|
PureBytes Links
Trading Reference Links
|
Hello,
Answers below.
> Hi everyone,
>
> This question is directed to Tomasz and to anyone who has experience
> in doing large optimizations.
>
> I am attempting to perform quite large optimizations with a large
> amount of intraday data. I have a Windows XP OS, 1.2 GHz Athlon CPU
> and 512MB SDRAM. The optimizations are of the order of 15,000
> optimization steps over 50,000 intraday bars.
I guess you are optimizing for SINGLE symbol. Correct?
>
> I would like to know what upgrades you believe will allow me to do
> these optimizations faster. Which would in your experience enhance
> performance more, an increase in RAM or CPU speed?
>
> By monitoring CPU utilization and RAM utilization during these
> optimizations, I noticed that Amibroker uses 100% of CPU ("CPU
> USAGE" parameter in Windows Task Manager/Performance Tab) but only
> about 60% of the RAM ("PF Usage" and "Commit charge" and "Physical
> Memory available" in Windows Task Manager/Performance Tab). Those
> are the figures I see but I will defer their interpretation to the
> experts which I am not.
If you optimizing for single symbol the RAM won't be utilised to 100%.
This is normal because the memory requirements for single-sym optimizations are
smaller.
Whats more when running single-symbol optimization AmiBroker has
everything cached in RAM so you can not gain too much by simple
windows config changes.
> Any other suggestions that could enhance the time required to
> perform these large optimizations? I know I could increase the step
> size in the optimize statements but I would like to optimize on a
> fine grain.
You should really consider increasing the STEP in optimize statements
and run the first-stage optimization to find areas that could be optimized
further with finer grain. Such two-stage process may decrease optimization
time by several orders of magnitude (if many opt variables are used)
Best regards,
Tomasz Janeczko
amibroker.com
|