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NinjaTrader with 16+ cores
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Created: by Big Mike Attachments:20

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NinjaTrader with 16+ cores

  #21 (permalink)
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NetTecture View Post
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.

You can Google HyperThreading and learn that in many situations disabling it will offer superior performance. I asked him to time the tests with HT on and HT off. Not to measure CPU difference between the two tests.

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  #22 (permalink)
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Quick test:

With HT enabled = 54 seconds
With HT disabled = 42 seconds, a 25% improvement in speed

This is the first time I loaded NinjaTrader in well over two years!

Video attached. Strategy attached.

This is on my Chicago dedicated trading box, a single X3450. I can't test on my i7 home workstation right now, too much going on to reboot and disable HT.

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.

Attached Files
Register to download File Type: cs CPUTest.cs (1.9 KB, 31 views)
Nt1-1-1.mp4 (14.23 MB, 77 views)
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  #23 (permalink)
Membership Revoked
Szczecin
 
Futures Experience: Intermediate
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Big Mike View Post
Quick test:

With HT enabled = 54 seconds
With HT disabled = 42 seconds, a 25% improvement in speed

This is the first time I loaded NinjaTrader in well over two years!

Video attached. Strategy attached.

This is on my Chicago dedicated trading box, a single X3450. I can't test on my i7 home workstation right now, too much going on to reboot and disable HT.

Mike


I never said it would not be slower. I said it would not cause lower CPU utilization.

See, HyperThreading shares ressources of teh CPU between two threads. CPU utilization says how busy the CPU is. A CPU waiting for the other thread to release resources is busy.

So, if the CPU is fully used, it may FINISH testing faster iwhtout hyper threading, but both scenario should show the CPU utilization in task manager clsoe to 100%. Task amnager does not show some magical "operations per second" it basicalyl show "time CPU is busy dealing with threads scheduled from the operating system" comapred to "time CPU core is not used by operating system". Again, whether or not "1 core with 1 thread" is faster in cycles per second than "1 core with 2 threads" is totally irrelvant for the CPU utilization graph. It simply does not know WHAT the cpu is busy with.

The fact that NInja does not manage to get the CPU up to 90% upward - regardless of how fast the backtests actually execute - show it is not scheduling effectively.

Inosfar your comments are irrelevant - they do not address my comment at all, instead talking about how many seconds it takes. Fact is, NinjaTrader does not schedule enough threads efficiently enough to keep all visible cores busy most of the time. I personalyl set 90% as the minimum for effective use (it is very hard to get 16+ threads properly organized in many applications) with 95% as "full use" limti (mostly because it is sometimes VERY hard to get the view to 100%).

Ninja should have no problem getting the CPU pretty much hit the top of the line (100%) most of the time. Backtesting is a perfectly scalable algorithm, every backtest is totally independant, only returning to the coordination system when it is finished to write the resutls back to the manager. As Ninja seems to build all price data in memory during a prep phase (disc IO is very low during backtests) this also can not be the limit.

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  #24 (permalink)
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Big Mike View Post

This is the first time I loaded NinjaTrader in well over two years!


Mike

Welcome back to the dark side....

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
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  #25 (permalink)
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Quoting 
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'll run the tests using the built-in MA Cross Over strategy tonight, w/o HT.


Quoting 
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.

Great tip! Thanks! Can you point me to an example?


Quoting 
Are you using genetic or brute force exhaustive optimization?

I'm new to NT7 and not familiar with using genetic or brute force exhaustive optimization in NT7. Are these options in the standard optimizer or do I need to use a custom optimizer?


As for HT On or Off, I've seen it go both ways. It depends too much on the activity, code, load, and systems architecture. One really needs to test it both ways...


BTW, great forum software! really like the features. Thanks! JB

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  #26 (permalink)
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Actualy attempt done today. It looks with the brute force optimizer it uses all cores, the genetic one is not that efficient in scheduling. Trying to play with parameters to see whether i can get it to execute more parallel optimizations. Non-Generic uses up the CPU nicely.

Btw., Hyper-Threading is likely less efficient - Ninja seems to use double a lot, and the one item that is not shared (i.e. a scarce resoruce) betwen the two threads is the FPU. hyper-Threading is pretty much designed for scenarios where math is not "the primary operation" of the threads. Need to look up details, though. What I wonder is though is that it is SLOWER.

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  #27 (permalink)
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JohnnyB View Post
I'm new to NT7 and not familiar with using genetic or brute force exhaustive optimization in NT7. Are these options in the standard optimizer or do I need to use a custom optimizer?

Found the answers to this question! Great site and I need to search before I ask!

Thanks - JB

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  #28 (permalink)
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JohnnyB View Post
Great tip! Thanks! Can you point me to an example?

The strategy I attached a couple posts back has the EMA built in to it, as an example -- instead of calling EMA().

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
 
  #29 (permalink)
Site Administrator
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Daddy wants.

AnandTech - The Xeon E5-2600: Dual Sandy Bridge for Servers

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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  #30 (permalink)
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Futures Experience: Advanced
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Here are the Task Manager screens on my workstation. HT off was faster. CPU usage still averaged on 40%.

Attached Thumbnails
NinjaTrader with 16+ cores-bruteforcesimplema.jpg   NinjaTrader with 16+ cores-bruteforcesimplemahtoff.jpg   NinjaTrader with 16+ cores-genericsimplemahtoff.jpg   NinjaTrader with 16+ cores-geneticsimplema.jpg  
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