Back testing / Optimization

[jzelen]

I recently purchased a new computer with AMD Thread ripper 3900x (12 cores and 24 threads), 128 gig RAM and GeForce GTX 1050 Ti graphics, M.2 1TB NVMe PCI-Express SSD . When I run a complex optimization using 15 months of 1 min data, it was taking about 20 - 25 minutes for 2500 iterations per pass. I noticed that my CPU was only using 28 - 33% of its max capacity. I tinkered with the BIOS and deactivated the hyperthreading (SMT) so I was only using 12 logical cores and no hyper threads. Amazingly, my process time was cut by 75% down to 6 minutes with 75-80% CPU usage. My questions are; 1. Is there a way to boost CPU usage further? 2. Is there an inherent bottle neck in NT8 that prevents it from processing faster? 3. If I bought a 32 or 64 Core processor, will that cut my optimization time further or is there a limit to how many cores NT8 can use. 4. Does anyone know how to arrange a cloud computer with 64 or more logical cores and what that would cost or if its possible? Thanks

[NinjaTrader_ChelseaB]

Hello jzelen,

Welcome to the NinjaTrader forums!

Yes, taking advantage of IsInstantiatedOnEachOptimizationIteration being set to false and instantiating objects in State.DataLoaded will improve optimization performance.

https://ninjatrader.com/support/helpGuides/nt8/isinstantiatedoneachoptimizationiteration.htm

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1069302-memory-bug-when-wfa-optimizing?p=1069339#post1069339

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/109225-best-approach-to-use-multi-timeframe?p=838036#post838036

[jzelen]

Since I am relatively new to Strategy building and optimization, I am using the NT8 Strategy Builder only and not writing my own strategies at this point. is there a way to stay within the strategy builder and still set the IsInstantiatedOnEachOptimizationIteration = False? (that address the bottle neck issue) Also the rest of my initial post; Is there a way to boost CPU usage further? If I bought a 32 or 64 Core processor, will that cut my optimization time further? How do I arrange a cloud computer with 64 or more logical cores and what that would cost? Thanks