It is a great discussion! I plan to use i-7 pc to trade no more than 10 futures. For each afl formulas are short and simple. I would like to have the quickest way to place my trades. My data source: IB about 0.3 second per tick.
I would appreciate if someone could reply following questions: 1/which way to trade is quicker? Each future instruments in separated chart windows, trade them through chart indicator and set refresh (0); or run AA once a second on each separated windows. 2/Can window 7 program handles 10 chart renderings at the same time? I learned from previous posts that window 7 has improved the Gdi lock problem some extent. Brgds/Bill --- In [email protected], Dennis Brown <se...@...> wrote: > > Herman, > > Thanks for the suggestions. I agree that code can give the best > improvements, but at a big cost of time to implement. Actually I use a > mixture of the things you suggest, and have a number of them on my to-do > list. I have a lot of algorithms that I still want to test out, and I want > my code to be as simple and straight forward as possible until I like the > results and it is debugged. I am saving the more esoteric code enhancements > for after I am happy algorithmically, and my only concern is speed. > > I only have one chart that runs realtime, since I only trade one future. I > have recognized that since I run different timeframe algorithms all at the > fastest resolution (15 second bars right now), but some things are not needed > at that timeframe resolution, I could gain speed by using, for instance, 5 > minute bars for some time consuming algorithms with timeframe compress and > expand. > > I had been running 1 minute bars until recently, but found that I needed 15 > second bars to make my scalping algorithms work reliably. This gave me an > instant huge degradation in speed. I had to go from 5 day history to 1 day > history to just keep my charts running in realtime. I really need 10 days of > history for context in the algorithms. I already save things in static > arrays to keep from recalculating them. This is mostly to be able to update > the chart image so that I can run fast enough to operate the UI during long > off-line backtests. > > I have been doing a lot of thinking about ways to speed up my one chart. It > will be a long process though, with all the things on my to do list. > > BR, > Dennis > > > On Aug 2, 2010, at 1:19 PM, Herman wrote: > > > > > > > I agree playing with market data is always interesting and challenging: > > great fun in my book. > > > > I have always found that making my code execute faster can give > > improvements far above buying new hardware (unless you are using a ten year > > old computer). > > > > Perhaps you are running speed-optimized code... if so ignore my comments. > > > > For speed i may partition my code according to priority, some complex > > charts may not need to update with each new quote. Lengthy procedures and > > scans can be partitioned and interlaced with other tasks, some code needs > > to run only periodically (1sec, 10sec) or execute sequentially, you can use > > smart scans that scan fast changing (or those near a trigger price) tickers > > more often and and others less frequent, some complex charts can be saved > > in static arrays that are refreshed only periodically (similar to the often > > requested feature of saving a hart image), sometimes you don't really need > > fully Backfilled data all the time and GetRTDataForeign() to give you only > > the last quote (FAST!) may be enough, etc. > > > > Of course careful CHECK analysis for bottle-necks is essential. > > > > Happy program solving :-) > > > > herman > > > > > Rob, > > > > > It is always a tough choice between different tools > > > tradeoffs for each trader. There never seems to be one > > > universal solution that works for everyone. I think that > > > is because there is not one universal way to trade the > > > markets. There are so many different trading vehicles and > > > styles. Couple that with the different mental and > > > emotional personalities of the traders and it is one very > > > rich landscape. Everyone is looking for some inefficient > > > niche to exploit. It is the traders that can find an > > > under-exploited niche that can make money. The best ones > > > are the original finds of course. That is what makes > > > trading the markets so interesting. > > > > > I had hoped that I could just work on my trading > > > algorithms, and over time, the CPU hardware would get more > > > powerful. Unfortunately, the CPUs seem to have hit > > > resistance in the 3-4 GHz zone. Increases in power have > > > switched to more parallel cores instead. This is > > > unfortunate, as it requires a lot of work on TJ's part to > > > code for parallel processes in a way that makes sense for > > > AB. Faster CPU's would have been so much easier for all concerned. > > > > > BR, > > > > > Dennis > > > > > On Aug 2, 2010, at 2:52 AM, Rob wrote: > > > > >> Fair enough... I have an Apple background myself Dennis and was running > > >> AB on both Fusion and eventually Bootcamp for the past few years. > > > > >> Anyway, I just bit the bullet and build myself a trading PC... I've > > >> moved away from my 8 core 3 Ghz mac pro for a 4 core i7 overclocked to > > >> 4Ghz (8 cores if you count hyperthreading). Anyway, I wish I'd done it a > > >> while ago. The performance boost has been hugely significant. > > > > >> Basically Mac Pro's are not build for linear processing like that > > >> required by AmiBroker when it's pushed... you need less cores and more > > >> power in each core. Mac Pro's are great for proper multi-threaded apps > > >> like video editing in final cut pro. > > > > >> Just my 2 cents as a mac user too. > > > > >> --- In [email protected], Dennis Brown <see3d@> wrote: > > > > >>> Rob, > > > > >>> I realize I would get some performance boost, but no can do. I run a > > >>> lot of Mac programs on the same machine that support my trading. I > > >>> give 2 cores to the Mac and 2 cores to the PC. The only reason I run > > >>> Parallels is to run Amibroker. Otherwise, I