How much Money for faster Optimization Backtesting: Willing to Pay.

[simple_goodoboy]

Hello Everyone.

I am back testing algos for Edge with Strategy Analyzer. Below is my current optimization time remaining. I also attached my existing VPS hard ware metrics.

I have $100,000 for investing in algos, is there anyway on earth I can get faster (in minutes) optimizations results so I do not spend my entire life seeking an Edge to make money running algos?

Is there anyone out there I can pay to help me increase optimizations faster? Please let me know your fee and I will pay you today.

Is there a server I can buy to increase optimizations faster?

Thank you so much for all the help

[NinjaTrader_BrandonH]

Hello simple_goodoboy,

Thanks for your post.

I am not aware of a server that could be purchased for increasing the speed of optimizations run in the Strategy Analyzer.

That said, computer memory is important for long resource-intensive tests that generate a large number of trades without your machine stalling. Computer processor speed is important to get optimization iterations done quickly and the number of CPU cores allows for more iterations to run simultaneously.

My colleague Jim has created a video demonstrating how the SampleMACrossover strategy, a simple strategy that utilizes IsInStantiatedOnEachOptimizationIteration=false for efficiency, can still quickly utilize memory resources.

Demo — https://drive.google.com/file/d/15pz...w?usp=drivesdk

As we can see there are a number of factors that are involved and memory utilization can climb very quickly depending on a few of these factors. Once memory gets maxed out, we can experience short freezes where memory is decommitted, stored to disk, and then new resources are committed before the backtest is resumed.

We can easily control the number of iterations involved and we can also consider writing our strategies to use IsInstantiatedOnEachOptimizationIteration = false; (Which requires that we reset class level variables in State.DataLoaded.)

This forum thread will be open for other community members to share their insight on the topic.

See the help guide documentation below for more information about running optimizations.
IsInstantiatedOnEachOptimizationIteration — https://ninjatrader.com/support/help...niteration.htm
Optimization Tips — https://ninjatrader.com/support/help...ionPerformance
Walk Forward Optimization — https://ninjatrader.com/support/help...ss_metrics.htm
Genetic Optimization — https://ninjatrader.com/support/help..._algorithm.htm

Let us know if we may assist further.

[simple_goodoboy]

Which requires that we reset class level variables in State.DataLoaded.)

Thank you Brandon,

What does "reset class level variables" mean? What are class level variables?

Thank you

[NinjaTrader_BrandonH]

Hello simple_goodoboy,

Thanks for your note.

For sample code demonstrating manually resetting class level variables to take advantage of Strategy Analyzer optimizer performance benefits, see the second code sample in the IsInstantiatedOnEachOptimizationIteration help guide linked in my previous post.

Class level variables are variables in the strategy that are created at the class level.

For example, if you look at the SampleMACrossOver strategy in a New > NinjaScript Editor window, you could see the following. Note that the variables 'smaFast' and 'smaSlow' are created in the class level, 'public class SampleMACrossOver: Strategy'

public class SampleMACrossOver : Strategy
{
    private SMA smaFast;
    private SMA smaSlow;

    protected override void OnStateChange()
    {
...

Note that this is a C# concept and in the Scripting Support team we do not provide C# programming education services in our support. This is so that we can maintain a high level of service for all of our clients as well as our partners.

For further information about Class level variables, you could do a Google search for something like 'C# Class level variables'.

Let us know if we may assist further.

[AjaiSpillers]

Guys, my question can be a bit off-topic. However, since you are experienced in the financial domain, I was wondering what opinion you have on cash-back apps. I have read many good reviews about these cash-back apps, but I have never tried using them. So I am planning to make a big purchase online, and I am willing to know how beneficial it will be for me to use an app like that. Feel free to send me a message if you're willing to give me a hand here. I will appreciate any help you can provide.

[NinjaTrader_BrandonH]

Hello AjaiSpillers,

Thanks for your note.

This would go beyond the support we would be able to provide from the NinjaTrader Support team.

That said, this thread will be open for other community members to share their insight.

Let us know if we may assist further.