Impact of 'Keep Best # of Results' On Optimization Processing Time

[TheFil]

Quick question in regards to the impact (if any) of increasing the 'Keep Best # of Results" parameter when running an optimization in the Strategy Analyzer.

Assuming there is sufficient system memory (32g DDR4 in my case), should there be any adverse impact to processing time as the number of results retained is increased? I would assume not, but I am curious in the technical details here as I observed some unexpected behavior on one of my machines as I progressively increased that parameter (but the memory utilization was still well below the memory threshold utilized). The performance degradation happened on my Intel system which has an i7 1065G7 processor (8 logical cores) and 16g DDR4. The number of iterations retained was low (by relative measure) when this occurred, only 100.

For the heavier compute I'm utilizing my AMD system with a Ryzen 7 2700x processor (16 logical cores) and 32g DDR4, low-latency.

I just wanted to pose the question so that I could be aware of any architectural nuances that might exist.

Thx.

[NinjaTrader_Jim]

Hello TheFil,

Thanks for your question.

There would be an additional layer of comparisons between each optimization iteration, each time Keep Best # of results is increased, so there would be additional processing time. Although, I would have expected you to hit memory limits first (stalls short freezes) since Keep Best # of Results greatly affects memory impact. Each backtest/optimization and PC vary.

The number of trades that are tracked increases the memory footprint and memory limits are usually what are hit first.

The tips below describe what you can do about the different factors your PC may be hitting.

https://ninjatrader.com/support/help...ionPerformance

Also have a look at programming the strategy to be compliant with IsInstantiatedOnEachOptimizationIteration=false for additional boost in performance.

https://ninjatrader.com/support/help...niteration.htm

Let us know if there is anything else we can do to help.