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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

  • #21
  • Nov 3, 2011 4:19pm Nov 3, 2011 4:19pm
Quoting Motion
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.

I currently run Intel I7's 2.8G with 8MB Cache and 16GB of RAM. They are not exactly lightweight. Thanks for the suggestion.

I am thinking about upgrading to the I8/10's whenever they come out, switch over to the new I7 extreme, or just switch over to Blades once and for all once Intel comes out with a new generation.

I am going to spend a bit of time this weekend looking at the code to see if I can find any errors and I will have a chat with my hardware guy to see if the new extremes at 3.4GHz may suit me a bit better. I only just spend about 5k on chipsets and that was right before the summer.

I know I am being a cheapskate, but I am trying to find a solution around it.


Thanks all you guys for great suggestions thus far, got my work cut out for me this weekend.
  • #22
  • Nov 4, 2011 10:44am Nov 4, 2011 10:44am
Try alt+f4
  • #23
  • Nov 4, 2011 10:45am Nov 4, 2011 10:45am
Quoting Kowalczyk
Try alt+f4.

Fecker.... I fell for that one.
  • #24
  • Nov 4, 2011 1:00pm Nov 4, 2011 1:00pm
In the software world, when something starts acting up, you ask the question: What did you change last?

Quoting cloggie
I currently run Intel I7's 2.8G with 8MB Cache and 16GB of RAM. They are not exactly lightweight. Thanks for the suggestion.

I am thinking about upgrading to the I8/10's whenever they come out, switch over to the new I7 extreme, or just switch over to Blades once and for all once Intel comes out with a new generation.

I am going to spend a bit of time this weekend looking at the code to see if I can find any errors and I will have a chat with my hardware guy to see if the new extremes at 3.4GHz may suit me a bit better. I only just spend...
  • #25
  • Nov 4, 2011 1:16pm Nov 4, 2011 1:16pm
Quoting cloggie
I know I am being a cheapskate, but I am trying to find a solution around it.
If it's a hardware limitation issue I would suggest you look at one of the clouds. I use amazon: http://aws.amazon.com/

They're having windows images, you can scale in/out and the pay is on demand.
  • #26
  • Nov 4, 2011 1:20pm Nov 4, 2011 1:20pm
Quoting attila
In the software world, when something starts acting up, you ask the question: What did you change last?

That is one of the things I am taking a closer look at, I probably fucked up the code here and there, that wouldn't suprise me, I just can't find it.
  • #27
  • Nov 4, 2011 1:20pm Nov 4, 2011 1:20pm
Quoting attila
If it's a hardware limitation issue I would suggest you look at one of the clouds. I use amazon: http://aws.amazon.com/

They're having windows images, you can scale in/out and the pay is on demand.

I want to keep it inhouse.
  • #28
  • Nov 4, 2011 1:22pm Nov 4, 2011 1:22pm
Quoting cloggie
I want to keep it inhouse.
Then... http://www.tradingcomputers.com/
  • #29
  • Nov 4, 2011 1:26pm Nov 4, 2011 1:26pm
Quoting attila
Then... http://www.tradingcomputers.com/

Darn they are about a fifth of the price I am paying now for each workstation, I will look into it.
  • #30
  • Nov 4, 2011 1:30pm Nov 4, 2011 1:30pm
Quoting cloggie
Darn they are about a fifth of the price I am paying now for each workstation, I will look into it.
Yeap, and much faster because are custom built for trading. They also have U.K site, right down your alley.
  • #31
  • Nov 4, 2011 1:32pm Nov 4, 2011 1:32pm
Quoting attila
Yeap, and much faster because are custom built for trading. They also have U.K site, right down your alley.

I just specced on and it came to little over 2,5K,that is half of what I paid for mine now. I may bite the bullet and order one to see how I get on with that one.

I will give them a call here in the UK on Monday.
  • #32
  • Nov 4, 2011 1:34pm Nov 4, 2011 1:34pm
Quoting cloggie
I just specced on and it came to little over 2,5K,that is half of what I paid for mine now. I may bite the bullet and order one to see how I get on with that one.

I will give them a call here in the UK on Monday.
Full disclosure, I don't own one (all my heavy processing is done in the cloud) but I've been having my eyes on them for a while now. Especially the monitor arrays.
  • #33
  • Nov 4, 2011 1:37pm Nov 4, 2011 1:37pm
Quoting attila
Full disclosure, I don't own one (all my heavy processing is done in the cloud) but I've been having my eyes on them for a while now. Especially the monitors arrays.