would have no need or use > > >>> for Windows or Parallels. BTW, Parallels V5 is quite a bit faster than > > >>> V4. Fusion 3.1 is a lot faster than 3.0. It is close to Bootcamp now, > > >>> except for gaming graphics. > > > > >>> I also have a duplicate machine that runs the rest of my trading > > >>> software and general things like email and web browser. Both machines > > >>> are tightly networked together and back each other up. If my Parallels > > >>> machine goes down for any reason, I can bring it up on the other > > >>> machine from a time machine restore. As far as Windows knows, the > > >>> hardware never changed. > > > > >>> Maintainability, security, and redundancy are more important to me than > > >>> speed. If I were to take the approach of running W7 + AB natively on a > > >>> machine, I would get a completely separate machine just for that, but > > >>> then I would have to network it into the Macs for backups. Instead, I > > >>> would likely make it more like a read only realtime execution system > > >>> for the day. The real development would stay in the Parallels system > > >>> and I would download the AB folder every day. It would not be as > > >>> simple a setup to maintain as I now have. > > > > >>> BR, > > > > >>> Dennis > > > > >>> On Aug 1, 2010, at 6:40 PM, Rob wrote: > > > > >>>> Dennis, > > > > >>>> I imagine you'd get a huge performance boost from running under > > >>>> Bootcamp rather than Parallels. That's my experience anyway. Simply > > >>>> Parallels & Fusion, despite what they claim can't match the native > > >>>> speed under Bootcamp. > > > > >>>> --- In [email protected], Dennis Brown <see3d@> wrote: > > > > >>>>> Jerry, > > > > >>>>> Thanks for this information. These are fantastic results. > > > > >>>>> I have been waiting for the best time to move from XP 32 bit to W7 64 > > >>>>> bit. > > > > >>>>> IQFeed and AB 64 bit are now available, I just upgraded my RAM to 8GB > > >>>>> yesterday, and Parallels on a Mac now supports W7 64 bit. > > >>>>> It seems that all the parts are in place to make the switch to 64 > > >>>>> bit. > > > > >>>>> However, I am still wary of making the switch too soon before all the > > >>>>> bugs are worked out. Even though I am desperate for more speed, > > >>>>> I still have to use this system in live trading every day. > > > > >>>>> It looks like I will have to make an experimental version of the > > >>>>> complete system as a new virtual machine in the next several weeks to > > >>>>> test it. > > > > >>>>> Best regards, > > > > >>>>> Dennis > > > > > > >>>>> On Aug 1, 2010, at 11:54 AM, Jerry Gress wrote: > > > > > > >>>>>> Hello All, > > > > >>>>>> My results using 64 bit vs 32 bit, mid morning market hours using > > >>>>>> IB, not IB > > >>>>>> Gateway. Running 4 charts, under 'Code Check & Profile" the two > > >>>>>> biggest > > >>>>>> total time users are Foreign and Set Foreign, 10.263 and 9.973 ms > > >>>>>> for total > > >>>>>> of 0.0260055 sec. All running on quad core Q8200 2.34 GHz, 4 GB > > >>>>>> memory. > > > > >>>>>> Load Factor: > > > > >>>>>> 32 bit = 116% > > > > >>>>>> 64 bit = 58% > > > > >>>>>> Total refresh time: > > > > >>>>>> 32 bit = 212 ms > > > > >>>>>> 64 bit = 117 ms > > > > >>>>>> Total Data Access Time: > > > > >>>>>> 32 bit = 18 ms > > > > >>>>>> 64 bit = 1 ms > > > > >>>>>> Plug in time: > > > > >>>>>> 32 bit = .3 ms > > > > >>>>>> 64 bit = .2 ms > > > > >>>>>> Free virtual memory: > > > > >>>>>> 32 bit = 3905 mb > > > > >>>>>> 64 bit = 8388448 mb > > > > >>>>>> Thanks TJ > > > > >>>>>> Regards, > > > > >>>>>> JG > > > > > > > > > > > > > > > > >>>>>> ------------------------------------ > > > > >>>>>> **** IMPORTANT PLEASE READ **** > > >>>>>> This group is for the discussion between users only. > > >>>>>> This is *NOT* technical support channel. > > > > >>>>>> TO GET TECHNICAL SUPPORT send an e-mail directly to > > >>>>>> SUPPORT {at} amibroker.com > > > > >>>>>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > >>>>>> http://www.amibroker.com/feedback/ > > >>>>>> (submissions sent via other channels won't be considered) > > > > >>>>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > >>>>>> http://www.amibroker.com/devlog/ > > > > >>>>>> Yahoo! Groups Links > > > > > > > > > > > > > > > > > > >>>> ------------------------------------ > > > > >>>> **** IMPORTANT PLEASE READ **** > > >>>> This group is for the discussion between users only. > > >>>> This is *NOT* technical support channel. > > > > >>>> TO GET TECHNICAL SUPPORT send an e-mail directly to > > >>>> SUPPORT {at} amibroker.com > > > > >>>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > >>>> http://www.amibroker.com/feedback/ > > >>>> (submissions sent via other channels won't be considered) > > > > >>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > >>>> http://www.amibroker.com/devlog/ > > > > >>>> Yahoo! Groups Links > > > > > > > > > > > > > > > > > > >> ------------------------------------ > > > > >> **** IMPORTANT PLEASE READ **** > > >> This group is for the discussion between users only. > > >> This is *NOT* technical support channel. > > > > >> TO GET TECHNICAL SUPPORT send an e-mail directly to > > >> SUPPORT {at} amibroker.com > > > > >> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > >> http://www.amibroker.com/feedback/ > > >> (submissions sent via other channels won't be considered) > > > > >> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > >> http://www.amibroker.com/devlog/ > > > > >> Yahoo! Groups Links > > > > > > > > > > > > > > > ------------------------------------ > > > > > **** IMPORTANT PLEASE READ **** > > > This group is for the discussion between users only. > > > This is *NOT* technical support channel. > > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > > SUPPORT {at} amibroker.com > > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > > http://www.amibroker.com/feedback/ > > > (submissions sent via other channels won't be considered) > > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > > http://www.amibroker.com/devlog/ > > > > > Yahoo! Groups Links > > > > > > > > > > > > >
