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Any way to run an algorithm without backtesting?

Hi!
I have an algorithm that I am working on that is pretty computationally intensive. When I try and run the backtest, it runs for a few hours, but does not show any progress, and the backtester eventually ends up timing out, or displaying an error message.

Is there any way to run an algorithm in live or paper trading without first running a backtest, to get past this error?

Thanks!

3 responses

Have you tried it in a notebook? Notebooks are more capable of heavy lifting associated with computational intensive calculations.

If you are not entering the contest (which requires a 2-year backtest, I think), you could run a short backtest, right? However, if the backtest shows no progress whatsoever, then you may have problems with live trading, anyway. You may need to address that problem first.

Those are all great ideas that I hadn't thought of yet - I will try them out and then lethe you all know how they work.

Thanks!