NexusFi: Find Your Edge


Home Menu

 





NinjaTrader with 16+ cores


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one Big Mike with 37 posts (33 thanks)
    2. looks_two JohnnyB with 17 posts (9 thanks)
    3. looks_3 NetTecture with 13 posts (2 thanks)
    4. looks_4 Eubie with 3 posts (0 thanks)
      Best Posters
    1. looks_one wavey with 1 thanks per post
    2. looks_two Big Mike with 0.9 thanks per post
    3. looks_3 JohnnyB with 0.5 thanks per post
    4. looks_4 NetTecture with 0.2 thanks per post
    1. trending_up 44,205 views
    2. thumb_up 52 thanks given
    3. group 26 followers
    1. forum 102 posts
    2. attach_file 20 attachments




 
Search this Thread

NinjaTrader with 16+ cores

  #31 (permalink)
 JohnnyB 
Chicago, IL
 
Experience: Advanced
Platform: prop
Trading: Options
Posts: 38 since Jan 2012
Thanks Given: 23
Thanks Received: 18

Here's the two runs for CPUtest.

Attached Thumbnails
Click image for larger version

Name:	BFCPUtestHToff.JPG
Views:	198
Size:	367.2 KB
ID:	65203   Click image for larger version

Name:	GeneticCPUtestHToff.JPG
Views:	195
Size:	359.5 KB
ID:	65204  
Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Better Renko Gaps
The Elite Circle
Trade idea based off three indicators.
Traders Hideout
About a successful futures trader who didn´t know anyth …
Psychology and Money Management
ZombieSqueeze
Platforms and Indicators
 
  #32 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,239
Thanks Received: 101,662


JohnnyB View Post
Here are the Task Manager screens on my workstation. HT off was faster. CPU usage still averaged on 40%.

Thanks.

I guess bottom line, NT7 is not as efficient as it could be in terms of optimization and backtesting. So we'll hope NT8 does better.

I wonder if someone could also comment on the memory scaling question I had in post #1. I haven't had a chance to do my own tests yet (but will) --- question is: Does the amount of memory exponentially scale with the number of cores/threads?

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #33 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,239
Thanks Received: 101,662



JohnnyB View Post
Here's the two runs for CPUtest.

Interesting. If you happened to run it on the same settings as me (ES, January 1 to present, 60 minute time frame) I would like to know how long the test took to complete on run #2 or after (run #1 is needed to cache the barseries I think).

I ask because your machine is obviously much faster than my single X3450 and I'd like to compare.

Today Intel released the new Xeon E5's, and I am drooling.... must... resist...

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #34 (permalink)
 JohnnyB 
Chicago, IL
 
Experience: Advanced
Platform: prop
Trading: Options
Posts: 38 since Jan 2012
Thanks Given: 23
Thanks Received: 18

I'll rerun you test lataer today with your settings.

Yes, the new Intel chips look great. I have several HP DL 380 G8s with the new Intel chips on order for testing. Unfortunately, it's for real work...

JB

Reply With Quote
  #35 (permalink)
 jkpdon 
austin,tx,usa
 
Experience: Beginner
Platform: ninjatrader
Trading: es
Posts: 31 since Dec 2010

i use Intel QuadCore Q6600 with 3GB memory 64 bit windows ultimate

heres my screenshot

Attached Thumbnails
Click image for larger version

Name:	optimization cpu usage.png
Views:	241
Size:	97.4 KB
ID:	65357  
Reply With Quote
  #36 (permalink)
 NetTecture 
Szczecin
 
Experience: Intermediate
Platform: Ninja, writing own now
Posts: 211 since Mar 2010


jkpdon View Post
i use Intel QuadCore Q6600 with 3GB memory 64 bit windows ultimate

heres my screenshot

Now that looks ok to me - decent utilization. COULD be higher, but getting it there can be a programmer task (i.e. require quite some tuning). Looks quite ok.

It seems really that Ninja just has a scalabilityp roblem in scheduling - it is ok for what was a decent workstation some years ago when the started working on 7, but it is not ok for what is now a higher end workstation (which has had 12 cores , 24 threads already last year - HP Z800 for example).

Interesting enough pretty much generic - as I said, when we move to brute force things got nicely used up.

Reply With Quote
  #37 (permalink)
 JohnnyB 
Chicago, IL
 
Experience: Advanced
Platform: prop
Trading: Options
Posts: 38 since Jan 2012
Thanks Given: 23
Thanks Received: 18


Big Mike View Post
Quick test:
With HT enabled = 54 seconds
With HT disabled = 42 seconds, a 25% improvement in speed
Mike

Brute Force with HT = 44 secs
Brute Force without HT (NO HT) = 34 secs

Genetic with and without was 3 and 2 seconds respectively. Great inprovement.

Reply With Quote
Thanked by:
  #38 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,239
Thanks Received: 101,662


JohnnyB View Post
Brute Force with HT = 44 secs
Brute Force without HT (NO HT) = 34 secs

Genetic with and without was 3 and 2 seconds respectively. Great inprovement.

Very nice.

I just bought a Xeon E5-1650, 32GB, 2U Supermicro box. Will be interesting to see how it compares as well. Three week delay before I get it.

It will replace some servers I have at Steadfast in Chicago. I am still trying to decide what to buy to replace my i7 920 home machine, but leaning towards a 3930k (equiv of the E5-1650).

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:
  #39 (permalink)
 NetTecture 
Szczecin
 
Experience: Intermediate
Platform: Ninja, writing own now
Posts: 211 since Mar 2010


Big Mike View Post
Very nice.

I just bought a Xeon E5-1650, 32GB, 2U Supermicro box. Will be interesting to see how it compares as well. Three week delay before I get it.

It will replace some servers I have at Steadfast in Chicago. I am still trying to decide what to buy to replace my i7 920 home machine, but leaning towards a 3930k (equiv of the E5-1650).

Mike

With a decent mothebord (there are none that are not - that is a x70 high end chipset) and a decent CPU cooler that is a nice 4 to 4.5 ghz per core under full load Remember to set that up - that chip is MADE for mild overclocking.

Reply With Quote
  #40 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,239
Thanks Received: 101,662


Home system will be water cooled, 4.5 should be walk in the park.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote




Last Updated on October 1, 2014


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts