Hi. I have a relatively powerful PC with 8 Gigs of RAM and 1 tera byte Hard Drive and Windows 7. And I am using WLP 6

I used to do my and my friends' optimization because my computer did it a lot faster than theirs did. Optimizing strategies on daily bars for 14 years did not take much time. Recently, however, I have been having nothing but problems. Optimization on much shorter time period would take days ( once, it ran for several days before WLP froze,) and then WLP would freeze and therefore I had to boot out of the computer.

I tried backtesting different strategies for short periods such as 2 weeks recently to see if the problem was occurring with one particular strategy, but it was happening to the other strategy as well. I also tried Genetic, and Monte Carlo optimization thinking that these would complete faster. They demonstrated the same problems as when I was doing Exhaustive optimization. Once again, these are the same strategies that I used to back test, and then optimize in no time for a lot longer time frames.

Would you like me to create a support ticket?

Copy only the code in a blank new Strategy window, click Optimize, run optimization, will you see any difference?

And if it didn't help, reinstall .NET framework 2.0 (or 3.5). Download from Microsoft if needed.

Hi Eugene. I tried your first suggestion, and copied the code into a blank Strategy window. I then ran optimization like you suggested, and got no results, but I realized that maybe I should have back tested the strategy first before optimizing because without first back testing, I don't think there are any results (of the back test) to optimize.so I did the back testing for a short period ( about two weeks worth of trades,) and the back test generated 0 trades and of course 0 results which should not be the case. This strategy should have generated trades. I guess I will now have to try your second suggestion about reinstalling the .net framework. Please let me know if you would like me to do something else instead. Thanks.

Any new code should be Compile'd before optimizing or executing (as mentioned somewhere in the User/Language Guide).

Having zero trades after backtesting suggests that either your data loading range and/or other settings are not in line with the original strategy window, or there's a compiler error due to bad copy/paste. Double-check everything.

Also try stepping off the beaten track by:

* optimizing on different DataSets,
* optimizing the "canned" Strategies or the scripts just downloaded (Open Strategy - Download).

If all this fails, reinstall .NET 2.0/3.5+ and Wealth-Lab Pro.

Ok, I will do those things Eugene. In the mean time, I already downloaded .NET framework 4.0 from Microsoft, booted out the computer, got back in, and ran the same strategy on a smaller data set of 2316 stocks as oppose to the previous over 6000 stocks, and I did get some trades after back testing on Raw Profit mode, so I went ahead, and clicked on optimize, and it started doing it for about 1 1/2 hour on Exhaustive mode, and there is no end in sight at this time. And what is more bizzare is that under the progress bar that fills up as it goes along, there is "Remaining" which gives you the remaining amount of time for the optimization to complete, that time calculation expressed in day, hour, min and seconds is INCREASING as time goes by rather than decreasing, so something is definitely wrong, and when things used to run smoothly optimization like this with the same conditions including the number of stocks in the data set completed in matter of minutes especially the date range is only about 2 weeks for the real trade generating period. It is the same thing over again.

I will try to do what you described above including possibly re-installing WLP.

Let me know when you reinstalled .NET 2.0/3.5 and what was the effect.

I think I installed .NET 4.0 because that was the most recent version on Microsoft web site. Should I be installing one of the older versions like you described?

Also Eugene, is there a section within WLP where there is instructions on how to uninstall and reinstall WLP? thanks.

I believe that .NET4 should include the framework's previous versions but I only do care about .NET 2.0 because Wealth-Lab 5.x/6.0 is built upon .NET 2.0 (and certain extensions may utilize .NET 3.5) and there's no dependance on .NET 4.0 at all.

Reinstalling .NET is something we suggest in pretty "weird" cases only. If it didn't help, go back to my other suggestions and working them out thoroughly, double checking everything.

Actually my question was about reinstalling WLP. I think I am OK with .NET installation although I was a little uncertain about whether I should have uninstalled the .NET framework that might have been in my computer. I don't know if .NET comes with computers ( with Windows.) I certainly never installed it my self before. I did however install Visual Studio 2008 and the trial version of Visual Studio 2010, and I don't know if .NET was included in one of those 2 software. Today, I simply went to Microsoft's web site, and clicked on the download button for .NET framework 4.0, so I don't know whether I have a whole bunch of .NET frameworks in my pc now.

