Manta, Ecuador
Site Administrator Developer Swing Trader
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,398 since Jun 2009
Thanks Given: 33,173
Thanks Received: 101,537
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It will depend on the strategy itself based on my experience.
I've got another strategy for instance that doesn't call any external indicators, and it uses about 90% of my eight cores whereas the one you mentioned only uses about 40% of eight cores.
So I think it's to do with the multi-thread syncing, the more external calls to indicators, the more it has to be sync'd.
Also, the first pass of each dataseries takes longer as the bar cache is generated. Subsequent passes are far faster. For instance, if you are optimizing on multiple dataseries (chart input source), it can really slow things down. If you are only parameter optimizing, then after the first run and the bar cache is built, it generally picks up some speed.
Mike
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