Optimization with Multithreading
Author: odeedo
Creation Date: 2/18/2010 8:49 AM
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odeedo

#1
When i start an optimization of a strategy it looks like that it runs only on one processor and with one thread, step by step through all parameter combinations.

Is this true?

It would be very faster when it runs (depending on the number of processors) in parallel task . (ie. 3 or 4 parallel)
Is there a way to configure it?

I know that you can fork it in the strategy itself if possibly, but this is not the question here.
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Eugene

#2
Optimizations run step by step through all parameter combinations - this is by design. The rest is in the hands of .NET, and there are no configuration options. Optimization speed is already vastly superior to V4's.

Currently, you can run several optimizations in different workspaces, or the same optimization task broken in 2-4 segments.

Also, we expect to deliver some good news on optimization in a not so distant future.
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odeedo

#3
QUOTE:
Optimization speed is already vastly superior to V4's.

This is true ;-), but if you run it on 5000 stocks with 100 parameter combinations (2 parameter with 10 variations each) it take a while.

QUOTE:
"Currently, you can run several optimizations in different workspaces, or the same optimization task broken in 2-4 segments."

Thats like i do it almost in WL4 but with WL5 i thought it is just build in :-).
(I do an optimization on different watchlists in parallel, but this is more a matter of testing stability )

QUOTE:
Also, we expect to deliver some good news on optimization in a not so distant future.

Sounds good, whatever it means.
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Eugene

#4
QUOTE:
[QUOTE]Also, we expect to deliver some good news on optimization in a not so distant future.

Sounds good, whatever it means.[/QUOTE]
Hopefully, it will further improve optimization speeds...
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cs96ai

#5
Right I agree.....
Even running optimization on a background thread so that you can still use the UI would be a good improvement.

I love the heat map! Very nice product!
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Eugene

#6
QUOTE:
Even running optimization on a background thread so that you can still use the UI would be a good improvement.

Optimization do run on a background thread, so you can fully use the UI, open new Strategy windows, even open up a new Workspace and have another optimization running there in parallel. It's already there.
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