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Video Tutorial SQ Max Speed & Performance CPU,Ram,Disk & Extra 6k Strategy Quest challenge

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gentmat

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7 years ago #115334

https://www.youtube.com/watch?v=l6oRsTNm0yc

// This is the link of the video , Check it out hopefully you will like it . YES i am arabic and the accent follows
me to death so if you have a problem with it “I am verry Sorry but i have to KILL YOU”

A big credit goes to “GeekTrader” , This Video tutorial is to teach you how to max speed of SQ 3 .
Tweaking CPU,rams and hard drives / SSD ‘s

The original post is like 10 pages + which seems bit complicated for beginners here so i explained it
step by step in this video + added more tweaks of my own (Hope it helps out beginners and even pro users of SQ).

End of the video is a quest for people to contribute more by filtering some good strategies and show us the procedure .. I am sure each pro will choose a different strategy(ies) we got to learn from the contributes.

Links of the video:

https://www.youtube.com/watch?v=l6oRsTNm0yc

* Strategies : https://drive.google.com/file/d/0B83k2vKtYK80UWNuWDZsenpQNzQ/view?usp=sharing

* Java Version 9 : http://cdn.azul.com/zulu-pre/bin/zulu…

* The scipt To use for the batch opening of SQ, Create new .bat file and add these line of codes and press
save . Watch the video to learn how to tweak the parameters.

 

 

 

@echo off
set NumberOfSQInstances=10
set MainSQLocation=C:/StrategyQuant
set TempSQLocation=C:/temp
set SQParameters=-J-server -J-Xmx1g -J-XX:+DisableExplicitGC -J-XX:+AggressiveOpts -J-XX:+UseSerialGC 
 
 
rmdir “%MainSQLocation%/temp” /S /Q
rmdir “%MainSQLocation%/log” /S /Q
rmdir “%TempSQLocation%/strategyquant-temp” /S /Q
mkdir “%TempSQLocation%/strategyquant-temp”
 
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
mkdir “%TempSQLocation%/strategyquant-temp/%%A”
)
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
compact /c /s:”%TempSQLocation%/strategyquant-temp/%%A”
)
c:
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
xcopy “%MainSQLocation%” “%TempSQLocation%/strategyquant-temp/%%A” /E /Y
CD “%TempSQLocation%/strategyquant-temp/%%A”
start /LOW StrategyQuant64.exe %SQParameters%
)
 
 
 

This is a new Script if you want to rename each instance so you can know each instance job . ( if you do not need this option use the above code )
1- NumberOfSQInstances= “to whatever number of instance you want to run” Lets say “X” instances
2- set arrayline[1]=CrossMaStrategyInstance
set arrayline[2]=RSIStrategyInstance
…. Continue declaring more to fit your X instances
lets say we want 3 instances so i ll add one more
arrayline[3]=anotherNewInstance

The code is :

 

@echo off
setlocal enabledelayedexpansion
 
 
 
 
set NumberOfSQInstances=2
set arrayline[1]=CrossMaStrategyInstance
set arrayline[2]=RSIStrategyInstance
 
 
 
 
set MainSQLocation=C:/StrategyQuant
set TempSQLocation=C:/temp
set SQParameters=-J-server -J-Xmx1g -J-XX:+DisableExplicitGC -J-XX:+AggressiveOpts -J-XX:+UseSerialGC
 
rmdir “%MainSQLocation%/temp” /S /Q
rmdir “%MainSQLocation%/log” /S /Q
rmdir “%TempSQLocation%/strategyquant-temp” /S /Q
mkdir “%TempSQLocation%/strategyquant-temp”
 
 
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
mkdir “%TempSQLocation%/strategyquant-temp/!arrayline[%%A]!”
)
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
compact /c /s:”%TempSQLocation%/strategyquant-temp/!arrayline[%%A]!”
)
 
c:
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
xcopy “%MainSQLocation%” “%TempSQLocation%/strategyquant-temp/!arrayline[%%A]!” /E /Y
CD “%TempSQLocation%/strategyquant-temp/!arrayline[%%A]!”
rename StrategyQuant64.exe !arrayline[%%A]!.exe
start /LOW !arrayline[%%A]!.exe %SQParameters%
 
)

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munchie

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7 years ago #138595

gentmat: thanks for a very useful video. i am having trouble finding the Ramcache software that you use for caching into Ram. i have an  Asus Z97-P (Intel Z97) 4xUSB3/2xUSB2 motherboard but unsure of where this ramcache software is suppose to be? it appears that all the tutorials out there point to downloading another piece of software? can you help?

