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Best Genetic Options

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Oliver

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4 years ago #255205

Im really unsure of what difference all these options mean and do. can anyone explain the effect of changing the numbers on each of these options. im trying to understand how i can build strategies far quicker that meet my acceptance criteria. i used to have 100 max generations and 100 population size with 4 islands and the rest the same but it would take almost a week for GBPUSD strategies to land in my results of say 500. then i would set about doing all my robustness tests. except for the higher precision test on m1 data.

I would need these explaining in lamen terms as im not really technically minded.

thanks in advance

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ivan

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4 years ago #255602

i can elaborate on the subject, although this would be a discussion for the main thread of PC recommendation

in my personal view, today, the best, most atractive configuration for beginners would be the 3900X. Its a 12 core, 3,8Ghz base freq. processor which is around 500 EUR in any shop right now. ( i am using eur because i think most users here are from Europe). It has a 8350 point CPU-Z score which is very good for a single processor at that price range. The system will use around 110 kw/month in continuous use.

Around this processor, one can build a compact, air cooled modern desktop with a final price of a little over 1000 eur. This sum is the bare minimum. Experienced traders use Threadrippers which are more expensive.

In my view and from my practical expeince on several configurations, anything which has less than 5000 CPU-Z score and at the same time, below 700 EUR, is not worth using for creating strategies because its simply too slow, it will take several weeks for any given project and the electricity is not used efficiently.

As for time, i think 5 days would be an acceptable timeframe to create a solid databank which would pass a retest protocol (different timeframes, slippage but also the set of MC tests). With a weaker processor, this would take a month instead of 5 days. The ammount of electricity used is around the same, if you use less in more time or more in less time. By using a decent system, the clear advantage is the time gained.

 

Timisoara, Romania
3900X 3.8 Ghz 12 cores, 64GB RAM DDR4 3000Mhz, Samsung 970 EVO Plus M.2 NVMe

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Gianfranco

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4 years ago #255605

as they say in Italy money is not everything …. but a decent PC and knowledge and experience make all the difference

I’d try a super pc with hundreds of cores
little dream
regarding algotrading

thanks

gianfranco

p.s.

.but when you wait hours or days
would you like to have a ferrari pc

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Jason

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3 years ago #258976

The comments Ivan is making on the PC/CPU power just aren’t true from what I’ve seen. Sure we would all love a Threadripper crunching the numbers and churning out crazy amounts of strategies but its not a requirement. I’ve been using a fairly old i5 Intel with 32GB ram and it does OK.

With the correct knowledge you can make strategies with it.

 

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hankeys

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3 years ago #258978

correct, you can always find your suitable setting

make it simple, use selected TF only for generating, use lower numbers of initial population, lower the complexity of strategy, lower the building blocks (only signals and OHLC for example) etc. etc.

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ivan

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3 years ago #258987

I’ve been using a fairly old i5 Intel with 32GB ram and it does OK. With the correct knowledge you can make strategies with it.

what a more powerful hardware allows you to do is to buy time, obtain the same strategy in less time which counts especially when you build a portfolio with dozens of strategies, because you wont get anywhere on a longer term with just one strategy

another thing you can do is to obtain strategies on lower timeframes, lower than H1, thing that you simply cant do with older, weaker processors because you get 1 strategy per several hours, maybe even less

i never said one CAN’T obtain working strategies with older software

Timisoara, Romania
3900X 3.8 Ghz 12 cores, 64GB RAM DDR4 3000Mhz, Samsung 970 EVO Plus M.2 NVMe

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Gianfranco

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3 years ago #258988

with a w.s. modest you can dig to the surface with a w.s. powerful you can dig deep … and deep there are interesting things…….

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