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Registered User
Joined: 9/10/2009
Posts: 53
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I'm scanning 1000 stocks with a 6 part combo condition on 30 minute charts. It takes nearly four minutes to complete.
I'm running a fairly high end machine -is there any way of speeding this up?
For instance, is it faster to put the more simple conditions at the start of the combination so SF only tests the complex conditions on fewer stocks?
Also, will the program run faster under Windows 7 than under XP which I use? Also, if I upgraded to quad core -can SF benefit from this?
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Registered User
Joined: 2/22/2010
Posts: 187
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Dear remobile1,
I had the same issue and there are some things you can do:
1a. The most complex conditions at the end of the filter as you already filtered out most of the symbols
1b. Do a general scan first of the 1000 shares to filter out the ones you will never trade. Filter on min and max price, average daily volume and/or min daily ATR. Then copy that list to you personalized scan.
2. When I changed to windows 7 the speed went up dramatically, but this is my personal experience.
3. Go to settings/data manager and lower the number of bars you minimum need for your conditions to work.
4. Some computer stuff you can do: defrag your computer, update windows manually, clear caches of java and explorer, upgrade your internal memory.
I hope this will help you. Kind regards,
thevinman
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Registered User
Joined: 9/10/2009
Posts: 53
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Thanks vinman
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Registered User
Joined: 12/31/2005
Posts: 2,499
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QUOTE (thevinman) Dear remobile1,
...
...
1a. The most complex conditions at the end of the filter as you already filtered out most of the symbols
...
...
Along these lines and considering realcode issues:
if A and B and C then
whatever
endif
can be improved by using andalso instead of and
This results in not having to evaluate B or C if condition A is not true
So
if A andalso B andalso C then
whatever
endif
would be faster.
Also ordering the least likely items first can improve things. For example
A is True 90% of the time
B is True 50% of the time
C is true 2% of the time
Reordering the code to be
if C andalso B andalso A then
whatever
endif
would require the evalutation of A only about 1% of the time instead of 90% in the first example.
The payoff is dependent on the cpu complexity of A and B and C. It could be that C take 200 times more time to calculate. If that were the case then moving it to the end would be the prudent thing to do.
Another example
if IND.value > 80 then
x += price.close
end if
if IND.value < 20 then
x -= price.close
end if
can be made faster by using else
if IND.value > 80 then
x += price.close
else if IND.value < 20 then
x -= price.close
end if
thus avoiding looking at IND.value < 20 when it is > 80.
The most fruitful code enhancement is the elimination of loops in the code. For example counting the bars since x happened with
dim count as integer
for i = 1 to lookback
if Xhappened then
count = 0
endif
count + = 1
next i
will loop 100 times for every bar
Instead
static count as integer
if isfirstbar then
count = 0
end if
if xHappened then
count = 0
endif
count += 1
...
avoids the loop
Clearly less bars and fewer symbols is the first approach to apply with the best payback. Modifying the code is a 2nd level enhancement with loop elimination providing the best return.
That said, the KISS concept, "Keep It Simple Stupid", often can be the best approach. Stripping out some of the complexity selectively and thoughtfully can often provide the best speed improvement.
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Administration
Joined: 9/18/2004
Posts: 3,522
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These are all excellent points in speeding up your calculations. I love it when the community can help each other.
One final point I can add is make sure you are not using cumulative indicators (like exponential averages) as these will have to calculate for the entire data set. Switching a 20 bar exponental average to a 20 bar simple will go from having to use 500 bars (if that is what your data manager is set to) to using only 20 bars for the calculation. Multiply that times the number of symbols you're scanning and you can see a huge performance increase.
Ken Gilb (Kuf)
Chief Software Engineer - Worden Brothers Inc.
Try/Catch - My RealCode Blog
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