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gentmat

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7 years ago #138596

The z series doesnt have tgis software free from asus . Asus only offer it for ROG motherboards.
But there is paid apps that does the same as i said in the video
http://www.superspeed.com/desktop/supercache.php

Use supercache 5 or 6 (new version) .try the trial .

70$ the software i guess . Look if u have a very fast ssd then dont buy it not worth it. Its worth ppl with hard drives but for me i use m.2 disk with 2500 mb/s its barely noticable the benefits . And my disk gets warm so ram work the best. But for 70$ dont pay if u dont need this speed specially if your ssd can do 450 and up speed . This speed is good enough for sq as sq3 doesnt use the disk a lot . It uses a lot of cpu and ram but disk is less used . To go fancy and all the way and have extra money then go on with that

gentmat: thanks for a very useful video. i am having trouble finding the Ramcache software that you use for caching into Ram. i have an Asus Z97-P (Intel Z97) 4xUSB3/2xUSB2 motherboard but unsure of where this ramcache software is suppose to be? it appears that all the tutorials out there point to downloading another piece of software? can you help?

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munchie

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7 years ago #138597

thank you for your quick reply gentmat, i have a 250gb ssd and a 750gb ssd as the data drive so maybe you are right and that it should be ok without ramcache. how are you getting on with your analysis/filtering?

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gentmat

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7 years ago #138598

thank you for your quick reply gentmat, i have a 250gb ssd and a 750gb ssd as the data drive so maybe you are right and that it should be ok without ramcache. how are you getting on with your analysis/filtering?

You have ssd so ur fine . Your not going to benefit a lot . Filtering as you saw the replies same theories as the books . No one has done live test step by step
How they filter . I think this is very hard to be done . Few if any succeeded in algo trading and this step is the key which 99% doesnt know how to do it . I think ppl want to help but they dont know

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munchie

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7 years ago #138599

i agree with you fully. i am thinking about whether to see if there is any interest in setting up a small study/focus group where there is collaboration and discussion of ideas and an online meet once per fortnight. maybe there might be demand for such a group? 

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gentmat

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7 years ago #138602

you have to have a head in a group else it will be chaos and people will flame on each other and this group will be just arguing . Arguing lead to nothing . You can group with strangers :p

i agree with you fully. i am thinking about whether to see if there is any interest in setting up a small study/focus group where there is collaboration and discussion of ideas and an online meet once per fortnight. maybe there might be demand for such a group?

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munchie

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7 years ago #138603

of course. we would need like minded, non ego people to work together, but i think collaboration will get results quicker than solo 🙂

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gentmat

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7 years ago #138604

of course. we would need like minded, non ego people to work together, but i think collaboration will get results quicker than solo 🙂

Make a new topic . Assign a old pro user to manage such group and im first to join.
Good luck with this task :p . More probability to succeed olin forex than with such task :p

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Karish

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7 years ago #138605

i can open a Skype group so we can chat realtime without spamming the forum if you want hehe :), would be cool

 

jump in: https://join.skype.com/kvbFyNu3imb4

 

or add me to contacts Arik.Karish if the URL not working

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gentmat

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7 years ago #138617

i can open a Skype group so we can chat realtime without spamming the forum if you want hehe :), would be cool

jump in: https://join.skype.com/kvbFyNu3imb4

or add me to contacts Arik.Karish if the URL not working

Okay guys i need until 6 this month to join as im in a vacation , outside my country of residence. So lets make it next week .
Open new topic karish so ppl knows

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munchie

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7 years ago #138622

Okay guys i need until 6 this month to join as im in a vacation , outside my country of residence. So lets make it next week .
Open new topic karish so ppl knows

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good idea, only saw the other post! Well at least there’s 3 of us so far already! Will join tonight

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AC1962

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7 years ago #139152

Hi gentmat

 

Thanks for video, SQ batch file and link to SuperCache web site. All excellent and very much appreciated!

 

The batch file works great, saving non-IT guys like me much setup time. SuperCache Express 6 has also very much helped improve my PC’s HD/RAM performance. Also much improved speed of my WFM testing.

 

Even though I am using geektrader recommended Zulu 9.0.0.2, I have found that displayed SQ memory consumption, over just 36hrs, has already crept-up over 500Mb across each of my 8x SQ instances, with one instance already exceeding 750Mb. I will leave them run a few more days to see if they hit the 1Gb allocation. Long-term performance is still better than Oracle (though I find Oracle far faster for a quick SQ session), but to allocate 2Gb per instance will require a RAM upgrade for me.

