- ago
Did anyone else experienced a severe slowdown on optimization and backtest processes lately?

It happens to me just after installation of b32 and it's coincident with a Windows update. In comparison with just one week before, the slowdown is dramatic: I used to optimize up to 2000 permutations in less than an hour (up to two), now remaining time is an hour for just 72 permutations on a simple trend-following strategy. Both Elapsed and Remaining time freezes for several minutes.

Maybe it's due to latest Windows 11 update or maybe is due to something in b32. I need to assess the problem. Does it happen to someone else?
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- ago
#1
Correction: remaining time is almost frozen and elapsed time runs. It's new and the difference with one week before is dramatic. I will run antivirus checks. I will clean the system and do all sort of maintenance work but it's important to know if it's happening to someone else in order to identify whether the problem is related with my WL installation or not.
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MIH8
- ago
#2
I can not say something about the optimization tools. But when running a backtest and it finished processing (the data range), it takes very long (significantly longer as before. sometimes it "seems" to freeze) to generate the results. So yes, but it is difficult to describe or measure. But it is still/clearly noticeable.
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#3
I also encountered the problem of freezing at the end of the strategy execution. The reason is in the StartIndex. There is no problem without him.
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#4
I know this is not much to go on, but I'm using StartIndex, and I am not having any performance issues at the end of strategy execution. Maybe you're using a lot of "Draw..." calls in C#? Maybe that would slow it down. See if commenting-out Draw calls helps. I'm basing this on testing the theory on an intraday strategy at the one-minute scale on 25 symbols with hundreds of thousands of bars in total. Commenting out the Draw... calls made the strategy execute significantly faster. But, in the end, either with or without the Draw... calls there was no freezing at the end of strategy execution.
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#5
@MarkAtolog

Please use the subscriber's account (@WL676) to post questions. Multiple registrations are not allowed. Thank you.
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#6
Today I also noticed that when testing the strategy on datasets, the symbols are loaded, but things don’t go any further - the wheel spins and nothing happens....

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Glitch8
 ( 12.28% )
- ago
#7
It could be be one of numerous reasons, but without seeing the strategy we have no way of even beginning to guess 🤷🏼‍♂️🤷🏼‍♂️🤷🏼‍♂️
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#8
Any strategy. For example, I specifically chose the built -in strategy of Knife Juggler.
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Glitch8
 ( 12.28% )
- ago
#9
Can’t really explain it then, have never seen behavior like that. Does it do that when you run on a DataSet with fewer symbols?
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#10
I have not noticed any change in optimization time. I'm still on Windows 10 with latest updates on 3-15-23.
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#11
By the way, this time the backstest was completed, but it took at least 15 minutes on a small Dataset SP 100. At the dataset, more like SP 500 I waited half an hour, but I decided that the program hung, turned off forcedly.

Update: Dow30 - 3 minutes
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- ago
#12
In general, the same symptoms as in comments #2 and #3
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Glitch8
 ( 12.28% )
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#13
How much RAM and CPU do you have, and also be sure to free up as much RAM as possible by closing other programs.
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#14
RAM 32 GB.
At the moment, the strategy is underway on the Dataset SP500 for many minutes.

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#15
Backest on dataset SP500 ended 30-35 minutes after the start.
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#16
I ran several tests with Knife Juggler...

WL8 - build 32
Extensions - all up-to-date
Operating System: Windows 11
Processor: AMD 5950x (16 cores, 32 logical)
RAM: 64 GB
Dataset: SP 500
Time frame: latest 10 years
Scale: Daily

I ran several back tests. For each back test, I reset the data load. For some tests, I ran with some Candlestick patterns and Chart Patterns active (random selections), and for other tests they were off. In all cases the tests ran in under one minute. The data loads were all very speedy.

Obviously, I don't know the guts of WL8. But, maybe go to Data Manager -> Historical Providers -> Right-click on Wealth Data and pick Clear Internal Request Tracking Info. I believe I had a similar problem a little while back, and Eugene gave me that solution, and it worked.
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#17
QUOTE:
maybe go to Data Manager -> Historical Providers -> Right-click on Wealth Data and pick Clear Internal Request Tracking Info


Unfortunately it didn't help.
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#18
I had the same issue as written by fred9999 in #6. In my case, the culprit was the finantic.ScoreCard extension. I simply renamed the 2 DLLs and everything went back to normal.
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- ago
#19
I added the finantic.ScoreCard extension to my WL8 instance. I re-ran the Knife Juggler strategy. Again, it ran very fast. Only, at the end, just before the results were shown, there was slight bit more delay than without the extension. But, it was maybe at most one second extra.
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Cone8
 ( 23.19% )
- ago
#20
@fred9999 - do you have any Event Provider enabled? Which ones?
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#21
QUOTE:
do you have any Event Provider enabled? Which ones?


I'm not sure I understand what Event Providers are. Can you give an example?
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Glitch8
 ( 12.28% )
- ago
#22
Open the Data Manager and view the Event Providers tab, you’ll see them all there.
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- ago
#23
Nothing but Norgate (dividends).
I tried to test without Norgate, nothing has changed.

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