[amibroker] Optimization speed increase in 5.01

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

If you are running optimizations using new version I would love to hear about the timings you get
compared with old one.
Note that optimization with new version may run even 2 times faster (or more),
but actual speed increase depends how complex the formula is and how often system
trades and how large baskets. Speed increases are larger with simpler formulas,
because AFL execution speed did NOT change. The only things that has changed
is collection of signals (1st backtest phase) and entire 2nd phase of backtest.
As it turns out, when backtesting very simple formulas the AFL code execution is only less
than 20% of total time, the rest is collecting signals and sorting them
according to score and 2nd phase of the backtest (actual trading simulation). 
These latter areas were the subject of performance tweaking.

Best regards,
Tomasz Janeczko
amibroker.com


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