Multicharts and grid computing

Questions about MultiCharts and user contributed studies.
evdl
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Multicharts and grid computing

Postby evdl » 10 May 2012

I have read some post about this on the forum from awhile ago.

Mainly for optimizing purposes in the portfolio backtester, it would be nice to speed up this process. I have a high end pc and it takes some time to test my strategies (mostly around 20 hours)

I came across this website: http://www.xoreax.com/

It is about grid computing and sharing workload to other pc's in your network. Anyone has experience with grid computing and multicharts with the mentioned company in the link or in general?

bomberone1
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Re: Multicharts and grid computing

Postby bomberone1 » 11 May 2012

Hi I connect lan pc to
http://www.digipede.net/
in mc calculation and it works.

I request many time to improve a grid solution.
For example to connect mc to amazon cloud services and other, or to improve win2008 server grid possibility in mc.

There are also many open source software to improve this features.

Another different solution is to enable the CUDA on graphic card, and in my opinion it's more powerfull and easy to single user.

If any user find a solution to grid cmputing please tell us.

Metaquotes improved a cloud solution directly into MT, I use it a lot.

evdl
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Re: Multicharts and grid computing

Postby evdl » 11 May 2012

Hi bomberone1,

Can you tell me a bit more about how good the digipede solutions works. I have 3 identical pc's. One is the server (windows7 ultimate) and 2 are workstations (windows7 professional).

The server is located at a different location than the 2 workstations. Connected by cable internet.

If I can grid these 3 pc's, can I expect to decline the optimizing (20 hours) to say 7 hours. or is the impact of the grid not that big.

And the use of the software. Is it plug and play or do you need to program scripts to let it work with MC? And do you need to have a copy off MC on each pc?

Emmanuel
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Re: Multicharts and grid computing

Postby Emmanuel » 16 May 2012

Hi,

With Multicharts.NET, as it is in a visual Studio environnement, I think it may possible to use multicharts in a Grid environment, or on a GPU.

http://www.xoreax.com and other are compatible .NET

Emmanuel

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TJ
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Re: Multicharts and grid computing

Postby TJ » 16 May 2012

Hi,

With Multicharts.NET, as it is in a visual Studio environnement, I think it may possible to use multicharts in a Grid environment, or on a GPU.

http://www.xoreax.com and other are compatible .NET

Emmanuel
Grid computing is only useful if you can distribute the tasks.

eg. A movie library where a hundred users want to access a hundred movies. Each grid node can be used to serve one movie viewer.

In a trading environment, I am not so sure if distributed computing can help. We are dealing with sequential events (Analyze, Buy, hold, analyze again, then sell). We cannot have one grid node handle the buy, another node handle the hold, and the third node handle the sell... because they are sequential events, the nodes must wait for one event to complete before another node can takeover. It defeats the purpose of the distributed concept.

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furytrader
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Re: Multicharts and grid computing

Postby furytrader » 16 May 2012

If you're running a back test, I imagine you could have different computers running different trials, and then have the source computer retrieve and compile the results ...

evdl
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Re: Multicharts and grid computing

Postby evdl » 16 May 2012

The purpose of grid computing for me, is to speed up the optimizing part of the backtesting. I think MC is fast enough for trade purposes. But just like any other trading software, the backtesting (and particulary the optimizing) is slow.

This is not because of MC but because of the many calculations there needs to be done. In the link I mentioned , they state it can speed up certain task to almost 30x. Now we are talking. But it must work with MC.

I also requested info at the mentioned company. No response yet. If I hear from them, I will give an update.

If anyone has already got a solution running, I am happy to hear how that works.

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TJ
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Re: Multicharts and grid computing

Postby TJ » 16 May 2012

The purpose of grid computing for me, is to speed up the optimizing part of the backtesting. I think MC is fast enough for trade purposes. But just like any other trading software, the backtesting (and particulary the optimizing) is slow.

This is not because of MC but because of the many calculations there needs to be done. In the link I mentioned , they state it can speed up certain task to almost 30x. Now we are talking. But it must work with MC.

I also requested info at the mentioned company. No response yet. If I hear from them, I will give an update.

If anyone has already got a solution running, I am happy to hear how that works.
can optimization be distributed?

probably there are places that can be utilized.

But before we go that far, have you look at your optimization method and strategy?

Have you reviewed your 3D chart?

It can tell you a lot on which direction you can go, and whether certain strategy can or cannot (or should not) be optimized.

Brute force can only take you so far.

evdl
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Re: Multicharts and grid computing

Postby evdl » 16 May 2012

Hi Tj
can optimization be distributed?
I don't know, that is my question also, does it work with software like MC?
But before we go that far, have you look at your optimization method and strategy?
I don't use brute force, but Genetic. Probably my strategy could be coded better but I use around 10 to 15 inputs. The first time I used the optimizing function and included all the inputs, it came up with 300 million different possibilities. This would take about 8 years to finish. So the next time I excluded some inputs and change the amount of steps. I got a more acceptable way of optimizing. But still about 20 hours per symbol.
Have you reviewed your 3D chart?
I did, but I know I have to learn more about the 3D chart to get the most out of it. I will certainly take a better look at this to avoid unnecessary optimizing.

In the quest to THE strategy, you change the code and the inputs a lot and need to test it on a lot of different symbols. So the first thing in mind came up. "wouldn't it be great if, the optimizing took only 2 hours for a strategy instead of 20 hours" I could do a lot more in the same time. There is no significant improvement to gain from changing/upgrading my hardware within normal amount of money spend. I have more pc's so if possible to combine the calculating power, it would be the most cost and time efficient way to go. Beside ofcourse from preventing unnecessary optimizing.

evdl
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Re: Multicharts and grid computing

Postby evdl » 18 May 2012

Hi,

Got confirmation from MC that sharing pc calculation power to increase optimization speed is not possible with Multicharts. (doesn't matter what grid computing software).

Hopefully it will be implemented someday.

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Re: Multicharts and grid computing

Postby gautama2 » 13 Jun 2012

I don't use brute force, but Genetic.
evdl: You may take a look at this:
http://www.adaptrade.com/Builder/index.htm

"Can I install the program on multiple computers?

Yes. Builder is licensed per-user, not per-computer. Provided it's for your own use only, you can install the program on multiple computers. The single-user license comes with three activations by default. More can be added upon request."
http://www.adaptrade.com/Builder/Builderfaq.htm#Q32


Regards

P.S. Sorry, i found earlier posts mentioning this software. But having about 3 or more licences with buying just once makes it at least possible to compute a task with multiple computers for multiple markets.

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Re: Multicharts and grid computing

Postby bomberone1 » 13 Jun 2012

Hi bomberone1,

Can you tell me a bit more about how good the digipede solutions works. I have 3 identical pc's. One is the server (windows7 ultimate) and 2 are workstations (windows7 professional).

The server is located at a different location than the 2 workstations. Connected by cable internet.

If I can grid these 3 pc's, can I expect to decline the optimizing (20 hours) to say 7 hours. or is the impact of the grid not that big.

And the use of the software. Is it plug and play or do you need to program scripts to let it work with MC? And do you need to have a copy off MC on each pc?
Hi evdl,
I request the support of digiped to install and setup all stuff, I don't know what exactly the did.
I am a trader and focused on trading and improve different trading style, no in it enviroment.


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