Universal Optimization Benchmarking Tool

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FigmentForex
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Universal Optimization Benchmarking Tool

Postby FigmentForex » 01 Nov 2019

Hello traders,

I am considering building a universal collection of files that would allow users to benchmark their computer's ability to optimize a strategy.

Essentially, this would be a tool that could be used to accomplish the following:
  • Enable users to universally compare their current PC setup against other's users PC setups
  • Assist those who are considering upgrading their current PC equipment to a faster setup
  • Help users with beta testing of new MC versions / compare strategy optimization speed between MC versions
  • Provide additional insight into the relationships between the behavior/count of CPU cores and exhaustive/genetic optimization algorithm speed
This is just a short list of benefits such a tool could provide.

However, before I spend my time building this tool, I would like to get a gauge from the MC community to see if there is enough need for something like this.

MultiCharts users, do you think this would be a useful tool to have at your disposal? Any additional ideas or thoughts you would like to share? Please let me know! I'm curious to hear what the community has to say.

Thanks,
FigmentForex

hughesfleming
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Re: Universal Optimization Benchmarking Tool

Postby hughesfleming » 02 Nov 2019

To be brutally honest, I don't think there is a need for a tool like this. Faster computer = faster optimization. It comes down to how much money do you want to spend. Optimization is an art that leads to over fitted strategies if not used carefully. Often less is more. I will say this though, moving from four cores to 14 cores made a big difference. I don't think anyone would find this surprising.

You might get a completely different response in a different forum so don't let anyone stop you! More info is always better.

Kind regards,

Alex

wilkinsw
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Re: Universal Optimization Benchmarking Tool

Postby wilkinsw » 05 Nov 2019

There's already loads in this forum on this.

Quick summary:

-Clock speed is better than cores.
-Be mindful of your cores to population ratio for genetic algo searches: Too high and it will degrade inter generational improvement rate. Target <=0.1


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