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[amibroker] Re: Speed Up Backtesting



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The short version of how it is done for optimization, which I believe 
is all TJ was/is thinking of doing, is to split the load into 
multiple tasks and assign those tasks to different threads each one 
of which would use a different CPU and / or Core.

For example in a two variable optimization where each variable can be 
varied from 1 by 1 to 100 there are 10,000 combinations.  It is 
simple enough to determine ahead of time the pairs ( in this case ) 
and then assign half to one task and half to another and then fire up 
each task to use different CPU's / Cores.  

This is in essence what IO does using multiple machines with IO being 
the traffic cop to manage assigning tasks and communicating back and 
forth via TCP/IP scokets with each of the machines that the load is 
spread over.

--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> AB does not TODAY make use of multiprocessors or even multi cores.
> 
> However, TJ stated awhile back that this would be available in the 
> not too distant future.  At the time he was pointing at the end of 
> 1st quarter '06 but pushed that off ...
> 
> As far as when it will be available ... TJ ? ...
> 
> As far as how it would work ? ... same source.
> 
> IO is already capable of using multiple MACHINES as opposed to 
> multiple processors and/or cores in a single machine to perform AB 
> exhaustive search or its own intelligent search processes.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Ton Sieverding" 
> <ton.sieverding@> wrote:
> >
> > Rather interesting story Fred. My problem with all this multiple 
> CPU stuff is the OS and more in particular the application 
software. 
> In other words, how much is really coming out of the extra 
> processing power ? Multiple processors means for me simultaneous 
> processing. This is not just a hardware but a software task. Is 
> AmiBroker taking advantage of these features ? I just do not see 
how 
> this can be done ...
> > 
> > Ton.
> > 
> >   ----- Original Message ----- 
> >   From: Fred 
> >   To: amibroker@xxxxxxxxxxxxxxx 
> >   Sent: Monday, July 17, 2006 8:16 AM
> >   Subject: [amibroker] Re: Speed Up Backtesting
> > 
> > 
> >   Conroe will undoubtedly be the greatest thing since slice bread 
> in 
> >   terms of a single CPU when it arrives ...
> > 
> >   However, as far as obsoleting everything else is concerned ... 
> > 
> >   Assuming that AB will one day in the not too distant future 
take 
> >   advantage of multiple CPU's in a box for optimization, a new 
> single 
> >   chip anything will hardly be faster then the 50+ ghz that could 
> be 
> >   cranked out by boards like this ... 
> > 
> >   http://www.tyan.com/products/html/thunderk8qw.html 
> > 
> >   --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@> wrote:
> >   >
> >   > Nope. Core 2 was introduced this past Fri. Obsolete's 
> everything 
> >   out
> >   > now... Major score for Intel.
> >   > 
> >   > The desktop name is "Conroe" and the laptop version of the 
new 
> chip 
> >   is
> >   > "Merom" (Intel Internal names). Core 2 is much faster and 
uses 
> far 
> >   less
> >   > power than their previous Pentiums. 
> >   > 
> >   > Here are some reviews:
> >   > 
> >   > http://www.anandtech.com/cpuchipsets/showdoc.aspx?i=2795
> >   > 
> >   > http://www.legitreviews.com/article/362/1/
> >   > 
> >   > http://www.techreport.com/reviews/2006q3/core2/index.x?pg=1
> >   > 
> >   > And the announcement:
> >   > 
> >   > http://www.intel.com/products/processor/core2/?iid=search
> >   > 
> >   > d 
> >   > 
> >   > > -----Original Message-----
> >   > > From: amibroker@xxxxxxxxxxxxxxx 
> >   > > [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Phsst
> >   > > Sent: Sunday, July 16, 2006 5:43 PM
> >   > > To: amibroker@xxxxxxxxxxxxxxx
> >   > > Subject: [amibroker] Re: Speed Up Backtesting
> >   > > 
> >   > > > Future: Tomasz has promised a muti-core aware optimizer
> >   > > > New Intel Core2 will prolly double your performance
> >   > > >
> >   > > 
> >   > > d...
> >   > > 
> >   > > I've got a fairly new Dell Inspiron 9400 w / Core Duo. Is 
> >   > > this what you are refering to with 'Core2'?
> >   > > 
> >   > > I've read Intels' comments about improved multi-tasking 
> >   > > (threading?) abilities w the Core Duo, but to me it just 
> >   > > sounds like a bunch of new buzzwords that I'm not quite 
able 
> >   > > to decipher into a real function/benefit matrix.
> >   > > 
> >   > > What changes does a developer like Tomasz have to make to 
> >   > > their software to take advantage of the new processors?
> >   > > 
> >   > > BTW... the Inspiron 9400 is nice, and the only problem I've 
> >   > > experienced (three times) is with the display adapter 
> failing 
> >   > > and causing a horizontal shift a couple of dozen times on 
> the 
> >   > > display, requiring a re-boot to straighten out. I've 
> >   > > downloaded new Intel graphics card driver sofware, but the 
> >   > > infrequent problem still persists.
> >   > > 
> >   > > Rgds... D
> >   > > 
> >   > > 
> >   > > 
> >   > > 
> >   > > 
> >   > > 
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> >   > > 
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> >    
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