Question on MC using multi cores

Questions about MultiCharts and user contributed studies.
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TJ
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Postby TJ » 05 Feb 2009

TJ claims that MC uses all available cores within one CPU for normal charting and MC uses all available cores within all available CPUs for charting.
I don't know what you are talking about.

However you claimed once that:
Multiple cores are used to calculate indicators in parallel.

With multiple screens when large areas of the screen have to be updated those cores won't be used.
THE QUESTION:

Who is right: you or TJ?

Regards
Marina is always right.

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Postby Tresor » 05 Feb 2009

I don't know what you are talking about.
About this:
I am using a Quad-Core, and I can tell you YES... MC uses all 4 cores.
and this
yes, all CPU, all cores.
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Postby TJ » 05 Feb 2009

you specifically say "Normal charting".

I didn't say anything of such.
What are you referring to that is normal?
what is the other thing that you refer to as charting, but "not normal"?



what is the conflict between what i said and what marina said???

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Postby Tresor » 05 Feb 2009

you specifically say "Normal charting".

I didn't say anything of such.
What are you referring to that is normal?
what is the other thing that you refer to as charting, but not "normal"?



what is the conflict between what i said and what marina said???
Hi TJ,

Normal charting = ploting bars (just price action).

I asked, you confirmed with ''I am using a Quad-Core, and I can tell you YES... MC uses all 4 cores. '' and with ''yes, all CPU, all cores''.

The conflict is with ''cores won't be used''. The ''cores'' are explained in the thread in which Marina posted here message once. This message was posted some time ago, so it maybe the case that the in the current MC ''those cores'' will work. I just want to clarify.

Let's give Marina a chance to answer.

Regards

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GPU in general computing

Postby geizer » 05 Feb 2009

Tresor,
I am glad you responded.
Look how these guys (Russian programmers) managed to create software that uses GPUs to crack passwords 50x faster than traditional password recovery methods that only use the computer’s main CPU.

http://elcomsoft.com/eprb.html#gpu

8800 gt is 4 x faster than Q6600.
This is a great example of GPU computational power.
I am dying to see GPU in general computing. In Multicharts in particular.
This is breathtaking.

Marina,
Hi guys,
Before giving you any recommendations, we need to know what exactly it is that you are doing.
This topic is reminiscent of "The swan, a cancer and a pike" by Krylov. Everybody is going their own way. Tresor and me are trying to bring your attention to a technology that is going to change the rules of the game. We talking about accessing the tremendous power locked in the gaming graphics cards for strategy testing and optimization.

x55 faster Financial Analysis:
http://www.physorg.com/news132845817.html

x100 times Financial Analysis:
http://www.nvidia.com/object/cuda_home. ... er=Finance

Finally, Apple is bringing this technology to every desk with their new OS in just weeks!

Try to Google these keywords: GPGPU, OpenCL, Khronos, CUDA, "AMD Stream"
The adoption of this technology is going very rapidly at this exact moment. Why not take advantage before competitors?
-
Pavel
Last edited by geizer on 22 Feb 2009, edited 2 times in total.

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Postby TJ » 05 Feb 2009

you specifically say "Normal charting".

I didn't say anything of such.
What are you referring to that is normal?
what is the other thing that you refer to as charting, but not "normal"?



what is the conflict between what i said and what marina said???
Hi TJ,

Normal charting = ploting bars (just price action).

I asked, you confirmed with ''I am using a Quad-Core, and I can tell you YES... MC uses all 4 cores. '' and with ''yes, all CPU, all cores''.

The conflict is with ''cores won't be used''. The ''cores'' are explained in the thread in which Marina posted here message once. This message was posted some time ago, so it maybe the case that the in the current MC ''those cores'' will work. I just want to clarify.

Let's give Marina a chance to answer.

Regards
I think you have misunderstood the difference between calculating indicators/studies, and drawing the actual image on the screen.

drawing image on the screen is a house keeping process, therefore only one core is used.