Waiting for your answers to all my questions/suggestions in 1/5/2011 9:33 AM before even considering reinstallation.

I have answers for some items, but I will report later when I finished trying everything. Talk to you then.

Hi Eugene. Sorry for the delayed response. I had other obligations that I had to attend to, but I got around to trying the things that you suggested. There is good news and bad news. The good news is: I got some optimization results when I tested the same strategy (as before) on a smaller data set: Nasdaq 100. Prior to this I was using data sets that comprised over 2600 stocks and over 6000 stocks, and as we discussed the optimization created all sorts of problems including "seemingly" running for several days, and freezing, returning "0" for all categories of optimization results, "remaining time" increasing rather than decreasing as time progressed, etc, etc, etc.

I also tried optimizing a canned strategy that I picked from WLP on the same, smaller data set: Nasdaq 100, and got some results that seemed to be something normal.

And then, I went back, and back tested and then optimized the same custom strategy again on the entire Nasdaq which was slightly larger than my previous custom data set of over 2600, and I got the same problem: it returned "0" for all categories of optimization results.

So this round of experiments seem to suggest that the size of the data set used made a difference.

But the "bad news" is that previously, for a long time, I was able to optimize a variety of custom strategies that were very similar to the current custom strategy that I have been using, and I was using the large data sets that I mentioned above: over 2600. Not only that, I was backtesting and optimizing over 14 year without any problems! All the current experiments that I mentioned above were done over only 5 months. So I still think that there might be a problem with the optimization feature in my WLP. Do you think I should reinstall WLP? If so, please give me instructions as to how I could do that. thanks a million.

Reinstalling WLP isn't any different from reinstalling any other Windows app. Uninstall, reinstall, voilà.

However I'm not putting too much faith in it for two reasons - the problem might not necessarily be with WLP but .NET or your PC in general, and reinstalling is known to be harmless but useless (as answered in this Wiki fAQ).

On a related note, could you elaborate on the "5 months"? Is it intraday data, compressed to daily or not, and before it was 14 years of daily data?

" 5 months" meant the most recent 5 months on daily. 14 years was the most recent 14 years daily, and this used to be a cinch.

If the problem is with .net or my pc, what should I do? I told you my status with .net in one of my previous posts. Please, if you could, revisit what I said about that issue, and advise what to do. Thanks.

And I don't think I understood what you meant by "compressed." I did not do any compressing. I just chose the daily and the data range from the upper left corner of WLP.

If you followed my previous suggestions then I currently have no further suggestions for you. From the information above, the source of the problem is not obvious.

Out of the blue, Wealth-Lab optimizations won't suddenly slow down while the rest apparently continues to work fine. I can't know what activity in between could have affected your configuration.

So try recollecting any changes that have been made a) to the system in whole and b) to your Wealth-Lab workflow in particular, for what you describe was never registered before. It's complete guesswork but what, for example, if you have inadvertently selected a power plan in Windows with reduced CPU clock speed?

Edit

A couple more suggestions/musings to try:

1. With 8 Gb RAM, you're of course working with WLP6 64-bit edition?

2. Re-examine the code of your slowed strategy. Copy the code to a new window, don't add any indicators/items to it, compile, save and optimize that copy only. This is to exclude the possibility that the XML file has got "damaged" somehow.

3. If your custom strategy is complex enough to depend on any 3rd party libraries (assemblies, DLLs)... but you would have mentioned that, wouldn't you?

4. Final thoughts. If .NET 2.0/3.5+ was repaired by uninstalling/reinstalling (last silver bullet in weird cases), then try the following.

Uninstall WLP. Important: manually delete the main WLP folder under Program Files to remove all leftover DLLs such as the extensions or custom DLLs. (Confirm UAC prompt. Admin rights required.) Install WLP again.

After reinstalling, following this procedure lets you restore WLP to "factory settings". You may try the routine from step 4 and check if starting from scratch makes any difference. Note: to avoid losing ALL your precious custom Strategies, ensure that the "WealthLabPro" folder is renamed, not removed! As you have completed step 6, do not go any further with step 7 yet. Run WLP, optimize canned strategies on large DataSets:

General troubleshooting procedure

If optimizing on your huge DataSets is back to norm, move on to step 7 and work it out directory by directory.