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Estimated time for Optimization

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    Estimated time for Optimization

    I have 6 integer variables each with a range of 15 numbers. The estimated time keeps cycling through 23:59 to 0:00 over the course of about a minute. I'm assuming this is because it's estimating days on my Quad Core workstation.

    Would a tesla-based computer be able to plug through this faster? Is this optimization too huge for anything to be completed in the next decade?

    #2
    crimsonite,

    Essentially you will be running 15^6 backtesting runs or 11,390,625. It should complete, but it may take awhile like a day or more depending on how long a period you are optimizing over, speed of processor and RAM, etc. When I worked for a lab it wasn't uncommon to get 5-6 day running times on our server clusters using 4 processors for large problems.

    Tesla I doubt would be compatible with NinjaTrader without some extra and unsupported steps.

    The timer is only an estimate, it won't be 100% accurate.

    Please let me know if I may assist further.
    Last edited by NinjaTrader_AdamP; 01-07-2012, 03:52 PM.
    Adam P.NinjaTrader Customer Service

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      #3
      Sounds great.

      It's been running for two hours so far, it's stabilized twice at 23hrs and 14hrs. No problem waiting until tomorrow...

      I thought maybe the Tesla would work because Ninja uses all four cores very nicely (100%) - something many software programs don't do. I don't know if this is designed in for four cores or any multicore...

      If the Tesla will work, I'd definitely purchase one for Ninja, or rent out GPU computer time on the internet from Amazon.

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        #4
        crimsonite,

        NinjaTrader will use any cores available for optimization. It however can't use GPU based systems since its not really designed for that implementation, as such Tesla wouldn't work. I suppose it would be possible to program some interface to pass calculations to but it would require unsupported customization of the platform.

        CPU's and GPU's have very different architectures so you need software designed to run on one or the other (or both) in order for it to work appropriately.

        Please let me know if I may assist further.
        Last edited by NinjaTrader_AdamP; 01-07-2012, 04:28 PM.
        Adam P.NinjaTrader Customer Service

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          #5
          I don't mean to hijack this thread but find the above interesting and resolved. My question pertains to the many optimization questions out there. Can you pause an optimization to resume at a later time? I only see an an option to abort without recourse for resuming later on. Thank you.

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            #6
            cfree,

            I am happy to assist you.

            There is no current way to pause optimizations. Its possible this will be added to future versions.

            Please let me know if I may assist further.
            Adam P.NinjaTrader Customer Service

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