Forex Factory Advice/Opinions on PC Attributes

Hello everyone!

I wanted to throw a question out there and see what responses will come back. I am extremely ignorant when it comes to building a PC and its components, but learning.

Information I want to garnish from this thread:

 

1. I am currently performing optimization on multiple EA's on a (3) year old laptop. It is struggling to keep up and always over-heating. Is it the CPU that I must be most worried about getting? What do other traders/programmers use?
2. What other components would be useful in a PC to make the optimization fast and not work my PC to death?

I just wanted to throw this out there and see some specific products others were using, so I could keep my eyes on the sales and build a PC.


As always, thank you so much FF.



Warmest regards,



ZRC

I remember my old laptop when its hang while I backtest my EA's...
It is very annoying then I see its RAM usage and I'm surprised because it is required 100% of my RAM! (that time is 2 GB RAM)
So I place additional 2GB RAM into my old laptop and the backtest is very light. So I think you need to check your RAM first before anything else.

Good luck.

So I place additional 2GB RAM into my old laptop and the backtest is very light. So I think you need to check your RAM first before anything else.

Hey Karmapala,

I have done the exact same steps, and now have 4GB. It is still laboring. It is an older dual-processor.

My end-goal and reason I am in the market for a "tower", is to have 3 Meta Trades running Opt. for my most current E.A.s

But thank you for the input my friend!

MT4 is single threaded and can't use more than 2Gb of RAM at any given time thanks to how the application was coded.

That means getting a 12-core Xeon workstation class beast with 64Gb of RAM might not be the best investment of capital.

MT4 also can't make use of any GPGPU, CUDA, or any other types of offloading to the GPU for extra processing kick. So anything beyond "integrated" graphics is a waste. (Unless you want this to double as a gamer machine.)


So, with that in mind, you have two paths:

1. Setup a system that will do one batch of back testing really well:

You can side with a high frequency, high cache, Intel chip (you'd only need a Dual core, but they just don't make their mid-to-high tier chips with less than 4 these days so Quad Core it is.) Core i5 would be suitable. Again, MT4 is single threaded, but that plays well for Intel's 3rd generation chips which can identify when a single threaded operation is the priority, and can boost the frequency of a single core being tasked with it higher while down-clocking the others to level out power on the chip.

8Gigs of RAM would be enough, and you'd use extra RAM with MT4 by picking up a copy of TickDataSuite (google it) which changes the MT4 terminal executable (wraps it within their own executable) and allows it to access more than the 2Gb of RAM limit it had. It will also let you do tick testing, which for EA development is pretty much a requirement these days.

2. Setup a system that will do many batches of back testing at the same time really well (the more expensive but practical route if you're like me and have more things you want to test than time to test them):

You can go with a CPU that has many cores for this, and not worry as much about the frequency (often higher core count includes lower frequency per core.) I'd say Intel again, Quad or 6 core i7, or workstation class Xeon E5 series with 6 cores.

Before someone flames me for this overkill in the CPU department, hear me out. MT4 might be single threaded, and not making use of more than 1 core.. you can operate multiple instances of MT4 at the same time, and even better, you can use TickDataSuite again to launch multiple instances of the same MT4 installation at the same time (to use the same history data and EA.) This means you can launch 2-3-4 MT4 terminals, all having them back test their own batch or series of settings, and not have them slow down each other in the process. This is why a chip with 6 cores, plus decent cache and vector/floating point performance (hence pointing out i7s and Xeon) would excel in this type of setup over a cheaper multi-core chip on their value line (less cache, slower math operations that directly impact the kinda work MT4 is doing in back-testing.)

You'd want more ram here, since each instance of MT4 will be loading 2-4+ gigs worth of tick data for 2-3 years worth of price per symbol. So if your aim is 4 instances of MT4 running at the same time, then ~16+Gb of RAM would be where to start, with more always being better. RAM is dirt cheap these days anyhow.


--

Lastly, go with a tier 1 vendor, specifically their business line of computers (NOT retail), please don't' try to build your own.. I don't know what it is with traders, but so many pros (ones I know personally) think it's a good idea to build their own trading computer... like it's some sort of right of passage to put together a machine on their own. I worked in IT for years before switching careers and studying finance, and I don't understand this desire at all. (Sure, I'll build my own boxes at times, but only for personal projects and things that aren't critical in a $ sense to keep reliable.)

I think reliability and, more importantly, support are the key factors here. If the system goes down, you want an easy and quick way to get it back up as soon as possible (money is on the line, this is trading after all.) You don't want to be handling a part RMA yourself, spending weeks shipping parts back and forth for replacement, because you wanted to save a few bucks on the build overall. And again, this is why you'd want to look at the business line of tier 1 vendors, they cost slightly more because more engineering work goes into them in a durability sense, and often their repair warranties are quite a bit more accommodating with a faster turnaround time at a repair depot.

And by tier 1, I mean HP, Dell, Lenovo, etc... the top manufacturers you see selling to large companies... which ever you like best, and which ever has a repair depot physically near you that you can work with should something go wrong.


-- I await the flaming screams from pseudo-geeks who think they know stuff because they put together a computer in their time to tell me how it's way better to build your own... lol

I don´t know stuff about PC´s and laptops, but my old laptop was overheating, not only
while doing optimizations of EAs.
The cause was the fan and dust.
With a new fan the problems were gone.

Jack:

This is the information I wanted, and greatly appreciate your feedback! Do you mind if I ask some follow up questions?

TickDataSuite: I really like concept, minus the subscription. Currently I import my tick data from a reliable source, but I am handicapped with time, and the weekend being the most ideal to optimize, the spreads are unusable.

Set up 2: From the bio I gave in the beginning of the thread, this fits perfectly. I currently have 2 MT4 terminals but would like to have more running OPTI. With MT4 being single threaded, I am ignorant in delegating each MT4 terminal to a separate core. How is this done?

Building-Buying PC: This debate has been raging since the beginning of PC's I feel like, it was the same concept for competitive gamers. I do not have the competency to build a PC so I will side with you and having a support system to fall back on when something goes wrong.

I appreciate you taking time out of your day Jack and helping.

Warmest regards,

ZRC

The tick data I use takes up a lot more space to store but I ripped it with the bid and ask spread in tact, that way the TDS can use the actual spreads at the time of testing to do it's strategy tests.. so weekend spreads are no longer an issue.

That or you could just use a script to hard set the current spread in MT4 during the weekend so your bid-only tick data acts like a fixed spread (helps if your last quote from your broker is like 10 pips wide before the weekend.)


The OS handles threads and multi-tasking. Just gotta use something like TDS which allows you to launch the same terminal installation multiple times, or have multiple installs of non-TDS enhanced MT4 installed to different directories (noting that you'd have to duplicate the tick data to each install if you go this route, and given they are gigs worth of data per pair per year, that can use a lot of space up quickly.)

No worries, I have my head wrapped around this subject since I worked in IT for ~5 years before going back to school for finance and becoming a trader (and recently taking up EA development as a side project.) So I didn't really have to think about writing this post, it just flows out of me. lol