speed optimization

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fringe
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speed optimization

Postby fringe » 09 Jun 2011

Hi,

I just bought a laptop with a Core i7 processor, 6gb of RAM and Windows 7 Pro 64 bit.

I was wondering what are the most important tweaks in Windows and Multicharts to make the latter go the fastest. I'd like Multicharts to use as much CPU and RAM as possible during optimization, so that it is done more quickly.

Any suggestions?

Thank you for your help.

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TJ
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Re: speed optimization

Postby TJ » 09 Jun 2011

Hi,

I just bought a laptop with a Core i7 processor, 6gb of RAM and Windows 7 Pro 64 bit.

I was wondering what are the most important tweaks in Windows and Multicharts to make the latter go the fastest. I'd like Multicharts to use as much CPU and RAM as possible during optimization, so that it is done more quickly.

Any suggestions?

Thank you for your help.
no tweak is required,
MultiCharts automatically uses ALL the CPU and required memory for optimaztion.

khalaad
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Re: speed optimization

Postby khalaad » 09 Jun 2011

Here is a visual of Task Manager during optimisation.
Attachments
TASK MANAGER_optimisation.pdf
(163.88 KiB) Downloaded 517 times

fringe
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Re: speed optimization

Postby fringe » 10 Jun 2011

TJ, khalaad,

thank you for your replies. If you don't mind, I have an additional question.

Let's say I have a strategy applied on a 5-min chart, which goes from 01/01/2000 till 12/31/2009. Whenever I format the strategy and change a parameter, it takes a while for the strategy to recalculate.

During this time, I see in task manager that only one of the 7 cores is being used intensively. In fact, I see that Multicharts is only using 13% of my CPU during this time. Is there any way to make Multicharts use all cores during strategy re-calculation?

Thank you!

khalaad
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Re: speed optimization

Postby khalaad » 10 Jun 2011

fringe,

You are very welcome.

Regarding
Whenever I format the strategy and change a parameter, it takes a while for the strategy to recalculate.
my experience is strategy recalculation is almost instanteous unless one is using Bar Magnifier, or a very large data base.

However, I am sure someone with greater experience in these matters sholud be able to help you; and I also eagerly await a reply.

fringe
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Re: speed optimization

Postby fringe » 10 Jun 2011

Hey khalaad,

I agree with you 100%. In fact, if I test on the same period (2000-2009) with daily bars (= 2.600 bars), the recalculation is done almost instantly.

If I do in on 5 minutes bars (= 436.800 bars), it takes much longer, as it should. I was just wondering if I can cut on waiting times by somehow tweaking Multicharts (or Windows itself) to use ALL of my CPU instead of around 13% of it during this calculation. That would reduce the waiting time dramatically!

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TJ
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Re: speed optimization

Postby TJ » 10 Jun 2011

do you have a cooling pad for the notebook?

i7 mobile CPU will throttle (ie slow down) when the temperature increases.


ps. the mobile version of i7 is different from the desktop version.
you can see the power difference in this chart:
http://www.cpubenchmark.net/cpu_list.php

fringe
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Re: speed optimization

Postby fringe » 10 Jun 2011

Hey TJ,

yes, I do have a cooling pad.

The problem is that the processor never goes over 13% use for Multicharts during strategy recalculation, even although it has no other consuming task running at that moment.

Thanks.

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Stan Bokov
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Re: speed optimization

Postby Stan Bokov » 10 Jun 2011

Hey khalaad,

I agree with you 100%. In fact, if I test on the same period (2000-2009) with daily bars (= 2.600 bars), the recalculation is done almost instantly.

If I do in on 5 minutes bars (= 436.800 bars), it takes much longer, as it should. I was just wondering if I can cut on waiting times by somehow tweaking Multicharts (or Windows itself) to use ALL of my CPU instead of around 13% of it during this calculation. That would reduce the waiting time dramatically!
Strategy recalculation (backtesting) and strategy optimization are two very different things. During backtesting only one core can be used, because the process is sequential, i.e. it depends on previous results to obtain a result at a later date. It cannot be split up into multiple cores. Optimization on the other hand can be split up into multiple cores because it consists of many iterations of the same thing, but with different inputs.

Minutes generally take a lot longer than daily bars for the same period because of the sessions - when drawing and calculating minutes they need to reference sessions to make sure you only get the data that you requested. This assembling of minutes into appropriate sessions takes a while. I heard some traders say that choosing 24/7 sessions speeds it up.

fringe
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Re: speed optimization

Postby fringe » 10 Jun 2011

Hey Stan,

this is very interesting info.

So, ideally, to work on large databases with strategy recalculation, one should have a very powerful single-core processor (e.g. Xeon?).

On the other hand, for optimization purposes a multi-core (e.g. i7?) is better.

Is this correct?

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Stan Bokov
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Re: speed optimization

Postby Stan Bokov » 10 Jun 2011

Hey Stan,

this is very interesting info.

So, ideally, to work on large databases with strategy recalculation, one should have a very powerful single-core processor (e.g. Xeon?).

On the other hand, for optimization purposes a multi-core (e.g. i7?) is better.

Is this correct?
That's correct - a faster core (whether CPU has only one or more than one) speeds up everything, including backtesting and optimization. Multiple cores drastically speed up optimization because of different threads. I would say i7 is a good compromise.

fringe
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Re: speed optimization

Postby fringe » 10 Jun 2011

Thanks to everyone who helped me with this! I now have all the answers I was looking for!

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Stan Bokov
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Re: speed optimization

Postby Stan Bokov » 10 Jun 2011

Thanks to everyone who helped me with this! I now have all the answers I was looking for!
You are welcome.

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Re: speed optimization

Postby Spaceant » 10 Jun 2011

fringe,

Could you tell us what brand / model is your computer and how much?

Do you satisfy with its performance?

Thanks

fringe
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Re: speed optimization

Postby fringe » 11 Jun 2011

Sure, it is an ASUS K52JT-SX388X (laptop). I bought it in Italy, where it was selling for EUR 899,99. I particularly liked it because it was one of the few models on sale that had 6 GB of RAM for an affordable price. I replaced an old Core 2 Duo 2.4 Ghz with Windows XP 32 bit, so the change in performance is remarkable.

I take this laptop with me when I visit clients, otherwise I would have probably gone with a desktop computer. A client of mine bought a Core i7 from Dell a few months ago and he is very satisfied with its performance as well (when using Multicharts). Since Multicharts, unlike TS, can take advantage of all your cores during optimization, a Core i7 really speeds up the whole process.

Hope this helps!


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