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Forums>StrategyQuant>General Discussion>Need help improving SQ performance

  • #270508 |
    Customer
    20 Posts

    Hello,

    My SQ is not performing as fast as I would expect, at the moment my Builder is generating 7,721 strategies/hour and the time per accepted strat is 13 min. I’m not sure if the performance can be improved with better hardware of by changing the settings on the Builder and SQ. Below please find my system’s hardware info. Please let me know what SQ or Builder info I should provide as well.

    Any guidance from the forum and/or SQ staff on how to improve performance will be immensely appreciated.

    System info: 

    CPU: Intel(R) Xeon(R) CPU E5-2650 0 @ 2.00GHz, 2001 Mhz, 8 Core(s), 16 Logical Processor(s)

    RAM: 32 GB

    GPU: NVIDIA Quadro 2000

    Disk: 500GB SSD

     

    Thank you all!

    #270541
    Customer
    797 Posts

    your CPU is fast enough to find strats by SQX, but nothing could be said without seeing your settings – what amount data are you using in builder, what robustnest tests, what precision, how many custom blocks, genetic settings, etc. etc.

    question is quantity against quality – what matters more? is 13 minutes slow? hard to say

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #270545
    tomas262
    Administrator
    1827 Posts

    Yes, the build speed is very relative and dependent on the builder settings used. With cross-checks enabled the speed goes down for sure but also if some genetic options are enabled such as “Detect same strategies in population …” or “Replace x% of weakest strategies …” etc. These options need computing power so slow the process down as well. You can play with options to optimize the speed in your favor. Try to use the simplest settings possible, don’t enable an option until you understand its function and add complexity as you move forward with the process and experience with SQX

    #270560
    ivan
    Participant
    225 Posts

    strictly on hardware, keyword here is power efficiency as in electrical power

    with an E5-2650, you have the processing power or mining capability of a modern day Core i7 laptop but the power consumption of several modern desktops because of the old architecture and lithography of the processor, its a 10 year old technology

    so (depending on your country) unless you are running on free of charge solar power, you are using too much electricity for the performance

    after all, this is not a game you play for passion only, if you invest 100 EUR in electricity and gain 70 EUR from the strategies, that’s not really a profit

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

    #270583
    Customer
    20 Posts

    Thank you all for your replies.

    I did an experiment to see if the slow performance was driven by my SQ settings or CPU. I went to Microsoft Azure and created a VM with 60 vCPUs and 228GB of RAM. You might be surprised to hear that the performance was the same, about 7,000 strategies/hour.

    I understand what hankeys and tomas are saying about the SQ settings, but regardless of those settings with 60 CPUs a better performance is to be expected! Any comments on this?

    Regardless of the above,  attached please my settings, an suggestions on changes will be greatly appreciated.

    Symbol E6 (EuroFX Futures)

    Data (from broker): 2001 to 2014 IS, 2015 to 2021 (30%) OOS. The reason for the large data is that I want to capture different market conditions.

     

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