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Tomasz,
I saw a performance improvement but not the type you were expecting.
I did an 50 step optimization of one variable over 100 symbols. On a
formula complexity scale of 1 to 10 (with 10 being extremely
complex), I'd say mine was maybe a 6.0 (couple hundred lines of
code). I'm running an AMD 3200 with 2GB of RAM together with Windows
XP Profesional, Service Pack 2.
Results with 5.00 were 2 minutes, 32 seconds.
Results with 5.01 were 2 minutes, 18 seconds.
Note: I'm NOT running 64 bit windows (mainly because I don't know
what it is).
Dan
--- 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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