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Postby geizer » 05 Feb 2009

In continuation of the GPU for general computing:

The attached screenshot is a great visual illustration of CPU vs GPU computation power.

Picture taken from this document which is a good start for developers:
http://developer.download.nvidia.com/co ... de_1.1.pdf
--
Cheers,
Pavel
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Postby Tresor » 05 Feb 2009

I think you have misunderstood the difference between calculating indicators/studies, and drawing the actual image on the screen.

drawing image on the screen is a house keeping process, therefore only one core is used.
Hi TJ,

Please stay assured, I know the difference between drawing charts (something what I called ''normal charting'') and calculating studies applied to these charts.

The studies' calculation and other processes will be discussed in further questions. All I want to know now is how many cores are used to draw charts of price action. I apologise for confusion that I created with the unscientific term ''normal charting''. I should have been more precise.

Thank you for clarification.

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Postby TJ » 05 Feb 2009

I think you have misunderstood the difference between calculating indicators/studies, and drawing the actual image on the screen.

drawing image on the screen is a house keeping process, therefore only one core is used.
Hi TJ,

Please stay assured, I know the difference between drawing charts (something what I called ''normal charting'') and calculating studies applied to these charts.

The studies' calculation and other processes will be discussed in further questions. All I want to know now is how many cores are used to draw charts of price action. I apologise for confusion that I created with the unscientific term ''normal charting''. I should have been more precise.

Thank you for clarification.
the computer doesn't care what is normal to you.

a chart is a chart.
it can have 100 indicators on it,
or it can have price bars only.

it is a calculation to determine the coordinates and all attributes of those bars.

when all the calculations are done... the information is sent to house keeping and it
in turn draws the IMAGE on the screen.

note that in my post, I refer to drawing the image,
while you refer to as drawing the chart.

don't think of drawing the chart, because it confuses you.
think of it as calculating the coordinates of the bars in the chart.

whether the price bar has a paintbar or an indicator is irrelevant to the computer.
the computer doesn't know the difference, all it knows is, there is a chart, and it has to calculate the coordinates.

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Postby Tresor » 05 Feb 2009

All this sounds too scientific for my circuits. I will wait for Marina's answer.

Regards

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Postby TJ » 05 Feb 2009

whatever you say, don't call it a normal chart, price action price...

just call it a chart with no indicator on it.

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Postby Tresor » 05 Feb 2009

whatever you say, don't call it a normal chart, price action price...

just call it a chart with no indicator on it.
I will remeber to call it this way :D Thank you.

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Postby geizer » 05 Feb 2009

Developers talk about writing a code to run on a GPU

http://www.youtube.com/watch?v=mHENZhQR ... annel_page

Cheers,

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Postby geizer » 05 Feb 2009

Tresor,
In a short time from now I will be buying my professional trading rig that will consist of:
(i) 4 monitors (2560 x 1600 resolution each), and
(ii) a desktop (workstation).
Get yourself a Mac pro:
* Two 2.8GHz Quad-Core Intel Xeon processors (8-core) with 12MB L2 cache per processor (3GHz and 3.2GHz available)
* 1600MHz, 64-bit dual independent frontside buses
* 2Gb of DDR2 EEC RAM (32Gb max)
* ATI Radeon HD 2600 XT with 256MB GDDR3 memory (two dual-link DVI)
* Two Gigabit LAN ports
* HDD included
* Fans run very cool and quiet so you can focus on your trading :)

$2,799 + free shipping if you are in US

You can:
* Run both Windows and MAC OS X
* Plug up to 4 NVIDIA Quadro FX 5600 with 1.5GB of GDDR3 memory at $2,999 each
* Plug up to 4 NVIDIA GeForce 8800 GT with 512MB of GDDR3 memory each
* Get an advantage of GPU computing when it becomes available.