 

I have also downloaded and filtered your 6k of strategies, applying Dukascopy M1 data back to 05/05/2003 and Zdenek Zanka’s SQ filtering methodology primer (free PDF with SQ Pro). Most of the strategies failed to pass the recommended Raking Options Settings (page 20-21 of PDF) and what was left failed 2nd OOS (page 24) and 3rd OOS test (page 37). Without me even attempting Slippage and Different Market tests, or any Robustness testing. If you are new to SQ filtering I recommend you first get familiar with Zdenek Zanka’s free PDF, which I found worked very well to get started using SQ on EURUSD, M15 to D1 time-frames.

 

Thanks again!

AC1962

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gentmat

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7 years ago #139153

Hi gentmat

Thanks for video, SQ batch file and link to SuperCache web site. All excellent and very much appreciated!

The batch file works great, saving non-IT guys like me much setup time. SuperCache Express 6 has also very much helped improve my PC’s HD/RAM performance. Also much improved speed of my WFM testing.

Even though I am using recommended Zulu 9.0.0.2, I have found that SQ memory usage, over just 36hrs, has already crept-up over 500Mb across each of my 8x SQ instances, with one instance already exceeding 750Mb. I will leave them run a few more days to see if they hit the 1Gb allocation. Long-term performance is still better than Oracle (though I find Oracle far faster for a quick SQ session), but to allocate 2Gb per instance will require a RAM upgrade for me.

I have also downloaded and filtered your 6k of strategies, applying Dukascopy M1 data back to 05/05/2003 and Zdenek Zanka’s SQ filtering methodology primer (free PDF with SQ Pro). Most of the strategies failed to pass the recommended Raking Options Settings (page 20-21 of PDF) and what was left failed 2nd OOS (page 24) and 3rd OOS test (page 37). Without me even attempting Slippage and Different Market tests, or any Robustness testing. If you are new to SQ filtering I recommend you first get familiar with Zdenek Zanka’s free PDF, which I found worked very well to get started using SQ on EURUSD, M15 to D1 time-frames.

Thanks again!
AC1962

Hi AC , i used data of 30 years from “..buy” forgot the name , and a friend of mine filtered the data and removed the weekends so on. I think he did mistakes thats ao seems my data is corrupt . For me these strategies were working perfectly but in dukascopy they failed. I didnt know back then they he filtered them wrongly but he told few days ago that its wrong. So now i understand why everyone dis not get any good strategies out of this batch 🙁 sad i let my computer run for 15 days and got like 30 k strategies and now i deleted them all.

Thank you for good words and im happy i could help. Im good in computers but bad with sq . Did you aucceed with sq3 in live trading ?

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AC1962

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7 years ago #139154

Hi gentmat

 

Trading is all good experience, especially the mistakes. I know, I have made many.

 

I am relatively new to AlgoTrading. I purchased SQ Feb this year.

 

Since Feb I have progressively developed and launched live ~20x SQ trading strategies on: EURUSD and USDJPY; M15, M30, H1, H4 & D1. I only launch strategies that pass each stage of my SQ filtering, robustness and WFM testing. Overall performance to-date has been acceptable, though my combined equity curve has mainly been treading-water. But still very early days.

 

I am still testing, so I only trade very small live positions. I am currently more interested in developing my methodology than making (loosing) big money.

 

Thanks

AC1962

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AC1962

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7 years ago #139168

Hi gentmat

 

I have now been running SQ for 2.5 days, using your recommended batch file script set to 1Gb RAM / thread / SQ instance. Each instance is setup with recommended Zulu 9.0.0.2.

 

While overall strategy creation speed is much improved, I notice that the memory consumption meter for each SQ instance rapidly increases with time, seemingly relative to the amount of strategies saved in databank. See attached screenshot of memory consumption meter from SQ instance with greatest quantity of strategies in databank (~1300). It is almost up to the script setting limit of 1Gb RAM.

 

In your video you indicate that for this setup you would expect SQ memory consumption meter to stay reasonably flat, not exceeding 500Mb over a week or so period. Are you able to explain to me why, after only 2.5days, my SQ memory consumption meter is already approaching 1Gb, when set to 1 thread and using Zulu 9.0.0.2? My PC setup is: Windows 10 home; 4-core i7 CPU; 16Gb RAM.

 

When I previously used to run 1x instance of SQ with thread count set to 8, even though strategy creation speed was slower, the memory consumption meter rarely approached 3Gb even after 6 days of running SQ continuously.

 

I am just curious, because to increase my RAM allocation from 1Gb to 2Gb per SQ instance will require me to upgrade my overall installed RAM from 16Gb to 24Gb or 32Gb.

 

Any insight you can provide on this issue, would be much appreciated.

 

Thanks

AC1962

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