stocks. Why is it so much quicker to run a backtest from the DataSet tab and manually change the parameters than it is to run an optimization? It only take10 seconds for each scenario I am running but it takes about 4 minutes to run the same scenario via Optimization.
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Are you sure about not comparing apples to oranges i.e. a single backtest run to a series of backtests for each parameter combination (could be many hundreds)?
* How many Runs Required?
* Single symbol or multi-symbol mode, position sizing, and data loading settings
* Symbol(s) and data provider
* Selected optimization method
* Does your code rely on using StochD or a derivative DataSeries based on StochD?
That would be something to start with.
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