Speed with filters and without filters

Mark, I have not mathematically tracked this yet but there seems to be a great difference in the speed of generation if I use filters or do not.   Let me explain. 



 If I let the software run without any filters  it will generate thousands of strategies in a matter of a couple hours.  I can then go through manual retesting and filtering like we did under SQ3 to try and arrive at the result I want and maybe have 100 or 200 strategies left over.  Both steps would take for example four or five hours  


 To the contrary, if I set many filters to achieve the same desired results as the first scenario, after four or five hours I may only have 10 strategies. 


 Why is this and can it be improved? 


 In addition, based on how this fitness ranking influences the logic, I am not sure that when generation results become so slow that the work is really efficient. 

Attachments
No attachments
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

j
#1

jmtc1230

18.06.2018 23:40

Task created

MF
#2

Mark Fric

20.06.2018 08:15

Status changed from New to Waiting for information

I tested this, but it seems to be working normally for me, it is actually little bit faster when using automatic filters compared to when I turn them off,. 


Are you talking about automatic filters? Or filters of main test? or filters on cross checks?


Can you attach here your build config with filters so I can test it with your settings?

MF
#3

Mark Fric

26.06.2018 14:38

Status changed from Waiting for information to Refused


Votes: 0

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please