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NinjaTrader with 16+ cores


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NinjaTrader with 16+ cores

  #1 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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Is anyone running NinjaTrader with more than 16 cores?

For example, a dual or quad Opteron 62xx (Interlagos) box?

Mike

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  #2 (permalink)
 NetTecture 
Szczecin
 
Experience: Intermediate
Platform: Ninja, writing own now
Posts: 211 since Mar 2010


Big Mike View Post
Is anyone running NinjaTrader with more than 16 cores?

For example, a dual or quad Opteron 62xx (Interlagos) box?

Mike


What for?

We did some backtesting recently. 6 cores, 12 therads (hyperthreading). SSD. Strategy optimization.

CPU usage: less than 20% (!)

Totally not scalable piece of crapware. All elements going against SSD it can not scale during optimization.

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  #3 (permalink)
 rani 
Prague, Czech Republic
 
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NetTecture View Post
What for?

We did some backtesting recently. 6 cores, 12 therads (hyperthreading). SSD. Strategy optimization.

CPU usage: less than 20% (!)

Totally not scalable piece of crapware. All elements going against SSD it can not scale during optimization.

+1 on Ninja and multi cores (I've tested on 8 core Mac Pro, similar result). However can you elaborate on your experience with SSD?
@Big Mike - I am sorry for hacking your thread with above question.

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  #4 (permalink)
 
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 Big Mike 
Manta, Ecuador
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NetTecture View Post
What for?

We did some backtesting recently. 6 cores, 12 therads (hyperthreading). SSD. Strategy optimization.

CPU usage: less than 20% (!)

Totally not scalable piece of crapware. All elements going against SSD it can not scale during optimization.

Must be something wrong with your strategy. I remember two years ago or more I was testing NT7 beta on an 8-core machine and it was 100% cpu usage.

Mike

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  #5 (permalink)
 NetTecture 
Szczecin
 
Experience: Intermediate
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Big Mike View Post
Must be something wrong with your strategy. I remember two years ago or more I was testing NT7 beta on an 8-core machine and it was 100% cpu usage.

Mike

Srry, but this is impossible. As backtesting ivovles multiple instances of the strategy running at the same time - and they are independant ---- I fail totally to see how that can be the fault of the strategy. Any explanation welcome - I am quite pissed on backtests taking 7 hours or so.

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  #6 (permalink)
 
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 Big Mike 
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NetTecture View Post
Srry, but this is impossible. As backtesting ivovles multiple instances of the strategy running at the same time - and they are independant ---- I fail totally to see how that can be the fault of the strategy. Any explanation welcome - I am quite pissed on backtests taking 7 hours or so.

Well it's been a long time since I used NT, but I will try to remember and provide details.

I scored everything using "iterations per second", so I could see one strategy's performance vs another in terms of optimization time.

I absolutely saw differences ranging in 100's of percent increase from one strategy to another.

You might just take the simplest of simple strategies (like a simple moving average cross), and see if your CPU utilization is different.

I sped my strategies up by using internal functions that returned double's as much as possible, instead of calling external indicators and maintaining dozen's of DataSeries. I also built-in as many of the indicators directly into the strategy as possible instead of calling them, for the same reason.

Anyway, I don't want to get off-topic as strategy optimization deserves its own thread.

I mainly wanted to know if anyone had run NT7 with more than 16 cores with favorable results. For example, I know with MultiCharts each additional core proportionally increases the memory requirements, so running 8 cores is double the memory requirements of 4 cores, based on my understanding. I wanted to see if NT was the same.

Mike

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  #7 (permalink)
 JohnnyB 
Chicago, IL
 
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Let me say first that I'm new to NT and futures.io (formerly BMT). Still in the learning process. But I'm running on on a EVGA SR-2 with dual Intel X5690s. 12 cores and 24 hyper threads. So far, I've been disappointed in the core utilization and parallel capabilities of NT. My workstation is barely pushed in CPU. I can do any test you'd suggest as I'd like to have better parallel performance.

My system config is EVGA SR-2, 2 x5690 CPUs, 48 GB ram, 4 TB SSD in Raid 5, and AMD V7900 graphics. Overkill but its the type of hardware I'm used to working on. I'm planning to use the existing workstation with VMs once I have my strategies worked out.

JB

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  #8 (permalink)
 
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 Big Mike 
Manta, Ecuador
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JohnnyB View Post
Let me say first that I'm new to NT and futures.io (formerly BMT). Still in the learning process. But I'm running on on a EVGA SR-2 with dual Intel X5690s. 12 cores and 24 hyper threads. So far, I've been disappointed in the core utilization and parallel capabilities of NT. My workstation is barely pushed in CPU. I can do any test you'd suggest as I'd like to have better parallel performance.

My system config is EVGA SR-2, 2 x5690 CPUs, 48 GB ram, 4 TB SSD in Raid 5, and AMD V7900 graphics. Overkill but its the type of hardware I'm used to working on. I'm planning to use the existing workstation with VMs once I have my strategies worked out.

JB

Thanks. Can you just show me taskmgr while running a simple MA cross move over strategy, like the one built-in to NT?

And can you clarify if using brute force or genetic optimization?

I've heard good things about the SR2. Nice build.

Mike

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  #9 (permalink)
 JohnnyB 
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Simple Task Manager CPU usage during an optimization run?

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  #10 (permalink)
 
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 Big Mike 
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JohnnyB View Post
Simple Task Manager CPU usage during an optimization run?

Yes please. Or a video if you can.

Mike

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