<?xml version="1.0" encoding="UTF-8"?><rss version="2.0"
	xmlns:content="http://purl.org/rss/1.0/modules/content/"
	xmlns:dc="http://purl.org/dc/elements/1.1/"
	xmlns:atom="http://www.w3.org/2005/Atom"
	xmlns:sy="http://purl.org/rss/1.0/modules/syndication/"
		>
<channel>
	<title>Comments on: Amibroker V. TradersStudio: Speed comparison Fight</title>
	<atom:link href="http://www.automated-trading-system.com/amibroker-tradersstudio-speed-comparison/feed/" rel="self" type="application/rss+xml" />
	<link>http://www.automated-trading-system.com/amibroker-tradersstudio-speed-comparison/</link>
	<description>Systematic Trading research and development, with a flavour of Trend Following</description>
	<lastBuildDate>Tue, 07 Feb 2012 09:06:21 +0000</lastBuildDate>
	<sy:updatePeriod>hourly</sy:updatePeriod>
	<sy:updateFrequency>1</sy:updateFrequency>
	<generator>http://wordpress.org/?v=3.3.1</generator>
	<item>
		<title>By: Jez</title>
		<link>http://www.automated-trading-system.com/amibroker-tradersstudio-speed-comparison/comment-page-1/#comment-107</link>
		<dc:creator>Jez</dc:creator>
		<pubDate>Tue, 10 Nov 2009 23:44:17 +0000</pubDate>
		<guid isPermaLink="false">http://www.automated-trading-system.com/?p=930#comment-107</guid>
		<description>Hey Matt,
Nice to &quot;see&quot; you here too... I havent had time to check your blog more in detail but will do so soon..

This goes slightly beyond my level of competency but I understand that the limitations come from XP which wwill not allow a process to use more than one of the 4 CPU (ie 25% of total). So the app might run hundreds of parallel threads but will never get allocated moe than 25% CPU. Anyway speed is so great that this is not a problem.

Completely agree with the over-fitting part. But unfortunately the e-ratio does require many optimisation runs (despiet not being a proper optimisation procedure)</description>
		<content:encoded><![CDATA[<p>Hey Matt,<br />
Nice to &#8220;see&#8221; you here too&#8230; I havent had time to check your blog more in detail but will do so soon..</p>
<p>This goes slightly beyond my level of competency but I understand that the limitations come from XP which wwill not allow a process to use more than one of the 4 CPU (ie 25% of total). So the app might run hundreds of parallel threads but will never get allocated moe than 25% CPU. Anyway speed is so great that this is not a problem.</p>
<p>Completely agree with the over-fitting part. But unfortunately the e-ratio does require many optimisation runs (despiet not being a proper optimisation procedure)</p>
]]></content:encoded>
	</item>
	<item>
		<title>By: Matt Busigin</title>
		<link>http://www.automated-trading-system.com/amibroker-tradersstudio-speed-comparison/comment-page-1/#comment-106</link>
		<dc:creator>Matt Busigin</dc:creator>
		<pubDate>Tue, 10 Nov 2009 22:51:32 +0000</pubDate>
		<guid isPermaLink="false">http://www.automated-trading-system.com/?p=930#comment-106</guid>
		<description>I&#039;m surprised it AmiBroker didn&#039;t use more than 1 CPU.  My understanding is that in the past number of versions, the optimiser now runs backtests in parallel.

I most typically run AmiBroker through a virtualised XP container from within my Mac laptop, so performance will never really be peak.  It&#039;s also important to note that if you&#039;re doing big optimisations that take a lot of time -- especially if you&#039;re optimising parameters which calculate PositionScore! -- you are likely over-fitting, and less likely to have something which works in the future.  YMMV.</description>
		<content:encoded><![CDATA[<p>I&#8217;m surprised it AmiBroker didn&#8217;t use more than 1 CPU.  My understanding is that in the past number of versions, the optimiser now runs backtests in parallel.</p>
<p>I most typically run AmiBroker through a virtualised XP container from within my Mac laptop, so performance will never really be peak.  It&#8217;s also important to note that if you&#8217;re doing big optimisations that take a lot of time &#8212; especially if you&#8217;re optimising parameters which calculate PositionScore! &#8212; you are likely over-fitting, and less likely to have something which works in the future.  YMMV.</p>
]]></content:encoded>
	</item>
</channel>
</rss>

