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GSB Forums » Default Forum » Any difference between MC and TS Walk-Forward Optimizer? Go To Bottom

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Author: Subject: Any difference between MC and TS Walk-Forward Optimizer?
Petzy
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[*] posted on 2-1-2018 at 09:26 AM
Any difference between MC and TS Walk-Forward Optimizer?

Hi,

I have been trying to generate files from TradeStation Walk-Forward Optimizer to feed into EWFO. But TradeStation WFO crashes after 3-600 iterations.
Trying to do a Genetic run with 10000 iterations is impossible due to crashes.

I wonder if MC would work better to create the WFO files?

Any opinions on that?

Regards,
Peter Gunnarsson

P.S.
I attached the log file if any one is intrested


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admin
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[*] posted on 2-1-2018 at 03:10 PM


mc is more work than ts as you need to add a function to your code.
There is a super intermittent bug in TS where one of the orchart has a memory leak. When it hits 3gb of ram ts crashes.
Thats one reason I built optmon
http://trademaid.info/optmon.htm
The problem didnt occur from memory if ts has only 1 cpu core assigned.
Contact ts support is another issue.
Check yo have ram and disk free too.

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Petzy
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[*] posted on 2-1-2018 at 03:33 PM


I am not so experienced with TS WFO so these questions might be wrong. But anyway...

It looks like Optmon will close the WFO when it reaches to much memory for example. Will that not breake the result from WFO?

If I assign one core to TS, will that solve the entire problem with to large files. Or just the actual error/crash?

Regards,
Peter

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[*] posted on 2-1-2018 at 04:31 PM


optmon wont close wfo from memory.
if oyu manually terminate ts wf, all will be well. End task it , or if it crashes then you have probelms
My guess is this is a ram issue. Im not at all sure. You need to go into ts and change to one core, not via task manager.
otherwise use ts 9.1
Bottom line is check the ram issue. if its not that contact ts support

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