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I can assure you that your observation is correct.
Actually, you are lucky. In many cases that I do for clients
the time is twice as great and not anyone at Tradestation
seems to be concerned with the problem.
I agree with Bob Fulks that TS8 has a lot of advantages
but it is certainly clear to me that the PowerEditor being
integrated into the "Platform" of TS8 did not improve that
aspect and what is stranger is that the optimization process
seems to be similar and maybe the only trouble is that
"double precision" does take a bit longer than the old
32 bit arithmetic.
Clyde
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: clydelee@xxxxxxxxxxxx
7910 Westglen, Suite 105 Office: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
Details at: www.theswingmachine.com
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----- Original Message -----
From: "Mike Symth" <mqsymth@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Saturday, January 22, 2005 5:34 PM
Subject: TS8 vs TS2000i- one more thing
Despite Bob Fulk's elegant description of the new
advantages of TS8, I find one thing a very big
disadvantage. That is the optimization module.
I have a system(strategy) that uses a Dll and that
runs 5625 cases in TS2000i in 43min. When I run the
exact same system on the exact same data in TS8
(offline) the optimization takes 61min. That's about
a 50% increase in optimization time. this is clearly
a big disadvantage for those who do a lot of
optimizations.
BTW although I don't remember the exact numbers
TS2000i optimization module ran much faster than TS4's
optimization module.
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