I got a 12 monitor setup now with 2 large LCD's seperately, only just upgraded from the 6 screen setup this year, All I need are the desktops and they should plug right into my system. I am going to look into this as an option, alternatively I am contemplating dumping MT4 all together and switching to C++. Most here seem to thing that that should speed things up nicely, then I can keep the hardware I have now, I run of 3 Z800's and they weren't cheap.
  • #34
  • Nov 4, 2011 1:42pm Nov 4, 2011 1:42pm
Quoting cloggie
I got a 12 monitor setup now with 2 large LCD's seperately, only just upgraded from the 6 screen setup this year, All I need are the desktops and they should plug right into my system. I am going to look into this as an option, alternatively I am contemplating dumping MT4 all together and switching to C++. Most here seem to thing that that should speed things up nicely, then I can keep the hardware I have now, I run of 3 Z800's and they weren't cheap.
I'm using Dukascopy data feed and the processing is done real time in the cloud with java. I don't know about C++ but I know this: there are fewer developers and more expensive.... And whatever you do, drop any Windows system if you are serious about performance.
  • #35
  • Nov 4, 2011 1:43pm Nov 4, 2011 1:43pm
Quoting attila
I'm using Dukascopy data feed and the processing is done real time in the cloud with java. I don't know about C++ but I know this: there are fewer developers and more expensive.... And whatever you do, drop any Windows system if you are serious about performance.

I need to seriously look into all my options here. Never did think I was going to run into these problems. Ah well, makes life interesting.

I get my datafeed from a non retail broker right here in London and I am extremely happy with them.

My problem is that I still use a crappy retail part by using MT4, I like the visuals though. I am a bit old school, I like the pretty pictures it gives me. The charts I post on the thread are not the ones I use to trade from, they are just little screen shots. I run a DLL to that MT4 session which is on one of my LCD's so I can clearly see where my orders are on a simplified screen, I run that feed to other monitors through the house too so I can see when price rougly gets to areas of interest and I can make my way back to the trading room. I also use that feed for portable sessions when I am not at home to keep track of what is going on roughly, I never trade off it.

I will still be able to use that feed even when I switch away from MT4 entirely for my entry and exit setups.

May just have to give up on that one and cut off my last crappy link to the retail sphere.
  • #36
  • Nov 4, 2011 1:49pm Nov 4, 2011 1:49pm
Hey cloggie if you're doing digital filtering you might look into using an OpenCL compatible GPU to do the heavy lifting. GPUs are way faster than a normal CPU for number crunching.

I'm talking a 50-100x increase in speed potentially. This is the approach BitCoin miners use.
You are in a maze of twisty little passages, all alike.
  • #37
  • Nov 4, 2011 1:50pm Nov 4, 2011 1:50pm
LOL. I only have numbers scrolling down the screen. GL. Let me know if you have questions... I would strongly suggest you look into the cloud options. Security is not an issue. There are enterprises running there, besides that's where things are going. Amazon built a space ship over there..


Quoting cloggie
I need to seriously look into all my options here. Never did think I was going to run into these problems. Ah well, makes life interesting.

I get my datafeed from a non retail broker right here in London and I am extremely happy with them.

My problem is that I still use a crappy retail part by using MT4, I like the visuals though. I am a bit old school, I like the pretty pictures it gives me. The charts I post on the thread are not the ones I use to trade from, they are just little screen shots. I run a DLL to that MT4 session which is on...
  • #38
  • Nov 4, 2011 1:50pm Nov 4, 2011 1:50pm
Quoting stevegee58
Hey cloggie if you're doing digital filtering you might look into using an OpenCL compatible GPU to do the heavy lifting. GPUs are way faster than a normal CPU for number crunching.

I'm talking a 50-100x increase in speed potentially. This is the approach BitCoin miners use.

Now we are getting really technical, that runs of the graphics cards right? I'll talk to my hardware guy this weekend.
  • #39
  • Nov 4, 2011 2:03pm Nov 4, 2011 2:03pm
Quoting attila
LOL. I only have numbers scrolling down the screen. GL. Let me know if you have questions... I would strongly suggest you look into the cloud options. Security is not an issue. There are enterprises running there, besides that's where things are going. Amazon built a space ship over there..

I still use a visual representation of the filtering I am doing right now. I still enter manually on it, the next step is to automate the whole thing then all I need is a 7" iPad to keep track of my account balance and I can do away with the screens as long as the processes can run smoothly on the machines. That is still another year away or so.
  • #40
  • Edited 3:08pm Nov 4, 2011 2:28pm | Edited 3:08pm
I have read all suggestions... I'm pretty sure you can optimize your code avoiding spending money on new equipment. Faster computer will not solve your problem if you have obvious bottleneck somewhere. First of all you have to find where that bottleneck occurs. You wrote that outside MT4 everything works just fine and problem came when you are using code inside some king of EA/indicator in MT4. MT4 is not advanced software for sure, but it can make job done.

Optimization:
- place counters all over your code and log running time onto them which will help you find part of code that takes most of processor time (probably your IT guy will help you with that and show how this should be done - that's better idea then learning C++ nearly from scratch)
- try to not make same computations every tick/bar, just place them in array and use when needed

With few hours of work you can make it running much smoother over weekend, learing C++ is not something you can master in 2 days.

I had similar problem with indicator I wrote some time ago - it was killing my quad processor running at 4GHz. After optimization it can run on netbook with Intel Atom using no more then 5% of CPU time.
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