When might the Amibroker Multi-threaded Individual Optimization for use with the Custom Backtester (CBT) be available?
My new “Indicator Combo” Individual Optimization requires about 961 runs for an Individual Optimization. I understand Amibroker’s Custom Backtester / Optimization is (for now) limited to a single thread based on the limitations described below.
In my particular case, using a single thread, the full set of 961 executions takes approximately 90 minutes (Intel 3770K 3.5ghz) . This is an amazing feat, and it makes me thirst for a faster result.
Amibroker Documentation states:
CHANGES FOR VERSION 5.64.0 (as compared to 5.63.0)
New Analysis: Multi-threaded Individual Optimization (experimental). Upto NumberOfCores faster. Note: no CBT and only exhaustive mode is supported as of now. The new optimizer is called “Individual Optimize” in the New analysis window and you can access it here:
Custom backtester is NOT supported (yet)
Smart optimization engines are NOT supported - only EXHAUSTIVE optimization works. Source: Multi-threaded individual optimization
Continuing discussions from: