CPU usuage is all over the place, log window wont progress to optimization stage, basically WF Matrix cross check doesn't run.
Config and example strategy attached.
Attachment No Progress.jpg added
Status changed from New to Refused
I modified the Retester and its optimizations, it should now work more effectively - use all available CPU, and test strategies sequentially, so there should be a progress.
But the main problem is that you use Real tick precision, and 20.000 maximum tests for WF matrix. With my data, one backtest with real tick precision takes at least 10 second, so that would make 20.000 x 10s = 200k secs, which is about 55 hours only for one strategy with WF Matrix to be finished. I would recommend using lower precision when you also use WF optimizations, and also lower max. tests to 5-10.000
It has nothing to do with how long it might take. Besides, it DID work in the past.
It is broken. Sorry. It will not run. Period.
It has nothing to do with how long it might take. Besides, it DID work in the past.
It is broken. Sorry. It will not run. Period.
But the main reason with the attached config was the big precision and related slowness - it would take several hours to finish just one strategy, and you are retesting 44 of them.
how long it takes I dont mind - those 44 strategies are the output of 4 weeks custom project running non stop.
It has been running for an hour, with zero progress, and processor usage stuck on around 20%, and no updates in log screen.
Hit stop, and all of a sudden it is actually around 90% complete. It doesn't stop as requested and, processor jumps to 100% utilization and it finishes the remaining 10% using 100% of the processor.
Yet, if you actually go into the strategy result, no contain any walk-forward / matrix result whatsoever.
Is it perhaps related to this bug: https://roadmap.strategyquant.com/tasks/sq4_4024