System configuration for optimizations
Author: alex arzh
Creation Date: 12/14/2011 11:40 PM
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alex arzh

#1
Hi, guru.

Could you help me choose optimal computer configuration to testing complex strategy?
Like this:
3-5 optimization parametrs
15 - 20 stocks
10 years
scale 60 minute
up to 100 mln combinations

I am going to buy WLD 64 bit.

Alex
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Eugene

#2
Alex,

If you do not have plans to hire an independent developer to outsource those tasks to video card (GPGPU programming) and will simply be using Wealth-Lab's out of the box optimizer capabilities (and Genetic optimizer) for this number crunching, then go for a top CPU and lots of dual/triple channel RAM. RAM is dirt cheap these days so the more the better (12-16 Gb). High CPU clock still means much as Wealth-Lab 6 optimizer does not benefit from the number of cores and isn't optimized for parallel processing (nor it's an easy task to program a custom multithreaded optimizer). So I'd shoot at CPUs with high GHz clocks like Core i7 or Phenom II x6 1100.

P.S. If you purchase WLD it's possible to use both editions (x86 and x64) on same PC.

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alex arzh

#3
Thank you. I understood.
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alex arzh

#4
Hi, Eugene.

1 configuration: Intel "Xeon X5660" 2.80???, 8GBX2 DDR (max 8GBX12)

2 configuration: Intel Core i7 Extreme 3960X/ 3.30 GHz 4GBx4 DDR3 (max 4GBX8)


Does the memory dimension (>16GB)increase speed of testing multiple or on some percentage?
Do you do comparative test`s?
Which confiration`s do you recommend?



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Eugene

#5
QUOTE:
Does the memory dimension (>16GB)increase speed of testing multiple or on some percentage?

You decide. It's possible to estimate how much RAM is required for a single backtest using the formula below:
CODE:
Please log in to see this code.

Taken from the Wiki FAQ. Also note that the more performance visualizers you apply, the more the memory consumption raises (visualizers require memory for their own needs).
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alex arzh

#6
Hi, Eugene.

I understood.

I asked wrong question. Does the memory dimension (>16GB)increase speed of optimization multiple or on some percentage?

I have computer for traiding like this (i7, ram 6Gb, ssd).

Optimization example:

1 stock
1 year
60m
3 optimization parametrs
exhaustive method
326600 runs

It took me 14 hours. Could i accelerate speed of optimization by increasing RAM?
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Eugene

#7
As a silver bullet, no, just plugging in another RAM stick won't help unless you're really getting low on RAM during optimizations and operating system is paging.

I have almost nothing to add to my reply above (12/15/2011 1:29 AM) except that our Genetic Optimizer is able to cut optimization
time down by half or more.