REQ: TickZOOM (for fast multiple CPU core backtesting over real tick data)

[hyperdimension]

Web site: http://www.tickzoom.com

 

This platform looks far better than MetaTrader 4 for accurate and fast backtesting.

 

MetaTrader 4 can only run in a single CPU core and can't backtest over real tick data without a patch and cumbersome tick data preparation.

 

MetaTrader 5 can use multiple CPU cores, however there is currently no way to import custom historical data.

 

Most new computers have multiple CPU cores, and TickZOOM has been designed to make full use of all CPU cores.

 

Here are some quotes from the TickZOOM vendor:

Zoom Speed?

 

Well, TZ processes 11,000,000 ticks in just under 40 seconds

and never uses over 80 meg of memory. Is that ZOOM speed? You decide.

 

It can also process billions of ticks which takes linearly longer,

but due to streaming technology someone recommended (and was added)

it never uses more than around 80 meg of memory and so it can

actually run endless amounts of data without blowing the PC memory.

 

Someone also pushed for addding the ability to process bar data at

equivalent speeds and that was added recently, it processes over

6,000 bars (25 years of daily data) in less than 400 ms. That can

make for some really quickly optimizations runs.

 

TickZOOM can also backtest multiple strategies over multiple symbols, i.e. "portfolio" backtesting.

MetaTrader 4 can only backtest over one symbol at a time.

 

A free trial is available if you email the vendor. Does anyone have it already and can share it?

Edited November 11, 2010 by hyperdimension

[hyperdimension]

Here is a comparison chart between TickZOOM and other platforms:

http://www.tickzoom.com/raw-attachment/wiki/TickZoom/Comparison/NewComparison.png

http://www.tickzoom.com/raw-attachment/wiki/TickZoom/Comparison/NewComparison.png

Edited November 11, 2010 by hyperdimension

[Stormin_Norman]

That really does annoy me with MT4. That it only uses 25% of my PC's powder, when I would much rather it went hard at processing the tests so I could get my results done!