Can multiprocessors improve the speed of NT7 strategy optimization? - NinjaTrader | futures io social day trading
futures io futures trading


Can multiprocessors improve the speed of NT7 strategy optimization?
Updated: Views / Replies:1,440 / 16
Created: by cobrasmarketview Attachments:1

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 1  
 
Thread Tools Search this Thread
 

Can multiprocessors improve the speed of NT7 strategy optimization?

  #11 (permalink)
Trading Apprentice
Toronto, ON, Canada
 
Futures Experience: Master
Platform: NinjaTrader
Favorite Futures: ES
 
Posts: 9 since Sep 2014
Thanks: 0 given, 2 received


ratfink View Post
Not quite, the same applies to any general object-oriented architecture and language.

You can take all cores to 100% with multi-threaded software under NT7 as it stands, but it depends what the threads are doing. If they need random access to OO structures then the MMU caches will be busted nearly all the time, whereas if they only need sequential/local access then the cores can fly without stalling.

By the way, I tested 16 threads Amazon Cloud last night, the speed is a little bit better than 32 threads cloud, 4 hour compare to 4 hour 20 minute. I then tested 8 threads Cloud, it'd be much slower. So threads do help but seems above 16 or maybe 20, then it won't help much anymore.

Reply With Quote
The following user says Thank You to cobrasmarketview for this post:
 
  #12 (permalink)
Elite Member
Birmingham UK
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: IG/eSignal
Favorite Futures: Dax
 
ratfink's Avatar
 
Posts: 3,337 since Dec 2012
Thanks: 11,277 given, 7,091 received


cobrasmarketview View Post
By the way, I tested 16 threads Amazon Cloud last night, the speed is a little bit better than 32 threads cloud, 4 hour compare to 4 hour 20 minute. I then tested 8 threads Cloud, it'd be much slower. So threads do help but seems above 16 or maybe 20, then it won't help much anymore.

Dedicated servers?

Travel Well
Reply With Quote
 
  #13 (permalink)
Trading Apprentice
Toronto, ON, Canada
 
Futures Experience: Master
Platform: NinjaTrader
Favorite Futures: ES
 
Posts: 9 since Sep 2014
Thanks: 0 given, 2 received



ratfink View Post
Dedicated servers?

No, still cloud. I just scale down 32 threads to 16 threads then to 8 threads. I figured if 8 threads runs the same as 32 threads, then treads don't help much. The final results are threads do help, just above 16 or maybe 20, then it won't improve much. So this would help on what kind of machine to buy, basically a 8 core processor is enough to run NT7.

If turn off hyperthreading helps, then probably a 2*8 core processors would be the best bet.

Reply With Quote
 
  #14 (permalink)
Elite Member
Birmingham UK
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: IG/eSignal
Favorite Futures: Dax
 
ratfink's Avatar
 
Posts: 3,337 since Dec 2012
Thanks: 11,277 given, 7,091 received

So long as you know for sure that you are the only one using that particular machine, otherwise the test counts for nothing. Clouds offer lots of 'flexibility' for the vendors as well as for their users.

Travel Well
Reply With Quote
 
  #15 (permalink)
Trading Apprentice
Toronto, ON, Canada
 
Futures Experience: Master
Platform: NinjaTrader
Favorite Futures: ES
 
Posts: 9 since Sep 2014
Thanks: 0 given, 2 received


ratfink View Post
So long as you know for sure that you are the only one using that particular machine, otherwise the test counts for nothing. Clouds offer lots of 'flexibility' for the vendors as well as for their users.

I know, thanks. That's why I want to test on a physical machine now. but seems the IT guy cannot install Windows 2008 on the server, I've been waiting couple of days now. He's my friend, cannot blame him, so if he cannot install, then I'll have no way to test on real hardware anymore.

Reply With Quote
The following user says Thank You to cobrasmarketview for this post:
 
  #16 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,353 given, 83,234 received


cobrasmarketview View Post
I won't count on NT8 to improve much on optimization, it might be nothing to do with them, it's underlying, .net framework problem, I guess.

Ray already stated in one of the several NT8 webinars on futures.io (formerly BMT) that the optimization speed in NT8 is greatly improved.

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
 
  #17 (permalink)
Trading Apprentice
Toronto, ON, Canada
 
Futures Experience: Master
Platform: NinjaTrader
Favorite Futures: ES
 
Posts: 9 since Sep 2014
Thanks: 0 given, 2 received


Big Mike View Post
Ray already stated in one of the several NT8 webinars on futures.io (formerly BMT) that the optimization speed in NT8 is greatly improved.

Mike

Oh, I sure hope so. But the question is when they release NT8, it's been millions of years.

By the way, I tested 2x12 threads E5 2640 real hardware, it's first generation E5, so the speed is much much slower, took 11 hours for the 5 hours i7 3930K job. It ran on all 24 threads 90% though.

Reply With Quote

Reply



futures io > > > > Can multiprocessors improve the speed of NT7 strategy optimization?

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
High-Speed Traders Enlist Chilton to Improve Image in Washington kbit News and Current Events 0 August 21st, 2014 08:53 PM
SSD (Solid State Disk) could improve trading speed? LukeGeniol Tech Support 28 March 26th, 2013 10:43 AM
increase the speed of optimization jdtrujillo1015 TradeStation 2 February 13th, 2013 07:45 PM
Setting optimization fitness value within the strategy (NT7) AdvancedIndicators NinjaTrader 5 January 2nd, 2013 01:25 PM
optimization speed westsider NinjaTrader 3 January 20th, 2012 07:01 PM


All times are GMT -4. The time now is 08:28 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
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.
no new posts
Page generated 2017-12-15 in 0.10 seconds with 20 queries on phoenix via your IP 54.234.247.118