Optimizing suddenly is very slow on my new computer. About 14 days ago the problem was not existing. Now it takes for a small RSI optimization with 105 Symbols (daily, 10 years) several hours (4900 permutations). Does anyone has an idea?
Rename
The first place to look for that kind of slowness is to disable Event providers that are not required.
Hmmm, this run with 3,500 iterations, 10 years, 183 symbols, is set to complete in about 17 minutes. If you share the strategy I can try to optimize it locally and see if I notice a slowdown.
Thanks for your replies!
@Cone: I did what you recommended but there was no effect of taking out events in the data manager.
I did some experiments with my other workstation computer (Intel i14 64 GB RAM). The optimization with that computer led to a breakdown of WL after 5 Minutes (estimated time was about 30 min., the time was increasing constantly). Not just the strategy but the whole program was shutting down several times. Two independend computers show, that they cannot run that optimization. My data provider is yahoo (105 biggest values from NASDAQ).
@Gitch: shall I send you the program and the list of symbols by mail?
It is very simple: Indicator (RSI 1-100) compared to value (lower than)(1-100).
Exit: Profit Targe 1,6 %, or sell after 8 days. Only the entry was optimized.
Maybe in this explorative optimization there were too many potential entries and the program could not handle that? But: neither CPU nor Working memory were depleted.
@Cone: I did what you recommended but there was no effect of taking out events in the data manager.
I did some experiments with my other workstation computer (Intel i14 64 GB RAM). The optimization with that computer led to a breakdown of WL after 5 Minutes (estimated time was about 30 min., the time was increasing constantly). Not just the strategy but the whole program was shutting down several times. Two independend computers show, that they cannot run that optimization. My data provider is yahoo (105 biggest values from NASDAQ).
@Gitch: shall I send you the program and the list of symbols by mail?
It is very simple: Indicator (RSI 1-100) compared to value (lower than)(1-100).
Exit: Profit Targe 1,6 %, or sell after 8 days. Only the entry was optimized.
Maybe in this explorative optimization there were too many potential entries and the program could not handle that? But: neither CPU nor Working memory were depleted.
Sure send it to support@wealth-lab.com
Also do you have any third party extensions installed, especially Formula Scorecard?
Also do you have any third party extensions installed, especially Formula Scorecard?
Okay, I will send it to you. by mail.
I just realized that WL on my workstation computer is just shutting down after a few minutes optimizing on other strategy optimizations as well. I will reinstall WL and will see what is happening. Any other idea to that problem?
I just realized that WL on my workstation computer is just shutting down after a few minutes optimizing on other strategy optimizations as well. I will reinstall WL and will see what is happening. Any other idea to that problem?
There is only:
Advanced smoothers
Chart Patterns
Data Extensions
IndexLab
Advanced smoothers
Chart Patterns
Data Extensions
IndexLab
Nothing at the moment, but this is our top priority now so let's see when we get your strategy if we have similar findings.
Just optimized this in a few moments using Shrinking Window on your DataSet. Let's see if performance degrades with Exhaustive.
UPDATE
Time Remaining is decreasing as I run an Exhaustive optimization. So far so good. Can't reproduce.
UPDATE
Time Remaining is decreasing as I run an Exhaustive optimization. So far so good. Can't reproduce.
Can you double check that you don't have the Formula Scorecard finantic extension installed? Everything is running smoothly at our end, as you can see this is set to finish in 20 minutes with Build 76 production, all 7,000 permutations. I'll let it complete and post the final result. There must be something going on at your end.
It completed smoothly at around 20 minutes.
Besides the Formula Scorecard that @Glitch mentioned, is there anything else you can think of that can affect your slowing optimization? e.g. "Auto-save every few minutes" engaged etc.
Unfortunately I can't find anything.
On my workstation, WL is shutting down (even after new installation of WL (76)
On my notebook, the optimization is aborted after approx. 20 Min, or it shows processing times of several hours.
There is no autosave, no events, not the extension named by Gitch.
Both computers are new, running with windows 11.
On my workstation, WL is shutting down (even after new installation of WL (76)
On my notebook, the optimization is aborted after approx. 20 Min, or it shows processing times of several hours.
There is no autosave, no events, not the extension named by Gitch.
Both computers are new, running with windows 11.
Let's schedule a Zoom call, maybe if I can see your settings I can notice something. I'll send an email.
We have a resolution; it turns out the Shrinking Window Optimizer is using too many parallel threads when using higher window/interval counts. We needed to apply the same limits that the Exhaustive Optimizer has in place, and with that done the Shrinking Window Optimizer is now behaving better when using larger parameter values.
Thank you Gitch! Very helpful!
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