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Portfolio master – problems with software runtime

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Dante999

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2 years ago #257234

Hello, I am trying to use portfolio master generation, you can find attached the configuration. At the beginning the generation is very fast but after some minutes it slows down tremendously until it stucks. The only way to proceed is to close the program from windows task manager. I tried several times to repeat the operation but everytime I have the same problem. Is it a configuration problem?

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tomas262

Administrator, sq-ultimate, 1 replies.

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2 years ago #257240

Hello, can you check the Task Mananger how much RAM is consumed by QuantAnalyzer? How much memory do you have installed?

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mabi

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2 years ago #257250

Turn of Autoscroll

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Dante999

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2 years ago #257255

 

I tried to disable autoscroll but the problem remains. I have 64GB of RAM installed, but it seems Quant Analyzer is limited and cannot use all of it

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tomas262

Administrator, sq-ultimate, 1 replies.

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2 years ago #257299

Hello,

you can try to start Analyzer by adding following parameters https://strategyquant.com/doc/quantanalyzer/starting-quant-analyzer-with-more-memory/

Also if the CPU usage is still high it can mean the calculation process has not yet finished

If you like you can send us the strategies you test in QA to [email protected] and we can simulate the portfolio build

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hankeys

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2 years ago #257303

making portfolio from only 16 strategies need to be done as a lightning

i am making portfolio of 20 strategies from 500+ strategies and have no problem with QA at all

do you have strategies saved with MC tests or WFM – what is your filesize of SQX files?

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.

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Dante999

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2 years ago #257325

Hello, filesize is about 100KB for each strategy, no MC tests on WFM inside. I tried to lower the max number of porfolios in databank, from 10000 to 100, and the problem suddenly disappeared, but of course I can see only a small part of all the possible combinations. Can this be the cause? (databank too big)

 

Do you have problems using 10000 portfolios in databank?

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hankeys

Customer, bbp_participant, community, 488 replies.

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2 years ago #257328

why to “save” to memory too much portfolios? you want to see only “best” candidates and you have set ranking to RDD

what will be the way how will you choose the portfolio from too much combinations?

100 for me is the max – always

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.

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Dante999

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2 years ago #257379

Sometimes I would like to minimize stagnation, and if I setup the generation of the porfolios to create pf with a number of strategies between for example 10 and 20, the minor stagnation portfolios are not necessary the ones with the best RET/DD. (The problem is that I cannot rank them for stagnation!)

Usually portfolios with more strategies have better RET/DD than pf with less strategies, but the same is not true for stagnation. This is why I would like to see all the combinations, so that I can than compare the different possibilities. But using only 100pf in the databank, will cause me to see only the pf with more strategies

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