Is there a way to code a strategy that will allow NT8 to distribute the optimization across multiple cores, and so allow it to go quicker?
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Can NT8's new multi-threading capabilities be used to make optimizations quicker?
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Can NT8's new multi-threading capabilities be used to make optimizations quicker?
Is there a correct way to take NT8's new multi-threading capabilities into account when coding a strategy so that optimizations will go faster?
Is there a way to code a strategy that will allow NT8 to distribute the optimization across multiple cores, and so allow it to go quicker?Tags: None
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Hello AnotherTrader,
Thanks for opening the thread.
Strategy Analyzer optimization backtests in NinjaTrader 8 will already use multiple cores/threads. You can witness this by running an optimization backtest with several parameters to optimize and observing the core utilization for each thread in the Windows Task Manager.
To improve backtesting performance and memory utilization, it would be advised to write the strategy so it can be used with IsInstantiatedOnEachOptimizatonIteration = false. To use this property, the strategy must reset all of its class level variables in State.DataLoaded.
IsInstantiatedOnEachOptimizatonIteration documentation — http://ninjatrader.com/support/helpG...niteration.htm
State Management Best Practices (please see Resetting class level variables for Strategy Analyzer Optimization) - https://ninjatrader.com/support/help...urceManagement
Please let us know if we can be of further assistance.JimNinjaTrader Customer Service
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