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How to speed up slow Strategy Optimization

PostPosted: Sat Nov 28, 2020 11:08 pm
by Nyaelie
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!

Re: How to speed up slow Strategy Optimization

PostPosted: Sun Nov 29, 2020 3:23 am
by Apprentice
Capture.PNG

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

Will ask the development team about the rest.

Re: How to speed up slow Strategy Optimization

PostPosted: Sun Nov 29, 2020 4:02 pm
by Nyaelie
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!

Re: How to speed up slow Strategy Optimization

PostPosted: Mon Nov 30, 2020 10:37 am
by Victor.Tereschenko
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.