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Hi TJ - I was just wondering if there might be any plans for a new Equity()
function that uses new backtester with the extra features and speed that it
now has. I really like "backtester in a box" aspect of Equity function and
ability to display results immediately in the charts without having to use
the actual backtester. I know about ~~~Equity but I believe this still
requires use of the actual backtester? If you think it is possible, I will
be happy to put in a suggestion in the DevLog. Thanks very much!.
Steve
----- Original Message -----
From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 04, 2007 9:34 PM
Subject: [amibroker] Optimization speed increase in 5.01
> 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
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
Please note that this group is for discussion between users only.
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SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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