Native 64bit version anytime soon?

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geektrader
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Native 64bit version anytime soon?

Postby geektrader » 09 Feb 2010

I just wanted to know if there are any plans for a NATIVE 64bit version of MC yet? I think this will be pretty nice for backtesting-speed and especially memory-allocation problems with huge tick-charts.

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Postby Tresor » 10 Feb 2010

Last edited by Tresor on 10 Feb 2010, edited 1 time in total.

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Bruce DeVault
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Postby Bruce DeVault » 10 Feb 2010

Native 64 bit applications don't run faster per se - they typically run slightly more slowly for common technical analysis tasks, because common tasks don't require 64 bit precision, therefore the only remaining advantage is the 64 bit address space. There are some niche applications (neural nets, etc.) which benefit more from the use of 64 bit floating point numbers, but Intel processors are heavily optimized for this already so the difference isn't as great as might be anticipated, and it's certainly not twice as fast, all other things being equal.

What they do better from a trading perspective is having access to the 64 bit address space. Thus, they could load a chart with a longer lookback of tick bars without running out of RAM (assuming you have 4GB or more of RAM, and although this would be slower than you are used to with today's processor technologies because processing that volume of data takes more time than you're probably used to it taking).

Many people consider a platform having a 64 bit version to be indicative of long term planning, and it therefore has a marketing edge. But, beyond the ability to load charts with more than 2GB worth of tick bars, there's not a direct, immediate need for this today, which is probably why there isn't more support for it yet. Broker and data feed support for 64 bit is also sparse as of today, which means the platforms that are 64 bit typically only support a very limited subset of data feeds and brokers with their 64 bit versions.

Personally, I would encourage TS Support to get on a track towards having a 64 bit version and to let everyone know the plans and approximate time frame, but I don't think there's an immediate operational advantage to those platforms that have one today for most common TA tasks - it's more of a long term advantage in that those vendors have done some work already that the others will have to do in the future, which means they're free to push ahead with new technologies rather than working on this, and they have a marketing advantage in the interim, as well as the ability to use what are always constrained resources now to work on bigger, better things while everyone else is trying to get their 64 bit versions going.

128 bit is not a reasonable goal today, in that there's no way to do this, nor any reasonably definite time table for it - it's like saying "why go to the moon, let's go to alpha centauri and not do anything else until we can do that." I am sure you are joking, but clearly, 128 bit is not on the table at this time.

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Postby Tresor » 10 Feb 2010

128 bit is not a reasonable goal today, in that there's no way to do this, nor any reasonably definite time table for it - it's like saying "why go to the moon, let's go to alpha centauri and not do anything else until we can do that." I am sure you are joking, but clearly, 128 bit is not on the table at this time.


Yes, I was joking.

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Bruce DeVault
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Postby Bruce DeVault » 10 Feb 2010

I do believe that 64 bit support is a valid subject of inquiry and a worthwhile endeavor over the medium term, and would welcome TS Support to announce that they intend to undertake this and provide some sort of timeline guidance, even if it's tentative and subject to change.

It is reasonable to say reworking MultiCharts to be fully 64 bit is a big project, and nobody should expect this to happen tomorrow.

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Postby geektrader » 10 Feb 2010

I can tell you that most of my apps that did heavy calculations go a LOT faster in 64bit, because only then my 64bit CPU is actually used to it´s full extend, double the amount of iterations is possible per second compared to 32bit. And on a Quad Core this is massively noticeable.

I for example just replaced my Video-Editing program by it´s 64bit native version, and bouncing a vide-track thakes about 2/3 of the time it did with the 32bit version, just with the same settings as in it.

There are a lot of more examples. But fact is: 64bit CPUs have a lot of power left if only running them with 32bit calculations.

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Postby Bruce DeVault » 10 Feb 2010

Photoshop indeed runs faster here in its 64 bit version because of the nature of the operations it performs. It runs faster still when you allow it to offload some tasks to your GPU. However, the same is not true for instance of calculating an SMA of an equity price, when only 32 bit precision may be needed - that's why I referenced above common TA tasks.


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