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Dan,
Thanks.
That's normal. Your formula is complex enough to constitute more than
80% of total execution time and this kind of smaller speed up is to be expected.
Also there is difference between first run (when data are actually read from files/external source)
and subsequent runs (from cached data).
Previous speed optimizations (done in 4.80) that fine-tuned AFL were targeted on such cases.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "danielwardadams" <danielwardadams@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 05, 2007 10:45 AM
Subject: [amibroker] Re: Optimization speed increase in 5.01
> 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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Please note that this group is for discussion between users only.
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