Strategy Analyzer takes 2000 days

[futtrader]

Does buying Server Grade PC(Intel Xeon Processor) help to expedite the analysis ? I can understand my variable permutation/combination are too high which cause this high number of iteration but curious upgrading PC make s any difference here ?

[NinjaTrader_BrandonH]

Hello futtrader,

Thanks for your notes.

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.

With more complex code can come heavier calculations which may require more processing.

We should consider the following for memory consumption:

Data * Strategy resources * Number of optimization iterations * Number of trades * Keep best # of results.

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 several factors 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.

To help alleviate the optimization performance impact:

• Use IsInstantiatedOnEachOptimizationIteration set to false and reset all objects that can be reset or instantiate all objects in State.DataLoaded. By doing so this will re-use memory locations instead of reserving new memory locations.
• Reduce the number of days being tested over to reduce the data being processed.
• Reduce the number of iterations by reducing the range of optimized parameters.

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

[QuantKey_Bruce]

You are attempting an optimization that has >100,000,000 iterations. Of course it's going to take forever. Upgrading your RAM or CPU etc. is not the point - you are asking it to solve the wrong problems. Reconsider your ranges you are scanning and scan with a larger increment or scan them separately so that the total number of combinations is not so great. Or, do it as a genetic optimization which uses a survey method to sample the search space.