Tomasz, I saw a performance improvement but not the type you were expecting. I did an 50 step optimization of one variable over 100 symbols. On a formula complexity scale of 1 to 10 (with 10 being extremely complex), I'd say mine was maybe a 6.0 (couple hundred lines of code). I'm running an AMD 3200 with 2GB of RAM together with Windows XP Profesional, Service Pack 2.
Results with 5.00 were 2 minutes, 32 seconds. Results with 5.01 were 2 minutes, 18 seconds. Note: I'm NOT running 64 bit windows (mainly because I don't know what it is). Dan --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > If you are running optimizations using new version I would love to hear about the timings you get > compared with old one. > Note that optimization with new version may run even 2 times faster (or more), > but actual speed increase depends how complex the formula is and how often system > trades and how large baskets. Speed increases are larger with simpler formulas, > because AFL execution speed did NOT change. The only things that has changed > is collection of signals (1st backtest phase) and entire 2nd phase of backtest. > As it turns out, when backtesting very simple formulas the AFL code execution is only less > than 20% of total time, the rest is collecting signals and sorting them > according to score and 2nd phase of the backtest (actual trading simulation). > These latter areas were the subject of performance tweaking. > > Best regards, > Tomasz Janeczko > amibroker.com >
