Bruce, Thanks for the info. I haven't got around to dissecting that optimizer yet. And, yes, I completely agree that a fixed seed option would be very useful.
Mike --- In [email protected], "Bruce" <bru...@...> wrote: > > Mike - > > Minor correction and maybe more than you are interested in, but SPSO appears > to initialize its random number generator with a fixed seed on each > optimization, so the search sequence is the same - so, SPSO runs are > reproducible. > > This is actually useful in certain cases. I found that I wished that all of > the opt DLL's would have had fixed init OR random timer init as an option, so > I added it. > > -- Bruce > > > --- In [email protected], "Mike" <sfclimbers@> wrote: > > > > Did you perform your test using an exhaustive optimization on identical > > machines (or better yet, the same machine), differing only by 32 bit > > windows vs. 64 bit windows? If not, your test is comparing apples to > > oranges. > > > > 1. If using different machines, the hardware will play a very large role in > > the performance. My high end 64bit server takes 20 seconds to compute what > > my low end 32bit laptop does in 8 minutes. I can assure you it has very > > little to do with the operating system! > > > > 2. If using a non exhaustive optimizer, the built-in randomness of the > > optimizer can result in a different number of actual backtest operations. > > An optimization will take some period of time to converge. Immediately > > running the same optimization again on the same machine may converge sooner > > or take longer. The timing is not fixed, as it would be for an exhaustive > > optimization that will always perform exactly the same number of backtests. > > > > Mike > > > > --- In [email protected], "dubi1974" <gonzales74@> wrote: > > > > > > Hi, > > > > > > I tested it and compared an normal optimization process between 32bit and > > > 64 bit. On the same formula Amibroker 32-bit took more than 8 hours for > > > the optimization process, and Amibroker 64-bit just 4h:50min. > > > > > > So my experience shows me, that it's much faster. My question is, could > > > you Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes? > > > For testing purpose. > > > > > > Many thanks. > > > > > > Regards, dubi > > > > > > --- In [email protected], Tomasz Janeczko <groups@> wrote: > > > > > > > > Hello, > > > > > > > > AmiBroker 5.30.1 64-bit edition (experimental) is now available for > > > > download from: > > > > http://www.amibroker.com/x64/ > > > > > > > > This is experimental version *only* for people running 64-bit Windows > > > > and wanting to utilise *more* than 4GB of memory. 64-bit version does > > > > NOT offer anything more, just ability to access more memory. It can > > > > (and should) be installed into *separate* folder, so it does not > > > > overwrite 32-bit edition (if installed). This version includes only 2 > > > > plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of > > > > IQFeed plugin is in the works > > > > and it will arrive later. > > > > > > > > Note that regular users, even running 64-bit Windows should rather run > > > > regular, 32-bit version of AmiBroker as it offers more compatibility > > > > and > > > > was tested on way more installations. > > > > > > > > Please note that 64-bit version has BETA/experimental status and in > > > > case > > > > of problems you should use 32-bit version instead. > > > > > > > > Best regards, > > > > Tomasz Janeczko > > > > amibroker.com > > > > > > > > > >
