Hardware for optimizing NT strategies

[Captain Jack]

Good day!

What is best for maximum optimization speed on NT strategies?

Is memory or processor speed more important?

I am getting a computer custom built for this, what do you recommend?

Thanks!

Captain Jack

[timko]

Good day!

What is best for maximum optimization speed on NT strategies?

Is memory or processor speed more important?

I am getting a computer custom built for this, what do you recommend?

Thanks!

Captain Jack

jack,

i trade only one or two instruments and NT seldom uses over 10GB memory (i have 256GB installed). i guess processor speed is more important as long as you have adquate base memory

[NinjaTrader_BrandonH]

Hello Captain Jack,

Thank you for your post.

Computer memory is important for long resource-intensive tests that generate a large number of trades without your machine stalling. Computer processor speed is important to get optimization iterations done quickly and the number of CPU cores allows for more iterations to run simultaneously.

My colleague Jim has created a video demonstrating how the SampleMACrossover strategy, a simple strategy that utilizes IsInStantiatedOnEachOptimizationIteration=false for efficiency, can still quickly utilize memory resources.

Demo — https://drive.google.com/file/d/15pz...w?usp=drivesdk

As we can see there are a number of factors that are involved and memory utilization can climb very quickly depending on a few of these factors. Once memory gets maxed out, we can experience short freezes where memory is decommitted, stored to disk, and then new resources are committed before the backtest is resumed.

We can easily control the number of iterations involved and we can also consider writing our strategies to use IsInstantiatedOnEachOptimizationIteration = false; (Which requires that we reset class level variables in State.DataLoaded.)

See the help guide documentation below for more information about running optimizations.
IsInstantiatedOnEachOptimizationIteration — https://ninjatrader.com/support/help...niteration.htm
Optimization Tips — https://ninjatrader.com/support/help...ionPerformance
Walk Forward Optimization — https://ninjatrader.com/support/help...ss_metrics.htm
Genetic Optimization — https://ninjatrader.com/support/help..._algorithm.htm

Let us know if we may assist further.

[honest-trader]

Hi
When i use multiple optimisation parameters it takes couple of days or weeks, how could we minimise this? Have tried using Genetic method as well but had to abort as the estimated completion is more than 10 days.

[NinjaTrader_BrandonH]

Hello honest-trader,

Thank you for your note.

With more complex code can come heavier calculations which may require more processing.

This further impacted by the amount of data being processed, the number of iterations in the optimization, and the number of new objects being created in each iteration.

To help alleviate the optimization performance impact:

• Use IsInstantiatedOnEachOptimizationIteration set to false and reset all objects that can be reset or instantiate all objects in State.DataLoaded. By doing so will re-use memory locations instead of reserving new memory locations.
• Reduce the number of days being tested over to reduce the data being processed.
• Reduce the number of iterations by reducing the range of optimized parameters.

Below is a link to the help guide on IsInstantiatedOnEachOptimizationIteration.
https://ninjatrader.com/support/help...niteration.htm

Also, below are a few links to forum posts where IsInstantiatedOnEachOptimizationIteration is discussed.
https://ninjatrader.com/support/foru...39#post1069339
https://ninjatrader.com/support/foru...036#post838036
https://ninjatrader.com/support/foru...57#post1045557

Please let me know if we may provide further information.