How to speed up slow Strategy Optimization

All posts which do not fit into any other sections of the forum.

Moderator: admin

How to speed up slow Strategy Optimization

Postby Nyaelie » Sat Nov 28, 2020 11:08 pm

Hi!

I'm currently in the process of optimizing a strategy and it's taking an absurd amount of time to optimize. It's not the amount of combinations, but the actual strategy that is opening/closing a large amount of trades during the optimization. That's what I want, but I was wondering if there was any way to speed up that process. I'm currently using a:

Intel i5 3570k
4 cores @ 3.40Ghz

I also tried a:

Intel i7 6770HQ
4 Cores @ 2.60Ghz
8 Threads
(I can use 8 agents because hyperthreading gives me another 4 threads on this one)

However, when I use 8 agents with the i7 6770HQ, it only runs at 60% in task manager, which means its not actually using 8. It also feels slower than the i5 3570k which I can only do 4 agents with. Is it because the optimizer doesn't support hyperthreading? Or does the frequency matters more than the amount of cores?

My question is, what could I do to improve speed on intensive strategy optimization (large amounts of buy/sell). Would a stronger CPU improve speeds? Does frequency or cores matter more? Is hyperthreading supported on TradingStation?

Thanks a lot for any help and have a nice day!
Nyaelie
 
Posts: 15
Joined: Fri Sep 18, 2020 12:19 am

Re: How to speed up slow Strategy Optimization

Postby Apprentice » Sun Nov 29, 2020 3:23 am

Capture.PNG

As a user, you can set a higher step parameter.

Will ask the development team about the rest.
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 36341
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: How to speed up slow Strategy Optimization

Postby Nyaelie » Sun Nov 29, 2020 4:02 pm

Hi,

Thanks for the quick answer! I thought about it, but wouldn't that mean I would be missing half the calculations? My goal would be to not skip over any combination (unless I misunderstood what it does), thanks for the idea though!
Nyaelie
 
Posts: 15
Joined: Fri Sep 18, 2020 12:19 am

Re: How to speed up slow Strategy Optimization

Postby Victor.Tereschenko » Mon Nov 30, 2020 10:37 am

Nyaelie wrote:Hi,

Thanks for the quick answer! I thought about it, but wouldn't that mean I would be missing half the calculations? My goal would be to not skip over any combination (unless I misunderstood what it does), thanks for the idea though!

Simple thread performance matters the most. Newer CPU will help but it's better to try to optimize the code of the strategy.
“There are only three sports: bullfighting, motor racing, and mountaineering; all the rest are merely games.” (c) Ernest Hemingway
Victor.Tereschenko
FXCodeBase: Confirmed User
 
Posts: 144
Joined: Fri Nov 19, 2010 8:55 am


Return to General Discussions

Who is online

Users browsing this forum: No registered users and 5 guests