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[amibroker] why is optimization for a large number of stocks so much slower?


  • Date: Thu, 14 Jan 2010 23:29:37 -0000
  • From: "stevenjhamon" <stevenjhamon@xxxxxxxxx>
  • Subject: [amibroker] why is optimization for a large number of stocks so much slower?

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I have a rotational system that takes about 30 min to optimize when I run it on a basket of 20 stocks. When I run it on a basket of 300 stocks, it takes more than 5 days, which is proportionally much greater.

I use esignal datafeed, optimize with cmae and have 5 variables, 17177 optimization steps.

Is there any way to speed this up? I tried changing the number of bars to load and memory used in the preferences but it didnt help.



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