This was the fastest PC on the market 3 months ago.
The ultimate trading machine - each trader's dream :):):):)

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Pavel

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Postby Tresor » 06 Feb 2009

MAC PRO is already on my list. Indeed it is quiet - I saw it in action. However, I will make my choice once I understand all crucial intricacies of MC. It may turn out that I need only one CPU, or I need more powerful graphics card then pre-built ATI Radeon HD 2600 XT.

I want an optimal machine with a reasonable non-highly-excesive surplus of resources, and this is the only reason why I started this thread, and I hope I will be able to configure such a machine as a result of this thread.

Regards

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Postby Tresor » 06 Feb 2009

Marina,

If I have only one workspace in my MC open, and there are 4 charts (with no indicators on them - only price action) on this workspace, then (i) will my quad core CPU use only one core to calculate and draw all 4 charts or (ii) will this CPU usage be split between 4 cores (each core for a separate chart calculation and drawing)?

Q1 screenshot shows this case (4 charts embedded in one opened workspace in MC).
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Postby Marina Pashkova » 13 Feb 2009

Hi Tresor,

In this case only one CPU core will be used.

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Postby Tresor » 13 Feb 2009

Okay, Marina,

This is clear that MC uses one core for all charts within one workspace (just price candles, no indicators). Thank you for the answer.

I prepared another screenshot. In this screenshot there are four workspaces open within one instance of MC.

I want to find out, if MC will use 1 core for each workspace (muticore) or MC will will use 1 core for all workspaces

THE QUESTION:

Does MC use multiple cores when several workspaces are open within one instance of MC?

Regards
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Postby Tresor » 18 Feb 2009

geizer,

This short movie might be of interest to you: http://fastra.ua.ac.be/en/index.html

I have had a number of talks with friends who are programmers over the last few days. One of them has actually completed his software that utilises Cuda and Stream (a non-financial application). According to him an incorporating of Cuda / Stream technology into a software is easy.

It is strange (because GPUs are normally appreciated for their performance in graphics), but brute force searching engines (like Portfolio Backtester) can greatly benefit from Cuda / Stream. A speeding up of x 100 over the present Portfolio Backtester performance should not be a problem (according to my buddy).

Maybe TSS can consider this for one of the future versions following MC Gold.

Regards

P.S. Marina, can you have a look at the previous post and anwser please?

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Postby geizer » 18 Feb 2009

P.S. Marina, can you have a look at the previous post and anwser please?
Tresor,
I support you on this subject. +1 for GPU powered Multicharts.

P.S. even my laptop has CUDA enabled Graphics card... Geforce 9600M GT (Sigh...)

GPU for traders:
http://www.youtube.com/watch?v=Ap3eSC4p ... re=channel

GPU computations in AB...
http://www.mail-archive.com/search?q=CU ... groups.com

Does TS support see the demand yet?

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Postby Tresor » 19 Feb 2009

GPU computations in AB...
http://www.mail-archive.com/search?q=CU ... groups.com

Does TS support see the demand yet?
From what I understand, a member of AB community speeded up AB backtesting x200 times using CUDA on his old graphics card.

Pretty amazing :shock:

geizer, thx for posting

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Postby Tresor » 24 Feb 2009

Marina,

In this screenshot there are four workspaces open within one instance of MC.

I want to find out, if MC will use 1 core for each workspace (muticore) or MC will will use 1 core for all workspaces

THE QUESTION:

Does MC use multiple cores when several workspaces are open within one instance of MC?

Regards
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Postby Marina Pashkova » 24 Feb 2009

Hi Tresor,

In your setup, with no indicators applied, 1 core will be used for working with all those workspaces and charts.

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Postby Tresor » 24 Feb 2009

Thank you.

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Postby Tresor » 24 Feb 2009

Marina,

I have prepared another case. If I open 4 instances of MC (as per attached screenshot), then (i) will each MC instance be assigned to a separate core OR (ii) will 1 core be handling all 4 instances of MC and 3 other cores will be resting?

