Dan, Thanks. That's normal. Your formula is complex enough to constitute more than 80% of total execution time and this kind of smaller speed up is to be expected. Also there is difference between first run (when data are actually read from files/external source) and subsequent runs (from cached data).
Previous speed optimizations (done in 4.80) that fine-tuned AFL were targeted on such cases. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "danielwardadams" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, October 05, 2007 10:45 AM Subject: [amibroker] Re: Optimization speed increase in 5.01 > 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 >> > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > >
