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Re: Improving performance of large optimizations



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Thank you Tomasz and thanks also to Steve Davis for his suggestions. 
Yes, Tomasz, I am optimizing on one symbol only. My fear of 
increasing step size is that I might miss some detail of the big 
picture in the first pass which will never be uncovered as I zoom in 
on other parameters which draw my attention in the first pass. In 
any case, I upgraded from 512MB to 1 GB of RAM just to try it out 
and there was no noticeable performance improvement as you both 
suggested. One benefit of the new RAM was that I was able to let 
Amibroker run all day in the background and still was able to use 
the computer to browse the web and do other tasks with 1 GB of RAM 
whereas I wasn't able to do that with 512 MB :)

Thanks for the insight again!




--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> 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