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Thank goodness they are finally improving the performance of Tradestation
....
We've waited, what, 6 YEARS ?
However, it would be interesting regarding:
> With DLL computation TS200i Time to completion = 10Hrs 4Min
> With DLL commented out(no DLL calcs) AND the buy/sell logic
> commented out - Time To completion =8Hrs 30Min
>
What about the case of no DLL call, but Buy and Sell logic in place.
This would isolate the DLL overhead penalty.
> -----Original Message-----
> From: Mike Symth [mailto:mqsymth@xxxxxxxxx]
> Sent: Wednesday, April 26, 2006 7:19 PM
> To: omega-list@xxxxxxxxxx
> Subject: Optimization Speed TS2000i vs TS8.1
>
> Before TS8,1, TS2000i used to be 20% faster in optimization speed.
>
> Here are my current tests.
>
> Strategy uses DLL for computation speed.
> 1.5 years of 1min bars
> 6144 input combinations.
> Computer AMD Athlon 64 3700+, 2gig memory
>
> TS2000i Time to completion = 10hrs 4min
> TS8.1 b3146 time to completion = 8hrs 48min
>
> Another funny thing that I didn't realize about TS is that
> most of the TS computation time is spent calculating all the
> TS performance variables at each bar (net profits, profit factor, etc)
>
> For instance here are the timings with and without the call to my DLL.
> The DLL provides a number and TS based upon that number
> isues it's buy or sells.
>
> With DLL computation TS200i Time to completion = 10Hrs 4Min
> With DLL commented out(no DLL calcs) AND the buy/sell logic
> commented out - Time To completion =8Hrs 30Min
>
>
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