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Thank you Tomasz and thanks also to Steve Davis for his suggestions.
Yes, Tomasz, I am optimizing on one symbol only. My fear of
increasing step size is that I might miss some detail of the big
picture in the first pass which will never be uncovered as I zoom in
on other parameters which draw my attention in the first pass. In
any case, I upgraded from 512MB to 1 GB of RAM just to try it out
and there was no noticeable performance improvement as you both
suggested. One benefit of the new RAM was that I was able to let
Amibroker run all day in the background and still was able to use
the computer to browse the web and do other tasks with 1 GB of RAM
whereas I wasn't able to do that with 512 MB :)
Thanks for the insight again!
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Hello,
>
> Answers below.
>
> > Hi everyone,
> >
> > This question is directed to Tomasz and to anyone who has
experience
> > in doing large optimizations.
> >
> > I am attempting to perform quite large optimizations with a
large
> > amount of intraday data. I have a Windows XP OS, 1.2 GHz Athlon
CPU
> > and 512MB SDRAM. The optimizations are of the order of 15,000
> > optimization steps over 50,000 intraday bars.
>
> I guess you are optimizing for SINGLE symbol. Correct?
>
> >
> > I would like to know what upgrades you believe will allow me to
do
> > these optimizations faster. Which would in your experience
enhance
> > performance more, an increase in RAM or CPU speed?
> >
> > By monitoring CPU utilization and RAM utilization during these
> > optimizations, I noticed that Amibroker uses 100% of CPU ("CPU
> > USAGE" parameter in Windows Task Manager/Performance Tab) but
only
> > about 60% of the RAM ("PF Usage" and "Commit charge"
and "Physical
> > Memory available" in Windows Task Manager/Performance Tab).
Those
> > are the figures I see but I will defer their interpretation to
the
> > experts which I am not.
>
> If you optimizing for single symbol the RAM won't be utilised to
100%.
> This is normal because the memory requirements for single-sym
optimizations are
> smaller.
> Whats more when running single-symbol optimization AmiBroker has
> everything cached in RAM so you can not gain too much by simple
> windows config changes.
>
> > Any other suggestions that could enhance the time required to
> > perform these large optimizations? I know I could increase the
step
> > size in the optimize statements but I would like to optimize on
a
> > fine grain.
> You should really consider increasing the STEP in optimize
statements
> and run the first-stage optimization to find areas that could be
optimized
> further with finer grain. Such two-stage process may decrease
optimization
> time by several orders of magnitude (if many opt variables are
used)
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
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