Dukascopy
 
  
Wiki JStore Search Login

Post new topic Reply to topic    Pages: [ 1 ] Print view  
Optimizing optimization
ZeroIce
 Post subject: Optimizing optimization Post rating: 0   New post Posted: Thu 29 Nov, 2012, 14:50 
User avatar

User rating: 0
Joined: Tue 17 Jan, 2012, 15:15
Posts: 20
Location: Russian FederationRussian Federation
Hello,

I'm looking for a way to test 1 strategy with >1000 combination of parameters. I tried to use JForex optimization and have several problems:
1. When I launch 100 or more combination, JForex takes 100% cpu and does nothing for 12 hours (then I stopped it). I have 6 core i7 and this problem looks strange to me.
2. I tried to launch 20 combination and first 20-30 mins ita takes 100% cpu then reduces to 16.6%. It means JForex uses only 1 core. Test time is more than 5 days... If I sit all day long and manually launch my strategy 1 by 1 it will take 40 hours (as 1 test lasts 2 hours).

How can I speed things up? Is it possible to launch backtests multithreaded? What's the best combination count for test? Please show me the way to solve this problem.

Thank you for your time.
 
API Support
 Post subject: Re: Optimizing optimization Post rating: 0   New post Posted: Fri 30 Nov, 2012, 11:58 
User avatar

User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
ZeroIce wrote:
How can I speed things up? Is it possible to launch backtests multithreaded?
If you use JForex-SDK, then you can launch multiple strategies in parallel:
https://www.dukascopy.com/wiki/#JForex_SDK/Running_strategies
 
Post new topic Reply to topic      Pages: [ 1 ]  
Display posts from previous:   Sort by    

Jump to:  

  © 1998-2025 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com