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NinjaTrader with 16+ cores


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NinjaTrader with 16+ cores

  #71 (permalink)
 
whatnext's Avatar
 whatnext 
Rockland county , New York
 
Experience: Intermediate
Platform: NT 7
Trading: CL, 6E, SI, ZC
Posts: 230 since Mar 2011
Thanks Given: 338
Thanks Received: 81


JohnnyB View Post
I can do any test you'd suggest as I'd like to have better parallel performance.

Maybe disable HT, disable the 5th and 6th core in each processor and a mild over clock?

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  #72 (permalink)
 
l1onel's Avatar
 l1onel 
The Valley ANGUILLA Caribbean
 
Experience: Advanced
Platform: TWS,Ninjatrader
Broker: IB, Ninjatrader
Trading: ES, NQ
Posts: 81 since Apr 2010
Thanks Given: 25
Thanks Received: 33

I am not living in the States.
Which shop could configure for me and deliver to Chicago colocation,
a server, 1U to 4U rack, optimized for baktesting Ninja and MT4, and trading auto ?
I don't know how to configure it myself.
Thanks

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  #73 (permalink)
 Eubie 
Prague, Czech republic
 
Experience: Beginner
Platform: NinjaTrader/ZF
Trading: ES, TF
Posts: 140 since Jul 2010
Thanks Given: 292
Thanks Received: 97


Hello guys,

when I first entered trading, I thought I would get my edge via very precise backtesting. So...having some education in IT, I wrote a backtesting application of mine in C++. In the end, it was extremely fast.

Now, why am I telling you all this? I would really love to know what takes backtesting in Ninja so much time. I saw NT "tutorials" which backtest simple XMA strategies in a blink of an eye. So, my question is whether it is the complexity of rules, some super inefficiently written indicators ... that make the calculations in NT so long that one sensibly benefits from having 48 cores. The reason I am asking is that Im thinking one day I might rewrite my backtesting app to Qt and make the source available here (resulting in both MUCH faster and MUCH more precise backtests than Ninja can produce). And this need for 48 cores is just something that I cant figure out.

Many thanks,
Daniel

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  #74 (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: 50,465 since Jun 2009
Thanks Given: 33,242
Thanks Received: 101,663


kissandfly View Post
I am not living in the States.
Which shop could configure for me and deliver to Chicago colocation,
a server, 1U to 4U rack, optimized for baktesting Ninja and MT4, and trading auto ?
I don't know how to configure it myself.
Thanks

Steadfast, but they will have nothing to do with NinjaTrader. You can write @sam028 as he sells servers but if you are doing backtesting you'll not want a VPS.

Mike



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  #75 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
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Eubie View Post
And this need for 48 cores is just something that I cant figure out.

I have no doubt other applications can be faster. As to why I wanted 48 cores:

Using tick data with say 1 million bars, 50,000 trades and 500 lines of code, even a brief optimization can still take several minutes, and I am very impatient. Add to that portfolio backtesting, and everything gets multiplied very quickly.

Mike



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

Have you overclocked the Opteron yet? I'd like to know how it worked out.

Thanks

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  #77 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
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Duration: Weeks
Posts: 50,465 since Jun 2009
Thanks Given: 33,242
Thanks Received: 101,663


JohnnyB View Post
Have you overclocked the Opteron yet? I'd like to know how it worked out.

Thanks

Yes, a 10% overclock was stable using the custom [H] bios from hardforum. But I ended up reverting to factory bios while trying to solve an Adaptec RAID issue. Probably not worth the trouble just for 10%. Voltage is the problem with these chips, virtually no headroom.

Mike



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  #78 (permalink)
 
philippe07024's Avatar
 philippe07024 
New York, NY
 
Experience: Intermediate
Platform: TradeStation
Broker: TradeStation
Trading: Forex
Posts: 33 since Feb 2011
Thanks Given: 16
Thanks Received: 16


Big Mike View Post
I have no doubt other applications can be faster. As to why I wanted 48 cores:

Using tick data with say 1 million bars, 50,000 trades and 500 lines of code, even a brief optimization can still take several minutes, and I am very impatient. Add to that portfolio backtesting, and everything gets multiplied very quickly.

Mike

Hello Master Big Mike -
Could you share with us what tool / methodology you use for portfolio backtesting?

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

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

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  #80 (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: 50,465 since Jun 2009
Thanks Given: 33,242
Thanks Received: 101,663



philippe07024 View Post
Could you share with us what tool / methodology you use for portfolio backtesting?

MultiCharts.

Mike



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