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Attachments: quad core multiple CPU's, multiple MT4 sessions, Virtual Machine
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quad core multiple CPU's, multiple MT4 sessions, Virtual Machine

  • #1
  • First Post: Nov 2, 2011 5:03am Nov 2, 2011 5:03am
Does anyone here run multiple MT4's in multiple virtuals on windows? I am wondering as MT4 does not multi thread whether running Virtual machines will let each MT4 session run in seperate CPU's to speed things up.

Am working on digital filtering and things are starting to slow down a bit even on my quad cores.


TTFN.
  • #2
  • Nov 2, 2011 5:51am Nov 2, 2011 5:51am
I don't but you can select which CPU each instance uses by setting the affinity of the process task manager.

p.s. nice to see you around again

Quoting cloggie
Does anyone here run multiple MT4's in multiple virtuals on windows? I am wondering as MT4 does not multi thread whether running Virtual machines will let each MT4 session run in seperate CPU's to speed things up.

Am working on digital filtering and things are starting to slow down a bit even on my quad cores.


TTFN.
  • #3
  • Nov 2, 2011 10:56am Nov 2, 2011 10:56am
Quoting MissPips
I don't but you can select which CPU each instance uses by setting the affinity of the process task manager.

p.s. nice to see you around again

Thanks, I'll play with that to see if that makes a diff.
  • #4
  • Nov 2, 2011 1:13pm Nov 2, 2011 1:13pm
hyper-v can allocate up to 4 virtual cores to each virtual machine

http://social.technet.microsoft.com/...epts-vcpu.aspx
  • #5
  • Nov 3, 2011 3:26am Nov 3, 2011 3:26am
Thanks for that Cypher. Time to do some research and see if I can get around this multi threading issue.
  • #6
  • Nov 3, 2011 3:58am Nov 3, 2011 3:58am
Quoting cloggie
Does anyone here run multiple MT4's in multiple virtuals on windows? I am wondering as MT4 does not multi thread whether running Virtual machines will let each MT4 session run in seperate CPU's to speed things up.

Am working on digital filtering and things are starting to slow down a bit even on my quad cores.


TTFN.
I am running 4 virtual machines with different MT4 clients.
What are you trying to do?
Do you mean you want to perform several independent backtests with the different virtual machines and finally merge the results?
  • #7
  • Nov 3, 2011 4:05am Nov 3, 2011 4:05am
One thing I found speeds things up is if you go into the Market Watch panel and remove the symbols for anything you are not interested in. Then MT4 doesnt have to be downloading their tick data all the time, and your antivirus doesn't have to check it.

Quoting cloggie
Does anyone here run multiple MT4's in multiple virtuals on windows? I am wondering as MT4 does not multi thread whether running Virtual machines will let each MT4 session run in seperate CPU's to speed things up.

Am working on digital filtering and things are starting to slow down a bit even on my quad cores.


TTFN.
  • #8
  • Nov 3, 2011 4:08am Nov 3, 2011 4:08am
Quoting MissPips
One thing I found speeds things up is if you go into the Market Watch panel and remove the symbols for anything you are not interested in. Then MT4 doesnt have to be downloading their tick data all the time, and your antivirus doesn't have to check it.

Yeah I did all that, I run totally naked MT4 sessions. I may have to take my filtering out of MT4 and feed the data in afterwards to keep the speed up.

MT4 is archaic to say the least, multi core CPUs have been around for donkeys years, why don't they support multi threading is beyond me.
  • #9
  • Nov 3, 2011 4:11am Nov 3, 2011 4:11am
Quoting asasa
I am running 4 virtual machines with different MT4 clients.
What are you trying to do?
Do you mean you want to perform several independent backtests with the different virtual machines and finally merge the results?

I am working on digital filtering and that is cloggin up the CPU's when I do it inside MT4, just wondered if there was an easy solution to speed it up before I take the filtering out and perform it outside of MT4 only to feed the result back in. Figured that a shortcut to speed things up would have been simpler and easier.

If I had known that MT4 would have ground to a halt when you introduce too much work into it, I would have designed the filtering to remain outside of MT4 in the first place.

