Rob, Thank you for your comments. AF
--- In [email protected], "Rob" <sidharth...@...> wrote: > > I thought it would be worth adding a recent experience to this thread... > > Namely some issues I had running 64 bit AmiBroker and 64 dll's on a Mac Pro > running Win 7 x64 under BootCamp. > > As TJ knows, I was seeing very clear evidence that my 64 bit versions were > running slower than the 32 bit equivalents. Despite completely clean installs > of AB 32 & 64 bit I simply could not resolve the issue. > > Anyway, I subsequently moved all the code and apps across to the PC I have > just built and everything works 100% as it should. i.e. 64 bit AB with 64 > dll's are about 25% faster on this new machine. > > I mention this just to highlight that virtualization solutions (even > bootcamp) have kinks & wobbles particularly around the cutting edge of > software development (i.e. full support for 64 bit OS and software including > development software). It's worth bearing these things in mind because time > spent trying to resolve these issues can often be wasted time. > > > --- In [email protected], Tomasz Janeczko <groups@> wrote: > > > > Hello, > > > > 1. Does not make difference > > > > 2. Yes it can handle that > > > > Best regards, > > Tomasz Janeczko > > amibroker.com > > > > On 2010-08-05 05:26, XIAOFEI wrote: > > > 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<see3d@> 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 > > >>> > > >>> > > >>> > > >>> > > >>> > > > > > > > > > > > > ------------------------------------ > > > > > > **** 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 > > > > > > > > > > > > > > >
