I am running the same strategy on the same dataset using two different computers. The one is a laptop with 4GB of RAM and an i5 processor. The other one is i7 with 32GB of RAM and its hard disk drive is solid state. Strangely enough, when collecting data, (tested for various yahoo and ASCI datasets) the stronger computer significantly underperforms the weakest.

What do you think can be the cause of that?

Thanks

Let's start from the FAQ on Data and Data Providers:

Static data loads slow

Thanks Eugene,

That resolved the yahoo issue. As per ASCII data I have already enabled the "Cache ASCII Date" option.

I feel that this post will now start to get related with an older one...

It seems to me that the only way to optimise performance would be to create a database. But could you please answer to me the following questions; when I have the data for a symbol in an ASCII file and it has 1.5 million rows but I just want to process the first 300 thousand wouldn't it be faster if the data were retrieved from a database? And if I want to do that for a portfolio backtest with 50 symbols wouldn't that be even faster (on a relative basis)?

Assuming your i7 with SSD is tweaked for optimum performance.

Caching ASCII data in a binary file is pretty effective if the data is not being updated frequently. An ASCII file with 1.5 million records is presumably an intraday data file, updated during the day. In this case, the ASCII provider will be rebuilding its cache each time an update is detected, resulting in a delay. If your data vendor updates those files only once a day, that delay would be pretty much omissible (since the data is on SSD), but if it's updated on an intraday basis, your PC will be frequently re-building this ASCII cache.

Since I do not know enough about your workflow, I would avoid directly recommending the Database provider as the solution. But if you give it a try, don't forget to properly index the database table or its performance will be slow as hell.

The data are not updated frequently for the time being. I update the files once every month so it seems that caching is enough for the time being.

Could you elaborate on what you initially mentioned about "tweaked for optimum performance". How could I optimise performance? I just bought this new computer so I haven't gone through any tweaks at all.

Your help is greatly appreciated.

Things like disabling hibernation, moving pagefile to RAM completely or leaving a very small pagefile (for compatibility with apps that freak out when pagefile isn't found), ensuring that TRIM is enabled... you'll find tons of those advices and registry tweaks on the internet. Some are worthy some are not - it depends.

Thanks Eugene,

I will look into it.

It would be very helpful though if that piece of advice was also present in the WL - FAQ.