Wealth-Lab 6.4 hangs after ~1500 optimization runs
Author: kbellare
Creation Date: 6/18/2013 10:01 PM
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kbellare

#1
I'm running Wealth-Lab Pro 6.4 and need to run optimization across 5 strategy paramters and across a data-set of 35 symbols - it amounts to 7200 Monte-Carlo runs and 29000 Exhaustive runs.

The tool hangs in both types of optimization runs - it doesn't respond when i click "Cancel Optimization". I tried from multiple PCs and they both report sufficient unutilized processor (30-40% util) and memory (60% util) in the Task Manager.

When i run the same optimization for 1 symbol, it completes within 20 seconds - so, the Monte Carlo run shouldn't take more than around 8-10 minutes.

Haven't had this issue earlier, as i've run optimizations across a data-set of 200 symbols and same order of magnitude of runs.

Pl advise if this is a common issue and work-around

thanks
Kiran
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Eugene

#2
There is no silver bullet.

First, the computer specs.

1. How much RAM is installed in each of your multiple PCs?
2. What Wealth-Lab "bitness" you're using?

Next, the data. What are the bar scale and the data loading range used in this optimization?

Finally, "Haven't had this issue earlier" is not a good indicator. Have you had this issue with a canned strategy (then which one)? If it only happens to your strategy, we'd have to review its code - which right now is the primary suspect.
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kbellare

#3
1) Both machines are 64-bit Windows 7 machines. This one has 4GB RAM.
2) I'm using Wealth-Lab 6.4 64-bit
3) Daily bar scale, 6-years - April 1, 2007-Mar31, 2013, 36 symbols. Running in Raw Profit mode.

Can I email you my strategy code?

thanks,
Kiran
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Eugene

#4
Feel free to attach (or paste) it in a support ticket.
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