Optimization very slow
Informatix
via web
I tried a sample on your site (OptimizedParameters) to test the optimization speed and it appears to be very very slow. Even a netbook could compute these things quicker. Where is the blazing speed provided by your grid of servers ? Is there a problem with optimization or load balancing ?
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Support Staff 2 Posted by David on 21 Apr, 2010 07:24 AM
Hi,
The grid is very good to optimize lots of long backtests. For very short backtests, your workstation would indeed be faster. We are working on it.
Here is a deal: Write a strategy with a score of 7, and I'll double the speed by giving you more workers on the grid.
David.
Support Staff 3 Posted by David on 21 Apr, 2010 08:41 AM
We also found a performance regression that makes the strategy very slow. We'll deploy a fix as soon as possible.
David.
Support Staff 4 Posted by David on 21 Apr, 2010 09:19 AM
Hi,
We deployed a bug fix this morning. The backtest should be MUCH faster.
Can you give it a try and tell what you think ?
David.
5 Posted by Fred on 21 Apr, 2010 09:51 AM
That works better. But we are far from the speed expected from such a server architecture. I use AmiBroker to test my strategies and I need just a few seconds on a basic PC to test thousands of values for many parameters (or a few minutes if I use a short timeframe). Even, ProRealtime online seems to be quicker (all computations are made on the client) and ProRealtime is probably the slower optimization engine I've ever seen. So it's a little bit surprising. As it is the lack of many popular indicators (CCI for instance) in Market Runner.
Algodeal is an interesting project but I consider it "too beta" to contribute for now. Keep up the good work.
Cordialement,
FLM