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NT 7 & Multicore CPU
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NT 7 & Multicore CPU

  #1 (permalink)
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NT 7 & Multicore CPU

hi,
as you know i intensively watch all NT 7 -related stuff these days to create i biger picture of NT7 for me.

i found this statement on NT-forum today and wondered a bit - but i am no expert to interpret or classify this.
can some techies here give a statement / explaination to these words from Dierk please ?


Quoting 
>> Q :
I have noticed that during high volatility environments like the market open, NT dies. It just can not keep with all the computation& charting, and the high incoming tick speed.

Windows task manager shows that NT is taking 25% CPU. This is a quad core machine running Windows Vista Home Premium. This suggests that NT is primarily using a single core for its threads.

I have seen comments about NT being able to use multiple cores when back-testing.
Is it possible for NT to use more than 25% of the CPU when doing live-charting (and trading?)

NT Dierk :
Unfortunately not since all live charting and trading still is done by the same thread.

Hardware Software Configuration for NT7 on a multi-core CPU - NinjaTrader Support Forum

Thanks for comments !

-

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Well, this is not new news. The problem is the underlying Ninja architecture, which was never designed to deal with multiple threads. At first thought, you would think that each chart could use its own thread, but generally that does not fly, because normally the entire GUI is handled in a single thread. There is a lot of other work that could be handled in parallel though, but the software has to be designed correctly, and I suspect Ninja would need a major overhaul (much bigger than the NT7 changes).

For backtesting, they are able to partition each scenario, and run each in parallel with a different thread, then they collate the results and present the info back on the main thread.

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thanks for that view aslan!

so what does this mean i fact of choosing a CPU for a pure trading-machine ?

in my understanding of this now i better invest in a big sized core2 + good+fast mainboard + parts than in a big 4core if i dont need power for backtesting.
is that right ?
as said - talking about a pure trading-PC. No backtesting, no frills.

what do you think is the point with running some strategys ?
lets say i run 6 of them on the same instrument - not loaded in charts, only in the strategy-tab - will their action be calculated on other cores then my manual action in the charttrader ?

or is it meant that basicly ALL real tradingfunctions use 1 core +
only backtesting-function is enabled to use multiple cores ?

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Not positive on the strategies, but I suspect they all run in the same thread just like charts. Try it and find out.

In terms of a trading PC, the answer is still it depends. Are you only running Ninja? Do you run other trading related items (i.e. your data feed may be another process depending what you use, or another charting program...). Do you run some non-trading items? While Ninja may only use one core for the most part, other programs may be able to make use of the other cores.

I have not looked at benchmarks recently, but 2 core CPUs may have better bang for your buck.

Personally, I use 4 core CPUs, but I have a lot running on there at the moment (and Ninja is the only program I have seen stall out when it gets busy).

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basicaly i ask for understanding how NT is builded + works - so talking about nothing else than NT7 running.

for shure it is different when you have more programms than NT running - then 4core makes more sense.

i havent looked at special CPUs yet but i think the formular "high performance specialist is better then a multitasker" is valid here.

so i wont call NT really "optimized" for multicores yet.
but i have no tech-knowledge and dont know how / if other apps are so.

i dont want to diss NT here, i am pretty shure i stay with NT.
i just want to find out how optimize my future trading-PC.

so this may help when looking how to build a new machine if time has come !

thanks for the feedback !
other / more comments are welcome.



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new statements on this topic from NT-side :

NinjaTrader Support Forum - View Single Post - NT7 and multiicore

NT7 and multiicore - NinjaTrader Support Forum



Quoting 

NT-Josh :
You will see multi-core use on starting NT and when you run things like optimizations and backtests.

User tinkerz :

Then I would like to request that in real time we can use muti-core processing.

For myself and i guess other users that use volume, setting the script to core with help us with overloading, at the moment NT7 is much better, in realtime it would cure alot of issues at peak volume.

because its still one core in real time

thanks

NT Christopher :
I will forward your suggestion to our development team for future considerations.


not much more to say for now

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Yeah its only multi core for the number crunching part of the backtesting, even when its organising the backtest data its still single core. I have an 8 Core machine (2 x Quad Xeons) and it still take 10 - 15 minutes to organise 2 years of tick data during the start of the back test, its painfully slow and shows 13% CPU usage at that time. And the same thing happens again when changing from one equity curve to another in backtesting. Once its starts the number crunching its multicore, which is great.

Your best bet is to get the quickest clock speed machine you can get, and maybe overclock it a little. Or you could split your charts onto a couple of boxes or maybe break your box up into a few VPSs

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Exactly, some aspect of the process are mono-thread only, and it's on an algo point of view hard to do it differently, some process are by nature not multithreadable (huh, is that an english word ?).

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Yes and no - as someone currently writing a Ninja Competitor.

Processing power for algos is not a problem. Seriously. Unless you run crazy stuff there the requirements are minimal. Problem is pretty much the UI - especially in Ninja. UI + drawing are single threaqded, per design in Winforms, dual threaded in WPF (actual drawing is done on a second thread by the OS).

Getting the architecture right is a problem - I am fighting with it for 2 months now, but I think I am there now. NInja does everything in one thread, which - maxes it out. I hope to be able to run one thread per window (though my window is a work area that can have multiple charts on it etc.), plus decpple strategies / order handling into background threads. But this is a SIGNFICANT impact on architecture, and NInja simply is not done like that (and given the tremendous other amount of idiocies there, it does not wonder me). It is quite a lot of work to get it right

I have been doing tests with a time and sales window, and I must say - the problem really is the drawing. Plus, in case of Ninja the non-wpf-approach which basically does the drawing in the single CPU thread. My WPF appraoch pretty much killed the time and sales without tricks - thanks to WPF offloading drawing to a second thread AND using the graphics card to do the rendering. But this is a lot newer. Maybe NinjaTrader 8 is a total rewrite in 3-4 years I would not bet on it

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