 Posted 2/2/2012 15:12:26
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One optimization result file occupy ~75Mb on my hard disk. Thousands results - and my disk is empty. Maybe, it's a good way to compress results?
upd.
Some more comments about optimization. I have some files with optimization results and would like to compare results. I opened first - ~1.5 minutes with 100% load CPU waiting. Next result - next ~1.5 minutes with 100% load CPU. Result in memory - RE takes ~1Gb in RAM. I close optimization result tabs in RE, but there aren't changes in memory - ~1Gb!
Please, erase memory after use! And accelerate work with optimization results.
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Posted 2/3/2012 12:40:18
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guys, any comments on my post?
Does anybody have/had the same problem?
I really cannot optimize the system, my computer begins too slow and out of space on my HDD
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Posted 2/3/2012 13:20:51
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It is probably indicators, user series, and system statistics that are taking up most of the space. You can disable the following system statistics if you don't need short only, long only, and buy and hold statistics:
SystemData.SystemHistory.BuyAndHoldStatistics.Enabled = false;
SystemData.SystemHistory.LongStatistics.Enabled = false;
SystemData.SystemHistory.ShortStatistics.Enabled = false;
You can also try modifying your system so it uses fewer indicators or user series.
You can also disable saving optimization results completely. This means you won't be able to drill into the details, but you will get the summary results. And you could modify your system to write out data you are interested in in the Shutdown method. To disable saving optimization results, right-click on the system in the project tree, select properties, click on the simulation tab, and uncheck "Save Optimization Results".
Thanks,
Daniel
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Posted 2/3/2012 14:14:34
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Posted 2/6/2012 09:56:08
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Hello,
I have applied absolutely clean project (where no buy and sell orders) to my ES 03.12 1minute symbol from 01.10.2011 until 06.02.12
After pressing "Run Simulation" waiting the summary result table took very much time, approx. 7-8 minutes.
If I insert SystemData.SystemHistory.SystemStatistics.Enabled = false; then the results appears almost immediately and everything works great.
So the main problem with displaying system statistics.
Actually, I can't even understand why displaying summary table takes too much time on absolutely clean project.
How can i apply my system on 1min time frame chart and avoid waiting for 5-7 minutes???
Without this, using RE becomes imposible.
Please, see my attached pictures.
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Posted 2/6/2012 11:01:02
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Hi Joe,
The reason it takes so long is because it is calculating and saving the system statistics for every bar, so that is a lot of data.
I'd recommend changing the system frequency to daily. Then it will only calculate and save the statistics for each day. Then you can write your trading logic, indicators, etc. to operate on 1 minute bars as described in the "Multiple Frequencies" section of this help topic: http://www.rightedgesystems.com/Documentation/UserGuide/whats_new_in_this_edition.htm
Let us know if you need any help.
Thanks,
Daniel
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Posted 2/6/2012 12:56:53
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Ok, I done.
My new changed code:
// Get hourly frequency and subscribe to new bars
Frequency minuteFreq = GetFrequency(BarFrequency.OneMinute);
minuteFreq.NewBar += NewMinuteBar;
this.emaFastSeries = new EMA(this.emaFast, minuteFreq.Close);
SystemData.IndicatorManager.SetFrequency(this.emaFastSeries, minuteFreq);
Am i correct with code?
All logic is in public void NewMinuteBar(object sender, SingleBarEventArgs args) now.
I use 1min data bars. When I apply my strategy on a 1min bars I get the same bars if i don't even use the sample example above. But when I apply the strategy on daily bars the result of my 1min bars and Daily bars are different.
Why is it so? How can I get the same results on a Daily bars and on a 1min bars?
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Posted 2/6/2012 13:10:55
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I can't be sure without seeing your code, but my guess is that this is happening because by default orders are active for one bar in the system frequency. So with the system frequency set to 1 minute, an order you submit will be cancelled if it isn't filled during the next 1M bar. If the system frequency is daily, an order will probably remain active until the end of the next day.
To get the same behavior regardless of the system frequency, you should cancel all outstanding orders at the beginning of a new 1M bar, before you submit any new orders.
Thanks,
Daniel
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Posted 2/6/2012 13:56:58
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| How can I send you my code or project?
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Posted 2/7/2012 01:19:04
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You can send it to resupport at rightedgesystems dot com.
Thanks,
Daniel
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