Regards
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Postby Tresor » 04 Mar 2009

Marina,

I have prepared another case. If I open 4 instances of MC (as per attached screenshot), then (i) will each MC instance be assigned to a separate core OR (ii) will 1 core be handling all 4 instances of MC and 3 other cores will be resting?

Regards
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Postby Marina Pashkova » 04 Mar 2009

Hi Tresor,

If you run multiple instances of MultiCharts, there will be no situation when you have one core 100% loaded and hardly coping while other cores remain idle. In the situation you are describing, MultiCharts will be using other available cores as well.

Regards.

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Postby Tresor » 04 Mar 2009

Hi Tresor,

If you run multiple instances of MultiCharts, there will be no situation when you have one core 100% loaded and hardly coping while other cores remain idle. In the situation you are describing, MultiCharts will be using other available cores as well.

Regards.
Hi Marina,

I am glad with this answer, beacuse this means I can go multicore and there will be no need to overclock. Am I correct to assume that each instance of MC will use a separate core?

Regards

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Postby Andrew Kirillov » 12 Mar 2009

It depends on overall system load.

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Postby Tresor » 12 Mar 2009

It depends on overall system load.
OK, for the purpose of building the trading rig I will assume that only 1 core will be used. I will go for one highly clocked CPU to mitigate a potential risk of bottleneck when plotting charts.

The trading rig that I have in mind will have either 6 or 12 monitors. I haven't decided yet. There is one more issue I would like to get TSS recommendation on. Namely, the graphics cards.


One member of the forum suggested:
Another VERY important part is a fast video card, that's what draws the charts, so the faster the better.

while the other member wrote:
Unless the software is specifically written to take advantage of the graphics (eg. OpenGL, DX10),
most of the graphics are CPU bound and handled only by the CPU.

I myself being no expert on computers wrote back:
Assuming that graphics in MC are CPU bound (as opposed to GPU bound); does it mean that whether I select high end quality or low end quality graphics cards (supporting the desired resolution), such a selection would make no difference in quality / speed of the charts on my monitors
My previous understanding of MC was:
1. CPU calculates bars
2. GPU plots the bars based on the computations made by CPU, i.e. graphics is handled by GPUs

But now I am not sure the above is true.

I would like TSS to clarify if in MC:
- CPU handles graphics (no need to go for fast graphics cards), or
- GPU handles graphics (high performance graphics card might do better than low performance ones).


Regards

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Postby miltonc4 » 12 Mar 2009

Hi Tresor and TS Support
I would also like to buy a new system but are confused as to making the best choice
Maybe TSSupport could make some suggestions as to best requirements to suit Multicharts.Personally,my aim is to get the best rig for multicharts,nothing else,but really I need some help in purchasing the right configeration also
Thanks
Milton

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Postby Andrew Kirillov » 13 Mar 2009

CPU and GPU both do matter. We didn't make objective performance benchmarking, but I can say that if you have a cheap video card (integrated one) you will have worse performance.
We were optimizing MC performance and found that my video card (it is cheap intel motherboard integrated) was 5 times slower than average one.
We use Windows GDI to plot charts and OS decides what to use - video or CPU.
We made a synthetic tests how my video card plots some primitives and found that it did 5 times slower than a non-integrated video card.
Since my video card was slower my computer consumed more CPU to make the same work as other one with a better video card.

All these conclusions couldn’t be considered as accurate! It is just observations.

I would buy powerful quad-core or 8 core PC with an average GPU.

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Postby Tresor » 13 Mar 2009

Thanks Andrew for sharing these observations.

Regards

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Postby jek » 14 Mar 2009

In your setup, with no indicators applied, 1 core will be used for working with all those workspaces and charts.
OK, so it is clear that only one core will be used to display the candles of 4 charts in one workspace.

Just to be complete, if you have one workspace with 4 charts and one indicator in each chart, will that use more than one core?

Does the presence of indicators utilize more cores?

Or is having multiple instances of MultiCharts the way to use more cores? (Of course different processes can use more cores, I'm just trying to see if one MultiCharts process with one workspace displaying multiple indicators can use multiple cores).

