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NinjaTrader with 16+ cores
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NinjaTrader with 16+ cores

  #81 (permalink)
Site Administrator
Manta, Ecuador
 
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Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
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JohnnyB View Post
Mike - Can you provide any performance comparisons between the 4P Opteron and i7 920 PC? Maybe some backtesting benchmarks using MC8? You're giving up some clock speed with the Opterons so I'd like to compare both single and multi-threaded performance.

JB

Haven't had time to do any benchmarks. But MC has no problem filling all 48 cores with full load when you are backtesting more than around 50,000 bars. If you test fewer bars it won't fill the pipe. Not a problem for me, most of my tests are over a million bars.

I change affinity so that one or two cores are left untouched, so the rest of the machine continues to respond well.

A guestimate for speed: My i7 920 was overclocked to 4.0ghz, so clock for clock the i7 was faster. But there were 8 cores, and now there are 48 cores. So no matter how you look at it, the new machine is considerably faster.

If I was building a new single processor workstation, it would not be AMD. It would be Intel.

Mike

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  #82 (permalink)
Elite Member
Chicago, IL
 
Futures Experience: Advanced
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I agree. Single or dual processor workstation, I'd definitely go Intel. Hence the EVGA SR-2. But the allure of 48 or 64 cores has me intrigued.

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  #83 (permalink)
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London
 
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In my opinion is better built a lan by windowserver2008 hpc and share the calculation from all machine.
Do any one try to built grid computing by multicharts?

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  #84 (permalink)
Site Administrator
Manta, Ecuador
 
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bomberone1 View Post
In my opinion is better built a lan by windowserver2008 hpc and share the calculation from all machine.

I would love for that to be true. But unless I am completely wrong, that is not at all how a HPC works.

When you run an application like MultiCharts, it does not see a combination of all the nodes. Instead, the head node simply assigns the task to one of the cluster nodes. The application does not see an aggregate of all cluster nodes, in other words the application does not span multiple cluster nodes.

Would love to be proven wrong.

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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  #85 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
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Big Mike View Post
I would love for that to be true. But unless I am completely wrong, that is not at all how a HPC works.

When you run an application like MultiCharts, it does not see a combination of all the nodes. Instead, the head node simply assigns the task to one of the cluster nodes. The application does not see an aggregate of all cluster nodes, in other words the application does not span multiple cluster nodes.

Would love to be proven wrong.

Mike

I think Mike is right, unless having a special software version, HPC ready, the threads will not be dispatched on all nodes. I did some large backtests, maybe 10 years ago, on a Linux HPC farm, but it was Perl home made code, and the threads were not dispatched on all slave nodes, that was real processes.

Success requires no deodorant! (Sun Tzu)

Last edited by sam028; June 1st, 2012 at 02:24 PM. Reason: typ'o
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  #86 (permalink)
Elite Member
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Another solution is Digipede.
Digipede : Grid Computing for Windows : Distributed Computing : Cluster Computing : Grid Computing for .NET
Do you think that it could work fine?

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  #87 (permalink)
Administrator: Retired Backtester
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bomberone1 View Post

No, unless having your software using their sdk.
Do not hope any miracle .

Success requires no deodorant! (Sun Tzu)
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  #88 (permalink)
Trading Apprentice
Miami florida
 
Futures Experience: Advanced
Platform: stockfinder ThinkOrSwim
Favorite Futures: options
 
Posts: 1 since Jun 2012
Thanks: 0 given, 1 received

Hi All,
I use Worden's Stockfinder, which has a VB based programming interface called "Realcode". I have programmed a set of indicators. Till recent i had it running on a Intel I7 920, overclocked at 4Ghz. Stockfinder/realcode uses a lot of CPU resources, specially since I use at least 500 bars per chart, and have some indicators that loop over each bar and do some extensive calculations.

With the I7 920 I had my layout maxed out at 3charts. I desperately wanted to load more charts, therefore, since Stockfinder is a multithreading app, I thought I would throw as many CPU cores at it as possible.
My first attempt was a Supermicro H8QGi-F board with 2 6282SE Opteron CPU's (max is 4 CPU), for a total of 32 threads. Used MS server 2008, to my surprise it performed worse then my I7 920. returned the board on a RMA, and replaced with a ASUS Extreme IV formula, with a I7-3930x and overclocked it at 4.9Ghz. I got it to 5Ghz, but it would crash once in a while, and at 4.9Ghz is rock-solid. Now I've got 11 charts running with minute data.

Moral of story : whatever app you're using, and thinking of upgrading hardware in order to improve performance, then just the total amount of cores might not be the single answer.
A simple test is to have your current CPU run on a single core, and step from a low clockspeed to the max clockspeed supported. In my case I found out that a single chart with all my indicators on it runs very poorly if my CPU clockspeed gets reduced below around 3.5Ghz, regardless of total cores. after clocking over 4Ghz, I can expand my layout with more charts, almost on a extra chart per extra core bases.

Since the AMD Opterons run at about 3Ghz clockspeed, it really didnt matter how many cores I had available, performance was poor. But when I switched to a CPU that can run at higher clockspeed, things run fine, and my layout started taking advantage of the extra cores.

next mission is to try a EVGA SR-2 with dual 5690's OC'd at about 4.5 to 4.6Ghz (from reading that seems to be the ceiling for these CPU's), and thus be able to run even more charts on my layout.

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  #89 (permalink)
Elite Member
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quad 6174 Opteron workstation

Mike,

Any updates on your quad 6174 Opteron workstation? How is it working out?

I was running a large portfolio optimization using R last night and could have used more cores...

JohnnyB

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  #90 (permalink)
Site Administrator
Manta, Ecuador
 
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JohnnyB View Post
Mike,

Any updates on your quad 6174 Opteron workstation? How is it working out?

I was running a large portfolio optimization using R last night and could have used more cores...

JohnnyB

It was a dog. I sold it to a Folder. I built a new workstation instead, i7-2700k overclocked to 5.0ghz on water, 32gb, 2x256gb crucial m4 ssd raid 0. More threads and cores are great, but the AMD box was a real dog as a workstation, the i7 box just crushes it.

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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