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Multicore Optimize #488452
11/29/24 17:00
11/29/24 17:00
Joined: Jul 2024
Posts: 6
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Cristoig2001 Offline OP
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Cristoig2001  Offline OP
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Can multiple cores be used for brute force optimizations? Without using walk forward?

Re: Multicore Optimize [Re: Cristoig2001] #488458
12/05/24 07:40
12/05/24 07:40
Joined: Jul 2000
Posts: 28,022
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 28,022
Frankfurt
Yes, but only with Walk Forward.

Re: Multicore Optimize [Re: Cristoig2001] #488459
12/05/24 11:17
12/05/24 11:17
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Cristoig2001 Offline OP
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Cristoig2001  Offline OP
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Is it planned to include this functionality in a future version? It would greatly speed up the optimization

Re: Multicore Optimize [Re: Cristoig2001] #488464
12/09/24 10:53
12/09/24 10:53
Joined: Jul 2000
Posts: 28,022
Frankfurt
jcl Offline

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jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,022
Frankfurt
Why would you want to optimize without Walk Forward?

Re: Multicore Optimize [Re: Cristoig2001] #488467
12/09/24 14:58
12/09/24 14:58
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Cristoig2001 Offline OP
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Cristoig2001  Offline OP
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If I have 32 cores and if i use 5 walkforward periods, the strategy only uses 5 cores. It would be nice to be able to use all the cores. Also, when testing new ideas before applying the walkforward, I run several optimizations without walkforward. It would be great to take full advantage of the computer's power

Re: Multicore Optimize [Re: Cristoig2001] #488468
12/09/24 21:06
12/09/24 21:06
Joined: Aug 2017
Posts: 311
Netherlands
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Grant Offline
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Use NumCores to set the number of cores.

https://zorro-project.com/manual/en/numcores.htm

Re: Multicore Optimize [Re: Cristoig2001] #488470
12/10/24 08:48
12/10/24 08:48
Joined: Jul 2000
Posts: 28,022
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 28,022
Frankfurt
Testing ideas by in-sample optimizing is not a good idea. First, it is slower, second, the results are misleading.

You can use multiple cores only for tasks that can be parallelized, such as the cycles of a Walk Forward optimization. A single cycle with a single asset cannot be further parallelized.


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