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Postby Tresor » 14 Mar 2009

Just to be complete, if you have one workspace with 4 charts and one indicator in each chart, will that use more than one core?
Yes, more than one core will be utilized in this case. MC uses mulitiple cores for studies (but not for price candles)

Does the presence of indicators utilize more cores?
Yes.

Or is having multiple instances of MultiCharts the way to use more cores?
I am still not sure about this. But Marina wrote:
If you run multiple instances of MultiCharts, there will be no situation when you have one core 100% loaded and hardly coping while other cores remain idle. In the situation you are describing, MultiCharts will be using other available cores as well.
Regards

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Postby Andrew Kirillov » 14 Mar 2009

MultiCharts uses all cores to calculate studies on different charts, but it uses 1 core only to draw a chart area. Number of instances is not important.

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Postby jek » 14 Mar 2009

MultiCharts uses all cores to calculate studies on different charts, but it uses 1 core only to draw a chart area. Number of instances is not important.
Good. This is reassuring. Thanks.

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Postby Andrew Kirillov » 18 May 2009

CUDA will not help MultiCharts, because it uses different approach for computing. CUDA is designed to handle specific tasks. Don't expect to get such incredible performance improvement in MultiCharts with CUDA. Our short review of this technology demonstrates that it works great for massive computation of arrays. It is very powerful for cg and other similar tasks. We make additional research, but we are skeptical so far.

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Postby Fabrice Daniel » 26 May 2009

Calculation on TimeSeries is one the best application for Vector Computing - and CUDA use a Vector Computing Model.

Have a look at this experiment by a user on a competitor software:

http://www.purebytes.com/archives/amibr ... 09359.html

Of course such implementation can't be purely generic because of classical parallel computing constraints.

E.g : translating a loop calculation into a Vector Calculation can only be done if no dependencies exist.

It's not an easy task but with some "constraints" or "programming rules" allowing a PL script to be "CUDA Compatible", why not ?

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Postby Andrew Kirillov » 28 May 2009

Farbice,
You are right and we don't see how we can use CUDA, because we process data on bar to bar basis and it is not a array based. So the only way to go is to use our SDK, get quotes and do what you want to do. Of course It works for experienced programmers only.

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Postby Fabrice Daniel » 31 May 2009

Hi Andrew,

Ok if you process on a bar to bar basis, it make sense. It will be difficult to use these stream processors.

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Postby Andrew Kirillov » 03 Jun 2009

Anyway we are consulting with NVidia. Maybe they suggest us something we can't imagine ourselves.

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Re: Question on MC using multi cores

Postby MAtricks » 03 Dec 2014

Sorry for digging up an old topic, but it is full of relevant knowledge :)

I recently had a chat with Henry about this and I'd like to make it public knowledge with a little more clarification.

I'd like a suggestion for LIVE TRADING with regards to hyper-threading being on or off. I don't care about optimizations or back-tests, just live trading and how hyper-threading affects MC positively or negatively.

Live trading usually consists of many charts with 1 strategy applied to each.

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Re: Question on MC using multi cores

Postby TJ » 03 Dec 2014


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Re: Question on MC using multi cores

Postby MAtricks » 03 Dec 2014

TJ,

I'm sorry if my question wasn't clear, but I already know how to enable/disable Hyper-Threading("HT"). My question is asking the MC developers whether or not having HT on or off for live trading will increase performance, decrease performance, or have no effect on the live trading performance.

Depending on how MC is built, more cores with less power or less cores with more power might help or hinder live performance.

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Re: Question on MC using multi cores

Postby orion » 03 Dec 2014

MAtricks, turning hyperthreading on can help or hurt depending on program characteristics and the best thing is to benchmark using your particular requirements. Having multiple threads running on a core can help since one thread may be able to run when another is sleeping on a disk or network operation. However, one thread can thrash another thread's cache data in which case hyperthreading can hurt rather than help.


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