|
PureBytes Links
Trading Reference Links
|
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=giggollo@xxxx
href="">giggollo99
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, October 29, 2002 12:15
AM
Subject: [amibroker] Re: Improving
performance of large optimizations
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.
Assuming you use reasonable steps,
anything you miss is probably worth missing because it occurs over to small a
parameter range, which is not the fingerprint of a robust
system.
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 <A
href="">amibroker@xxxx..., "Tomasz Janeczko" <<A
href="">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 optimizationsare
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 statementsbut
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 (ifmany
opt variables are used)> > > Best regards,>
Tomasz Janeczko> amibroker.com------------------------
Yahoo! Groups Sponsor ---------------------~-->Home Selling? Try
Us!<A
href="">http://us.click.yahoo.com/QrPZMC/iTmEAA/jd3IAA/GHeqlB/TM---------------------------------------------------------------------~->Post
AmiQuote-related messages ONLY to: <A
href="">amiquote@xxxxxxxxxxxxxxx (Web
page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to <A
href="">http://docs.yahoo.com/info/terms/
|