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BTUtils for Wealth-Lab - The Powerful Tool Set to Speed Up Backtests and Optimizations in Wealth-Lab Dev / Pro.

BTUtils was created to save a lot of time in the tedious process of simulating and optimizing your strategies.

BTUtils tools take advantage of multicore architectures of modern processors, parallelizing tasks and exhaustively optimizing the code. This allows us to achieve impressive speed up in simulations and optimizations that can become several orders of magnitude faster.

 

BTUtils for Wealth-Lab is composed of 5 different tools:

  • BTSimulator: Speeds up the Simulation/Backtesting of Strategies. Results can be exported to BTAnalytics with a single click.

BTOptimizer: Speeds up the Optimization of Strategies.

BTWalker: Speeds up Walk Forward Optimizations [in development].

BTScorecardA speed optimized scorecard with several additional features.

BTWatchLists: Facilitates the creation of watch-lists of symbols from other watch-lists or symbol lists.

Download BTUtils for Wealth-Lab and try it for 30 days free of charge

BTUtils Overview Videos

Check out these videos to learn more about BTUtils for Wealth-Lab:

 

BTSimulator Overview:

 

 

BTSimulator Comparative Speed Tests:

  • Dipbuyer, 1000 symbols, 18 years of daily data: 20X SPEED UP! YEAH, THAT'S RIGHT! TWENTY TIMES FASTER!
  • Dipbuyer, 5478 symbols, 18 years of daily data: 36X SPEED UP!

 

 

 

BTOptimizer Overview:

 

 

BTOptimizer Comparative Speed Tests:

Dipbuyer, 5478 symbols, all data: 144X SPEED UP!

Moving Averages Crossover - ES E-Mini Future - 16 months of data: 6X SPEED UP!

 

 

Conclusions:

BTUtils for Wealth-Lab tools achieve very significant accelerations with respect to the default tools of Wealth-Lab in all circumstances, reaching in most cases speedups of at least one order of magnitude and even more.

 

The larger the DataSet (number of symbols and bars) and the bigger the number of trades, the larger the speed up.

The speedup is universal across Strategies, Instrument Types, Scales (daily, intraday, etc.), Position Sizing methods.

Note: All tests were performed on a machine purchased in 2014 with an Intel Core I7 5820K with 6 cores and 3.3 GHz and with 16 GB of RAM. Even greater speedups can be expected with modern machines with a larger number of cores.

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Risk Disclosure:

Futures and other instruments trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

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