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NinjaTrader with 16+ cores
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NinjaTrader with 16+ cores

  #11 (permalink)
Membership Revoked
Szczecin
 
Futures Experience: Intermediate
Platform: Ninja, writing own now
 
Posts: 212 since Mar 2010
Thanks: 47 given, 102 received

Bt.w, mike care what you plan getting hwardware wise?

I jsut got a 3930 with soon 32gb ram (16 at the moment - the 8gb modules are hard to get here and I had that lying around9. 6 cores, 12 with threading. Mild overclocking to 4ghz. Freaking monster.

Otherwise I am waiting for the new AMD to come out later this year (piledriver - the current ones suck) So, just interested in where you plan going.

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  #12 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
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NetTecture View Post
Bt.w, mike care what you plan getting hwardware wise?

I jsut got a 3930 with soon 32gb ram (16 at the moment - the 8gb modules are hard to get here and I had that lying around9. 6 cores, 12 with threading. Mild overclocking to 4ghz. Freaking monster.

Otherwise I am waiting for the new AMD to come out later this year (piledriver - the current ones suck) So, just interested in where you plan going.

I have been toying with a few ideas. One, I want to replace my aging primary workstation which is a i7 920 running at 4ghz on air. Two is I was considering consolidating my three dedicated Xeon servers at Chicago with one monster box.

But I need to do some tests regarding how NT and MC behave with multi cores and slower IPC vs fewer cores and higher IPC. I've done tests on the futures.io (formerly BMT) server hardware and find that a faster clock rate and IPC is beneficial over more cores.

So truth is, I don't know what I will be building. But I want to build something... it's been too long since my last crazy build

The 3930 is an awesome box. I was even considering a couple 3930s for me to use in 1U's for futures.io (formerly BMT) equip, as the faster clock freq and IPC will be beneficial for the latency of fetching forum pages. I'd rather use the Xeon but at $1000 price premium I think I can get over it, provided I can find a good IPMI solution. But for workstation use, I really, really like the 3930.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
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Last edited by Big Mike; March 5th, 2012 at 02:32 AM.
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  #13 (permalink)
Site Administrator
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hehe

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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  #14 (permalink)
Elite Member
Germany / Italy
 
Futures Experience: Advanced
Platform: a few...
Favorite Futures: all that move nicely, extend your horizons
 
Posts: 67 since Nov 2009
Thanks: 45 given, 31 received

if you're running any multicore system backtesting in NT7, ensure you've cleaned up the strat properly for not using any enums / bools - learned this the hard way time ago that this would limit the optimizer to single core...

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  #15 (permalink)
Elite Member
Chicago, IL
 
Futures Experience: Advanced
Platform: prop
Favorite Futures: Options
 
Posts: 38 since Jan 2012
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In the attached Task Manager and Resource Monitor screens, I'm running an optimization on my Perry Strategy. My Perry strategy has Perry's original 7 indicators (2 SMAs, 2 EMAs, ADX, DMI+, and DMI-) along with an additional 6 momentum calcs being done on these indicators. The optimization is for 1 day and has 18 inputs, 5 to 10 steps each optimization. This optimization takes over 1 hr to run.

My EVGA SR-2 has 12 cores and 24 Hyperthreads. As you can see the optimization is using maybe 20 of the 24 Hyperthreads. Each thread hits peaks of 80% and not 100%. So its not CPU bound.

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  #16 (permalink)
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JohnnyB View Post
In the attached Task Manager and Resource Monitor screens, I'm running an optimization on my Perry Strategy. My Perry strategy has Perry's original 7 indicators (2 SMAs, 2 EMAs, ADX, DMI+, and DMI-) along with an additional 6 momentum calcs being done on these indicators. The optimization is for 1 day and has 18 inputs, 5 to 10 steps each optimization. This optimization takes over 1 hr to run.

My EVGA SR-2 has 12 cores and 24 Hyperthreads. As you can see the optimization is using maybe 20 of the 24 Hyperthreads. Each thread hits peaks of 80% and not 100%. So its not CPU bound.

Thanks for that.

And for comparison sake, you might try just the built-in MA Cross Over strategy and post the same screenshots? To see if a simpler strategy has better CPU utilization.

I think that the reason it is not maximizing the CPU is due to all the dataseries and objects for that 7 indicator strategy. If you are really wanting to increase the performance, I think you could eliminate the SMA, EMA, ADX and DMI calls externally, and just build them in as internal functions to return Double's since you likely only need the current value, or perhaps the current value and the 1 prior value. It will be far less expensive than a DataSeries being called from a separate indicator.

Are you using genetic or brute force exhaustive optimization?

Thanks for the post.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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The following 2 users say Thank You to Big Mike for this post:
 
  #17 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
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Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,232 received

@JohnnyB, one last thing - you might time a run with HT enabled and another run with HT disabled. It may perform better with HT disabled in this case.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #18 (permalink)
Elite Member
Chicago, IL
 
Futures Experience: Advanced
Platform: prop
Favorite Futures: Options
 
Posts: 38 since Jan 2012
Thanks: 23 given, 18 received

I'll try the simple crossover strategy and post the same charts tomorrow. Thought I'd be able to do it tonight.

Good point on moving the indicator code internally. I need the last 5 to 10 values which I can handle in memory.

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  #19 (permalink)
Membership Revoked
Szczecin
 
Futures Experience: Intermediate
Platform: Ninja, writing own now
 
Posts: 212 since Mar 2010
Thanks: 47 given, 102 received


Big Mike View Post
@JohnnyB, one last thing - you might time a run with HT enabled and another run with HT disabled. It may perform better with HT disabled in this case.

Mike

No, it should not. Sorry, mike.

Your arguments make no sense - I wont argue whether it will perform slower, or that data series are slower than building internally.

BUT: All that would be execution time, it would NOT show up in lower CPU utilization. Example HyperThreading - it may have to wait on "thread 2" for resources, but it would still show up 100% cpu utilization properly.

All that makes NO sense for Ninja. Ninja should be able to spin off enough parallel runs to use up the CPU stable 95% upward. Whether or not a strategy run internally optimal will show up in "how many cpu cycles it uses per bar", but not in how high the CPU utilization is.

Doing data loads (still fighting my NxCore library) I get the CPU stable to nearly 95% - I run 11 parallel threads, on 12 cores. The reason is that... well... that keeps the UI more responsive But 11 cores are running full stable 100%.

Ninja could do the same.

Sorry, the task manager bar showed a chip not even half working, not mostly working.

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  #20 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
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Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,232 received



NetTecture View Post
Your arguments make no sense

Lol.



Well I will just continue to rely on my own testing to reach my own conclusions, and you should do the same.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
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