My problem is that I am not a programmer and I was struggling enough with MT4 to get what I wanted, may have to get my techie boy back in to help out to come up with something that works here.

Anybody else with other suggestions? I am a trader, not a freakin programmer. Hats of to those that can do this stuff on the drop of a hat. My biggest problem is security, I don't really want anyone else working on it, you lose your edge when you get more cooks in the kitchen.
  • #10
  • Nov 3, 2011 5:00am Nov 3, 2011 5:00am
Quoting cloggie
I am working on digital filtering and that is cloggin up the CPU's when I do it inside MT4, just wondered if there was an easy solution to speed it up before I take the filtering out and perform it outside of MT4 only to feed the result back in. Figured that a shortcut to speed things up would have been simpler and easier.

If I had known that MT4 would have ground to a halt when you introduce too much work into it, I would have designed the filtering to remain outside of MT4 in the first place.

My problem is that I am not a programmer and I was...
For serious data processing on multi-core cpus, use C/C++ with a well designed multi-thread approach. During simulations my i7 is always at 100% load... Data read from disk (SSD) is the bottleneck in my case.
  • #11
  • Nov 3, 2011 5:09am Nov 3, 2011 5:09am
Quoting asasa
For serious data processing on multi-core cpus, use C/C++ with a well designed multi-thread approach. During simulations my i7 is always at 100% load... Data read from disk (SSD) is the bottleneck in my case.

I know, C/C++ is just Greek to me. It took me years to get my head around MT4. I am a visual kind of guy and like the look of MT4. In an ideal world I want to use Matlab to do my filtering and then run MT4 charts of that feed. All of this is getting me to my goal of eventually automating all my trading, that has been my goal for years now and I am still struggling. I am enjoying the experience though and am learning loads.

I know exactly what I want to get out of the process, just stuggling with how to make it physically work. Trading is getting in the way too of developments and I do a lot of work on the weekends, then letting it run during the week so I can adjust it again on the weekends. I got my filtering just about right, just can't run charts of it unless I reduce the filtering and that is taking away from what I am trying to do. I may have to bite the bullet and get the calculations done outside of MT4 and then run a feed to run the charts so I can visually work on finetuning the strategy and then go back to automating it.

I can explain exactly what I want and how to make it work, however translating that into a mechanical system is what I am struggling with.

May have to book myself on a C++ course somewhere........
  • #12
  • Nov 3, 2011 5:30am Nov 3, 2011 5:30am
Quoting cloggie
I know, C/C++ is just Greek to me. It took me years to get my head around MT4. I am a visual kind of guy and like the look of MT4. In an ideal world I want to use Matlab to do my filtering and then run MT4 charts of that feed. All of this is getting me to my goal of eventually automating all my trading, that has been my goal for years now and I am still struggling. I am enjoying the experience though and am learning loads.

I know exactly what I want to get out of the process, just stuggling with how to make it physically work. Trading is getting...
MQL4 syntax is a reduced version of C syntax.
You should be able to directly use most of your MQL4 routines in your C sources.
  • #13
  • Nov 3, 2011 5:33am Nov 3, 2011 5:33am
Quoting asasa
MQL4 syntax is a reduced version of C syntax.
You should be able to directly use most of your MQL4 routines in your C sources.

I will definitely look into it, thanks. MT4 is frustrating the cr@p out of me and I reached its limitations. At least my IT boy will be happy, need to redesign the infrastructure/hardware of my trading rooms again....

Project for the Christmas break. Until then I will keep trying to get more speed out of MT4.
  • #14
  • Nov 3, 2011 5:54am Nov 3, 2011 5:54am
Quoting cloggie
I will definitely look into it, thanks. MT4 is frustrating the cr@p out of me and I reached its limitations. At least my IT boy will be happy, need to redesign the infrastructure/hardware of my trading rooms again....

