Search Speed

StrataSearch will find what you tell it to, but what should that be? Will the same criteria work across different Sectors? Different time periods? Here we discuss the ins and outs of OneClick Searches.

Search Speed

Postby CarlosR » Fri Mar 14, 2008 2:14 pm

Because of some issues regarding installation of SS in my normal computer, I'm instead running the program on a much slower P4. I'm currently running a search back using only one-year's worth of data on one futures contract, mostly just to get familiar with the program and how it works. (Of course, I would never trade something that was only tested for one year -- this is more like a software familiarization run)

I'm seeing that on a OneClick search, SS is processing about 200 runs/minute on this older (and slower) machine, and I'm now up to about 1 million runs.

That leads me to two questions:

First, how much faster wold the processing be on my quad core 3GHz machine, if I was running the program on there? (Just a rough estimate would be fine) Does SS take advantage of multi-core architecture?

Secondly, how many runs to folks typically make before they stop a search? I think I read on one forum thread where Pete was talking about some searches that lasted months. I'm curious as to how many runs that would be, and how my 1 million number compares to that.

I realize that the type of search and parameters may have some effect on this (I think), but I'm just after some crude estimates.

=Carlos=
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Postby Overload » Fri Mar 14, 2008 3:04 pm

First, how much faster wold the processing be on my quad core 3GHz machine, if I was running the program on there? (Just a rough estimate would be fine) Does SS take advantage of multi-core architecture?

We don't have any benchmarks, but it's safe to say that StrataSearch's performance is strongly correlated to your processor's speed. So if your new machine is 10 times faster (not unusual), you'll complete those 1 million combinations in 1/10 of the time.

Yes, StrataSearch can take advantage of multi-core architecture. However, the implementation only benefits multi-symbol searches, so if you were running against a single symbol there would be no benefit. On the other hand, there is no limit to the number of processors that StrataSearch can take advantage of. So if you were running against the Russell 2000 or S&P 500, you would get some great benefits from having 4 or 8 processors.

Secondly, how many runs to folks typically make before they stop a search? I think I read on one forum thread where Pete was talking about some searches that lasted months. I'm curious as to how many runs that would be, and how my 1 million number compares to that.

I think it takes some experience to decide on this, since there are many factors involved. What you should do is open the File > Event Viewer window. There, you can see how frequently your system's are being enhanced, and the degree to which the score is improving. If you're getting enhancements only every few hours, and they are of a small percentage (.01, for example), you might decide that your "search time" would best be spent on something else. However, if you're still seeing significant improvements to your score, you may decide it's worth waiting it out a bit longer.

Single-symbol searches naturally go much faster than large-sector searches. If you're running against the entire Russell 2000 sector on a slower machine, you might only run a few thousand combinations in a day. Because of this, it can indeed take days to get a good sampling of the formula capabilities. Even further, one could definitely go several days without an enhancement, depending on the settings. So, again, it just takes some experience running a variety of searches to understand how your search is progressing.

A million combinations on a single symbol? I think you're about done. You may still see some improvements to the score, but they will be small.

Pete
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Postby CarlosR » Fri Mar 14, 2008 4:05 pm

Thanks Pete, very helpful.

Because I don't usually trade (at least up to now) with a wide portfolio of stocks, I hadn't thought that most users of SS would be doing so. (I need to broaden my thinking, obviously.) So now I understand why someone could search for many days or weeks when what they're trading is a portfolio of many symbols.

And you're right, I haven't seen any improvements in the last day or more, so I do think I'm done on my single-symbol search.

Turning to the computer hardware question, is it possible under a regularly licensed copy of SS to run multiple instances simultaneously, so I could run a separate copy on each core? If so, that could really help in speeding up the exploration of single-symbol strategies.

=Carlos=
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Postby Overload » Fri Mar 14, 2008 4:19 pm

Turning to the computer hardware question, is it possible under a regularly licensed copy of SS to run multiple instances simultaneously, so I could run a separate copy on each core? If so, that could really help in speeding up the exploration of single-symbol strategies.

Interesting idea. At the moment, no. There is actually a mechanism in place to prevent multiple copies from running at once. This was added prior to the existence of dual-core machines with the intention of protecting users from overloading their machines. But your request makes sense, and it would be simple to disable that protection. So, yes, I believe this could be arranged.

I should mention, however, that each copy would need to be entirely self-contained. So each would need to maintain its own prices database, etc. It would be a much larger change to have the copies share their data, so I don't think we'll go down that road at this point.

Pete
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Postby CarlosR » Fri Mar 14, 2008 8:49 pm

Great, that sounds good, Pete. Since this technique is mostly applicable to single-symbol searches (per your earlier post), I don't think the database issues should be a problem. They should be small, so the issue should be manageable, with each copy having its own database.

It sounds like that could lead to a potential nice increase in performance while running single-symbol searches. The user has to do some additional work, but it doesn't sound like a lot.

Thanks,

=Carlos=
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Re: Search Speed

Postby andyb1979 » Thu Nov 26, 2009 3:14 pm

Hi there,

Im new to stratasearch and am on 30 day trial. I noticed the processor does a lot of re-painting while searching for strategies. I'm running a search on 3 index ETFs (DIA, QQQQ and SPY) and as a result the whole processor gets repainted about 4-5 times per second.

I'm a programmer full time and from my experience, WM_PAINT is the slowest message to process, especially rendering of rich text boxes. Allowing the user to Disable update here with a simple checkbox could increase the search speed by 100%.

Just a guesstimate - but worth a try for the stratasearch devs.

If I'm right can I get a free copy? Lol :lol:

Image
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Re: Search Speed

Postby Overload » Fri Nov 27, 2009 10:02 am

There's some truth to that, but not as much as you're thinking. First, most of the newer computers come with multiple cores and fast graphics cards, both of which help distribute the screen painting workload so that it doesn't have as much of an impact on the main threads. But you're right that if you had an older single-core computer without an advanced graphics card, the painting of the Processor window would have an impact. Still, previous experience has shown this to be in the range of 15% for such computers, rather than the 100% you suggested.

In any case, there's no need to create a "Disable Update" checkbox. You can just close the Processor window when you're now viewing it, and open it back up when you need it again. The processing continues whether that window is open or not.

Pete
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Re: Search Speed

Postby andyb1979 » Fri Nov 27, 2009 10:24 am

Ah ok, I'll do that then (close the processor window)! :D

Yes the % speed difference will vary from computer to computer, but graphics cards shouldn't affect the rendering speed that much. WM_PAINT is purely executed on CPU.

Still even if its only 10-15%, thats good enough for me. That still drops 12 hours off a 3 day search!

Thanks! :mrgreen:
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