WL-Freezes-when-Running-a-big-Optimization-Job

I used to have that problem when running with 16 GB memory. I built a new machine with 64 GB memory and haven't seen that problem since. So, maybe memory is the limitation. Your mileage may vary.

I also have 64 GB of RAM

Some Ideas:
* observe memory usage in Task Manager. After an initial growth the memory usage should stay (nearly) constant for most of the time.
* If memory usage increases: There is a memory leak somewhere.
* Does it happen with another (simple) strategy? (If not your strategy has a memory leak)
* Does it happen with another optimizer? (If not the shrinking window optimizer has a problem)

I run big optimizations with 16 GB of memory. Memory usage in Task Manager is about 12GB for Windows, and WL and a big optimization.

OK I see now an error message in the Log



How can I fix it?

QUOTE:
OK I see now an error message in the Log

It has nothing to do with optimizations and/or freeze.

So what is the problem?

WL is freezing in the middle of doing Optimization

There's no information here. You should start by describing the "freeze". How did you determine "freeze". How are you sure that nothing's happening? Dr. Koch suggested monitoring memory - is it moving/increasing? How many variables are there? How many symbols? What scale? What's the data range? About how many bars in each series? Did you try a different optimizer? .. give us SOMETHING to work with. One big image of the WealthLab environment can be a big help. You know the drill Sam.

To add to Cone's reply, don't forget about DrKoch's question re: another strategy. You've got enough things to test/try.

Also, paste the memory view of the Windows performance monitor. It sounds like your memory is getting consumed, but with 64g that’s hard to imagine. If you can send the strategy to us via email I can try it locally.

OK I emailed you the file

The "Index out of Range" error in Reply# 4 "might" cause an object to become larger and larger in memory. It would be advised to place the strategy code in a try/catch block and have the catch block dump a trace of this failure and identify which object it is. WL has a nice error logger, but you have to write a catch{} routine to use it. (I would just use brute force and comment out code lines until the problem disappeared.)

My guess is that there's an object that's declared in such a way that its "over extended scoping" doesn't allow it to reclaim memory when it needs to. But troubleshooting this might require an experienced oops programmer that can judge the merits of the declarations and how their corresponding objects are scoped.

Maybe an article about declarations and scoping is in order which gives more explanation about the life expectancy of an object. This isn't something the "casual" C# coder may know about.

I seriously doubt it's a problem with the optimizer; otherwise, we would all be seeing it.

Hi kls, I optimized your strategy without any issues. What settings are you using in the Shrinking Window optimizer?

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