hardware configuration

Forums › ProRealTime English forum › ProOrder support › hardware configuration

Viewing 15 posts - 1 through 15 (of 21 total)
1 2
  • 04/10/2018 at 7:01 PM #67948
    irioton

    Hi everyone !

    I launched an optimisation for 100 000 bars with all 10 000 possibilities 5h ago, I am still at 20%.

    Could someone tell me what part of my computer is involved in the process, so I could boost it.

    Is it CPU or RAM or both ? Or could it be my internet connexion from which the data tick by tick is downloaded (if it is not already there).

    Does someone know how the optimisation works from a hardware perspective ?

    thank you.

    04/10/2018 at 7:16 PM #67949
    GraHal

    Loads of RAM helps, but most of the work is done on the PRT server (remotely).

    I have found that if I need to do a 100 000 bars with all 10 000 possibilities then I close down my Platform before I set it going and it does seem to help a bit! 🙂

     

    1 user thanked author for this post.
    avatar irioton
    04/10/2018 at 7:29 PM #67953
    Vonasi

    My guess is that it is an overly complicated strategy which means each combination requires a lot of tick by tick calculating, checking and testing – as five hours is a crazy amount of time to do 20% no matter how little RAM you have. Or you are testing on variable numbers that are massively out of the necessary range. Start with bigger steps and see which area of variable  give the best result and then hone in on that area with decreasing steps in further optimization runs.

    Over complicated strategies have a greater chance of being curve fitted so you may be wasting your time anyway if this is the reason.

    I personally like to have only two or three variables this way you can avoid curve fitting and then easily graph the strategy results to see if the theory works over a broad range of variables confirming that it is not curve fitted.

    1 user thanked author for this post.
    avatar GraHal
    04/11/2018 at 2:26 PM #68025
    irioton

    Hi ! thanks for your answers, i’m only testing sl and take profit 1 to 100 each.

    04/11/2018 at 2:55 PM #68031
    GraHal

    Try in steps of 10 each or even 5 then steps of 1 … so much quicker result overall.

     

    04/11/2018 at 4:34 PM #68040
    Vonasi
    irioton wrote:

    i’m only testing sl and take profit 1 to 100 each.

    Then it must be a lot of slow calculations or an indicator that is slow to calculate for each new bar as just SL and TP of 1 to 100 should not be an issue.

    04/11/2018 at 4:38 PM #68041
    irioton

    Okay, I will try with bigger steps, this already was my method, I just wanted to do everything in one shot.

    04/11/2018 at 4:40 PM #68042
    GraHal

    I think he is doing both together so 100 x 100 = 10,000 combos, 80% of combos prob result in a loss anyway so why bother?

    Larger steps would speed it all up and show the range / combos that result in loss.

    Let us know how you get on as we like to close the loop! 🙂

     

    04/11/2018 at 6:15 PM #68047
    irioton

    I did exactly that, step of 10 gives me a range, then step of 5, 2 and 1.

    I’ve got another problem now, I can’t put my system live, the plateforme tells me there are not enough history for the indicator i am using in the system (TDI).

    so I put the line below at the begining, but i get the same message, any idea ?

    04/11/2018 at 6:33 PM #68048
    GraHal

    Try

     

    04/12/2018 at 2:17 PM #68177
    irioton

    Yes, i did that (sorry something went wrong in the message,I didn’t put <em> in the code), but still doesn’t work.

    04/12/2018 at 2:27 PM #68180
    GraHal

    Easiest would be to post your code on here and I would try it on my Platform and fault find etc?

    04/12/2018 at 4:38 PM #68187
    irioton

    Here it is, for dax 2 min.

    04/12/2018 at 4:51 PM #68189
    GraHal

    I backtested on 10k bars and 15k bars (both quick) and 100k bars which took 2 – 3 minutes. but no error messages at all.

    I then dropped the preloadbars from 10,000 to 2000 and it completed with no error messages.

    I then rem’d out the preloadbars (so only the default preload bars of 200) and it completed with no error messages.

    Looks Good!
    GraHal

    PS Are you trying over 200k bars and – like me – you only have access to 100k bars??

     

    04/12/2018 at 4:55 PM #68191
    irioton

    backtest is ok, it’s when i put it live that the system shuts itself down.

  • Author
    Posts
Viewing 15 posts - 1 through 15 (of 21 total)
1 2

Find exclusive trading pro-tools on ProRealCode Marketplace

Similar topics:
a question about hardware usage during the backtest

Create your free account now and post your request to benefit from the help of the community
Register or Login