Windows HPC Server 2008 R2 and CUDA

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bomberone1
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Windows HPC Server 2008 R2 and CUDA

Postby bomberone1 » 07 Jan 2011

Will multicharts support the HPC technical computing?

I'd like to use the power of computing cloud.

In the while is it possible use the power of CUDA, the GPU power calculation for backtesting?


Mathlab and other many trading software support this function, when will see these on mc?

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Dave Masalov
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Re: Windows HPC Server 2008 R2 and CUDA

Postby Dave Masalov » 10 Jan 2011

Dear bomberone1,

We do not plan to support CUDA at the moment.

Mathlab and other many trading software support this function

Could you please tell us what trading platforms support CUDA?

bomberone1
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Re: Windows HPC Server 2008 R2 and CUDA

Postby bomberone1 » 18 Jan 2011

I write here the possibility to use clud computing
Today Amazon announced GPU computer cluster.

If install a cluster by windows server 2008 rc2 could i use the power of cpu to make backtest faster?

Will be great in futures to have the possibility to choise in multicharts any kind of services of cpu e gpu clud computing, like amazon, and other...
Is it will be possible?

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Dave Masalov
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Re: Windows HPC Server 2008 R2 and CUDA

Postby Dave Masalov » 18 Jan 2011

Dear bomberone1,

The program achitechture of MultiCharts does not allow to take advantage of systems like CUDA, GPU and others. In MC the calculations of current values are based on the calculations of previous values. We have contacted CUDA in the past and they have confirmed that their technology cannot be used to make MC calculations faster because of the algorythm used in MC. Which is common for trading software as normally CUDA, GPU and others are not used for trading. We do not know any examples of similar software that supports CUDA or GPU.

bomberone1
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Re: Windows HPC Server 2008 R2 and CUDA

Postby bomberone1 » 18 Jan 2011

Ok, but now i am speaking about HPC computing.

If i di a network of 10 pc by Windows HPC Server 2008 R2, could i use all of them to do fast calculation in backtest of multicharts?

Regards.

bomberone1
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Re: Windows HPC Server 2008 R2 and CUDA

Postby bomberone1 » 18 Jan 2011

In this case we use multiple core of cpu from different machine connect by intranet or internet.

SO is it possible take the advance of Windows HPC Server 2008 R2, to do fast calculation on multicharts?

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Dave Masalov
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Re: Windows HPC Server 2008 R2 and CUDA

Postby Dave Masalov » 19 Jan 2011

Dear bomberone1,

Please explain it in details. Do you see all the cores in the Task Manager?

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Re: Windows HPC Server 2008 R2 and CUDA

Postby bomberone1 » 19 Jan 2011

there are many pc, one is the main and the other are the nodes.
When the task is sent to the main he divides the job to do in different part and send each part at the nodes to calculation.
When each part is done the nodes send back the job done at the main that join the jobs done from the nodes.

It wors well on excel and on other software, like boinc ecc....

so i have a backtest or walk forward i do the job dfrom main pc, i'd like that the job is done by each node of the hpc computer.

I am not a technician here you could find all information and details that you need.

https://blogs.msdn.com/b/philpenn/archi ... lable.aspx

More or less i see that
In 3 minutes calculates an Excel spreadsheet instead of 1,700 records
in 14 hours. It 's the advantage to develop the folder
Windows HPC Server 2008 R2, the new version of
Microsoft Operating System for High Performance Computing.

In my back test i see that many times the time to complete is about more than 20 hours, i'd like that it will be 5 minutes.

bomberone1
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Re: Windows HPC Server 2008 R2 and CUDA

Postby bomberone1 » 19 Jan 2011

I post another link of a software that do parallel computing

http://www.digipede.net/

is it possible us it by multicharts?

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Dave Masalov
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Re: Windows HPC Server 2008 R2 and CUDA

Postby Dave Masalov » 20 Jan 2011

Dear bomberone1,

Unfortunately, this is not possible at the moment. It is a completely new system which will require further analysis. Thank you for your suggestions. We will consider them for future implementation.

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Re: Windows HPC Server 2008 R2 and CUDA

Postby NiC72 » 26 Jan 2012

Dave Masalov wrote:We do not know any examples of similar software that supports CUDA or GPU.


I found some code examples .. "Monte Carlo" (if that is the walk-forward as I thought). In theory it should be faster on some calculations done by the GPU.
Think that Libra SDK looks interesting.
http://www.gpusystems.com/libra.aspx

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Re: Windows HPC Server 2008 R2 and CUDA

Postby Emmanuel » 27 Jan 2012

Hi Dave,

I am following a company since last year, they are developping an interesting product ,

Which allow to developp easy and faster on CUDA :

http://tidepowerd.com/

It is really interesting.

This may boost Multichart to a new level

Emmanuel

txls
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Re: Windows HPC Server 2008 R2 and CUDA

Postby txls » 27 Jan 2012

It is my understanding that development for CUDA is quite non-trivial and of very limited use, at least for majority of Multicharts users.

In short, not all tasks benefit from being offloaded to GPU and not every task can be effeciently offloaded and executed on a GPU to begin with.

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Andrew Kirillov
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Re: Windows HPC Server 2008 R2 and CUDA

Postby Andrew Kirillov » 27 Jan 2012

You are correct. We've been in touch with NVIDIA folks and they can't find a way how we can use their technology in MultiCharts. It doesn’t work for bar by bar calculations.

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furytrader
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Re: Windows HPC Server 2008 R2 and CUDA

Postby furytrader » 27 Jan 2012

I am no computer scientist (in fact, far from it), but would it be the case that to perform distributed computing across a series of different machines, you'd want to have a copy of MultiCharts on each machine (or at least the back-testing engine) as well as the price data you're backtesting on. Then, the lead machine would send to each sub-machine the system you want to backtest and the range of inputs you want that particular sub-machine to backtest. Then, after each sub-machine ran its analysis, it would send the results back to the lead machine, which then aggregates the results and presents them to the user?

I can understand that it may be very difficult to modify MultiCharts to do that - however, it would be a very cool add-on product, or stand-alone product.

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Andrew Kirillov
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Re: Windows HPC Server 2008 R2 and CUDA

Postby Andrew Kirillov » 27 Jan 2012

Yes indeed, but we don't believe the add-on value will justify the developments efforts.


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