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Tomasz, at the risk of sounding stupid, I am gonna run this idea by
you. Since AB during backtest and optimizations work on a list of
stocks why not have one cpu (dual core CPUs) work on symbols from top
of the list and another cpu to work on symbols from the bottom of the
list. Like buring candles from both end.
Regards
Kam
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> 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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