Project for the Christmas break. Until then I will keep trying to get more speed out of MT4.
Just an additional hint, if you need fast real-time data processing, tell your IT boy to plug a C/C++ dll directly in your MT4 EA (a simple example is provided by MetaQuotes) and perform all your multi-thread cpu-intensive data processing there.
I don't think you have to redesign your hardware infrastructure as long as 4 cores are enough for your routines.
  • #15
  • Nov 3, 2011 6:03am Nov 3, 2011 6:03am
Quoting asasa
Just an additional hint, if you need fast real-time data processing, tell your IT boy to plug a C/C++ dll directly in your MT4 EA (a simple example is provided by MetaQuotes)

I do that with other processes that I don't mind sharing, just don't want anyone to see the code of this one, so will have to write it myself, that is my problem. I can get plenty of help, just don't want it. I don't even trust myself, let alone someone else.

Right now I run simple filtering for candle formation through a dll, I run orders from my order platfrom through a dll, I run simple data manipulation through a dll. The problem is this latest digital filtering that has taken me years to develop and I keep very close that I just don't want anyone to see and of course that is the one that is slowing things down so much.

I have even tried to simplify the math behind it to no avail, I just end up losing what I am looking for. I even reduced the times it runs through the filtering and reduced the amount of data to filter and that again takes away from what I am trying to achieve.
  • #16
  • Nov 3, 2011 6:29am Nov 3, 2011 6:29am
Quoting cloggie
I do that with other processes that I don't mind sharing, just don't want anyone to see the code of this one, so will have to write it myself, that is my problem. I can get plenty of help, just don't want it. I don't even trust myself, let alone someone else.

Right now I run simple filtering for candle formation through a dll, I run orders from my order platfrom through a dll, I run simple data manipulation through a dll. The problem is this latest digital filtering that has taken me years to develop and I keep very close that I just don't want...
In any case, multi-threading can be applied only if your routines can be parallelized.
Otherwise the only way to go is a faster cpu (as long as your routines cannot be simplified even at code level, difficult to understand from a non-programmer).
  • #17
  • Nov 3, 2011 6:39am Nov 3, 2011 6:39am
Quoting asasa
difficult to understand from a non-programmer).

You got it in 1 and that is my dilemma.
  • #18
  • Nov 3, 2011 7:20am Nov 3, 2011 7:20am
Quoting cloggie
The problem is this latest digital filtering that has taken me years to develop and I keep very close that I just don't want anyone to see and of course that is the one that is slowing things down so much.

I have even tried to simplify the math behind it to no avail, I just end up losing what I am looking for. I even reduced the times it runs through the filtering and reduced the amount of data to filter and that again takes away from what I am trying to achieve.
MT4 is more than adequate for most data filtering frameworks.

Check your code - I'd guess you are using inefficient methods for data calculation/analysis.

FF is filled with examples of inefficient code. Especially for live-trading EAs, you absolutely want to process each tick as quickly as possible. Those ticks come in very quickly at times - delays in processing can be costly.

Of course DLLs will be faster...but that adds levels of complexity that are probably ill-suited for a non-programmer. Like I said, MT4 should be "fast enough".

Again...check your code...there's almost always ways to speed up processing.
  • #19
  • Nov 3, 2011 8:11am Nov 3, 2011 8:11am
Quoting zznbrm
MT4 is more than adequate for most data filtering frameworks.

Check your code - I'd guess you are using inefficient methods for data calculation/analysis.

FF is filled with examples of inefficient code. Especially for live-trading EAs, you absolutely want to process each tick as quickly as possible. Those ticks come in very quickly at times - delays in processing can be costly.

Of course DLLs will be faster...but that adds levels of complexity that are probably ill-suited for a non-programmer. Like I said, MT4 should be "fast enough"....

You are probably spot on, I am not a programmer. I can mathematically work out what I am after and after a year I managed to translate that into mq4. I wouldn't be surprised if there were errors in my code. I can't for the life of me find any. So here I am stuck with a slow MT4 as a result and am trying to find other solutions to my problem.

I even looked at the code of the DLL's that I have had programmed for me trying to see if that was a route I could take to get to a solution.

IF it was all so easy we'd all be billionaires.
  • #20
  • Nov 3, 2011 1:31pm Nov 3, 2011 1:31pm
if the code is that confidential and you wouldn't mind spending a few bucks, I'll suggest you contact alienware. You could order a custom made CPU. Their CPU's are mostly designed for powerful games and data processing. They should be able to provide you something. I've noticed that backtesting strategies for instance produces results 10x faster on an alienware.
Don't just beat the markets, leave bruises.
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