Wish list for upcoming releases

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tcat
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Wish list for upcoming releases

Postby tcat » 17 Sep 2009

Hi,

I have a number of requests for future releases of MC which I haven't seen else where, so I'll just post them here:

TESTING
- Market replay with transaction log/window, to see signals behavior in realtime.
- GPU support: Support for CUDA cores could contribue to improving performance of back testing, especially when testing on a recurrent basis.
- Ability to save test parameters (test ranges for parameters)

DRAWING
- Ability to draw vertical lines across subcharts at once (silly but convenient).
- Automatic trendlines according to viewable chart section
(as in prorealtime and sharescope)

SCREENER
- Ability to classify/organise/group data
- Any improvement will be welcomed

BROKER and ORDER SUPPORT
- Support for Dukascopy / Jtrader (Dukascopy stands for the most efficient Forex ECN at this point in time). They appear to have some sort of bridge for MQL4.
- Support for Limit orders (but I've seen this mentionned already)

Thanks for good work and keep improving!
Regards,
Thierry

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TJ
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Re: Wish list for upcoming releases

Postby TJ » 17 Sep 2009

TESTING
...
- GPU support: Support for CUDA cores could contribue to improving performance of back testing, especially when testing on a recurrent basis.
...

What can you tell us about CUDA?

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danilo
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CUDA Site

Postby danilo » 17 Sep 2009

You can find more informations on : http://www.nvidia.com/object/cuda_home.html

CUDA can speed-up the computations of almost a 100 factor, but unfortunally it's very heavy to program.

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Danilo

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TJ
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Postby TJ » 17 Sep 2009

do you know vectors and arrays?
...and how do they fit in to the bigger scheme of things in computation?

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Postby tcat » 17 Sep 2009

Hi TJ,

To be honest, I am far from being a specialist. There is however a research doc on the matter published at:
www.nvidia.com/object/nvidia_research_pub_001.html

If you look at the address danilo provided, you can filter by finance area. A number of companies are now looking at the ability to benefit from // GPU processing. A graphic card based on a 295GTX NVIDIA architecture provides 480 GPU for a very reasonnable price (compare to Intel CPU proessing cost).

I have seen some thread regarding performance improvement with AB (not to mention it).
www.purebytes.com/archives/AB/2008/msg08826.html

Looking at the number of companies that start capitalizing on // processing, be based on cuda, ATI Stream (apparently not much development capitalizing on it so far) or usage of Xbox or Playstation processing power to shorten calculation time, there seems to be opportunities for major speed improvement in this area.

CUDA appears to be the first technology that poped up with a mature API and is now being used by a number of company in involved in quantitative calculations and high frequency trading.

Just my 2 cents.

:D

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Postby tcat » 17 Sep 2009

By the way, www.gpgpu.org provides some information regarding progresses made in the area of GPU processing.

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Postby TJ » 17 Sep 2009

here are some of my notes:

-- the "financial area" refers to economic 3D modelling. e.g. CFD type calculations.
-- I am not sure if the AB prototype got anybody anywhere.

in terms of raw calculations in arrays using vector, CUDA is fast.
in terms of dependent laden applications (typical in indicators), CUDA is of limited use. It would be like driving a Ferrari in a city center: you race to the next traffic light and wait.

Do a search of CUDA in this discussion forum. There was a discussion last year. I believe Andrew has given his thoughts on the subject.

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Postby tcat » 17 Sep 2009

Indeed, there was quite a thread there:

forum.tssupport.com/viewtopic.php?t=6016&postdays=0&postorder=asc&highlight=cuda&start=50

However, Andrew was consulting with Nvidia at that point and I did not see that point being definitely closed.

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Postby TJ » 17 Sep 2009

Indeed, there was quite a thread there:

forum.tssupport.com/viewtopic.php?t=6016&postdays=0&postorder=asc&highlight=cuda&start=50

However, Andrew was consulting with Nvidia at that point and I did not see that point being definitely closed.

no, I did not imply the issue is closed.

I have gone down the same path as you... thinking CUDA might help...
you'd never know, one day something might make it happen.

p.s. this was discussed in more than one thread.


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