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Re: [amibroker] Re: OT- Optimization



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My machine is similar to yours 1.8 GHz , 1GB Ram, SCSI 160 M/S hard drive.
25 minutes does not surprise me for 60,000 iterations depending on how many
stocks are being tested and what the code is like...thatıs 40+ back tests
per second.
-- 
Terry


From: "joeemmett2000" <joeemmett@xxxxxxxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Wed, 29 Sep 2004 01:40:49 -0000
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: OT- Optimization

Terry,
One was 62,208 iterations and took 25 minutes. It goes pretty fast if
I do 3 variables at a time. Then I do the other two sets of 3. Then I
go back to my first set and make any changes to it after I do the
second and third sets. Them I check the second set again, make any
changes and then the third set again. After going around this circle
two or three times no changes are necessary.

I know I'm asking a lot with 9 variables so if I have to wait, so be
it! Thanks everybody for their help, Joe


--- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> You didnıt say how many iterations it is performing. Let us know
and we can
> tell you if thatıs normal or not. 9 variables doesnıt give a real
clue as to
> how much youıre asking AB to do.
> -- 
> Terry
> 
> 
> From: "Herman van den Bergen" <psytek@xxxx>
> Reply-To: amibroker@xxxxxxxxxxxxxxx
> Date: Tue, 28 Sep 2004 15:51:27 -0400
> To: <amibroker@xxxxxxxxxxxxxxx>
> Subject: RE: [amibroker] OT- Optimization
> 
> Hello Joe,
> 
> There have been discussions on how to upgrade hardware to increase
code
> executions however my personal experience is that "cleaning" up and
> "Sreamlining" the code is far more effective than upgrading
hardware... but
> i agree that it is less fun to do :-) A simple memory upgrade will
however
> help.
> 
> If you have nine variables you have to determine whether these
variables
> have any synergy, the question to ask is whether there is
interaction
> between all of them. If so you have no choice but to perform a
brute force
> nine-variable optimization. If some variables have an independent
effect on
> system performance then you can run those separately, one at a
time. I think
> you can optimize variables separately with some additional coding
if need
> be - can't put my fingers on that code right now.
> 
> Some instructions take longer then others, you may be able to reduce
> execution time identifying where the time goes. You can do this
using
> DebugView, it allows you to measure the relative time it takes to
process a
> certain piece of code. Finding the processing bottleneck may help
you to
> make that part of the code more efficient.
> 
> If you read many arrays from disk that you may want to read them
just once
> and store them in dynamic variables. These can be read faster than
reading
> from disk. I remember a case not too long ago where doing that
reduced
> execution time nearly a hundred times.
> 
> Without knowing you code it is difficult to give specific help, but
the
> above should help you bring the time down quite a bit.
> 
> have fun,
> herman
>   -----Original Message-----
>   From: joeemmett2000 [mailto:joeemmett@x...]
>   Sent: Tuesday, September 28, 2004 3:14 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] OT- Optimization
> 
> 
>   I am still using Amibroker 4.60.1. I have a Pent 4, 1.6GHz,
1.00GB of
>   Ram. Running XP Pro. My task manager shows 33 processes with
>   available memory of 851,500k.
> 
>   I have one code that I optimize for 9 variables. I try and set the
>   range as small as possible, but even then it can take 30 to 45
>   minutes to complete.
> 
>   Is there anything I can do to speed up this process? Would it run
>   faster using Windows 2000? I tried running it using 'safe mode'
but
>   it seemed to take just as long.
> 
>   Any ideas or suggestions appreciated. Joe
> 
> 
> 
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