RE: [amibroker] Another side to the multi-core support argument, AmiBroker Email List Archive

I can’t speak for TJ or the innards of how AB is put together but from an outsiders perspective I would think this would be far more difficult to accomplish.

Keep in mind that if there aren’t by definition parallel operations of some sort that can be handed off to additional cores or logical pairs of cores for processing then there wouldn’t be much if any benefit …

Optimization is a much clearer situation … You have n tasks to perform which are independent of each other whether that be the evaluation of some number of particles / genes per generation or some number of total tests as in exhaustive search. While I am not belittling the effort that might be involved to do this internally in AB it is as demonstrated with MCO relatively simple to do externally.

Maybe at the point where you notice that ”AB becomes noticeably clunky and difficult to use” you’d be better served by running another instance of AB that is assigned to another core or logical pair of cores. If that is the case it is relatively easy to assign programs to run using specific individual or logical pairs of cores using something like Russinovich’s PSTools … In particular PSExec. This would be fairly easy to test.

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of sidhartha70
Sent: Saturday, June 28, 2008 10:19 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Another side to the multi-core support argument

Hi Tomasz,

I've been reading the arguments for and against multi-core support
with interest, and I just wanted to add my own voice to it and mention
an angle which hasn't currently been focused on.

Since I bought AmiBroker a couple of months back I've been blown away
by not only what a great piece of software it is, but also by it's
value and the fantastic customer support. Your own responsiveness to
customer needs and ability to efficiently add new features leaves me
with no hesitations in recommending AmiBroker to my fellow traders.

However, I use AB in two ways. First for swing trading... for which it
is not only awesome, but also works perfectly happily on one core
because of the lower overhead in terms of data through put and
therefore calculation overhead on that data.

I also use AB for higher frequency day trading... and it's here for me
that multi-core support could really add something. For obvious
reasons the multi-core argument has so far been almost exclusively
focused on optimization. However, for higher frequency traders like
myself, working off just one core can be a significant bottleneck.

I have an IQ Feed 'tick' database... and some quite complex chart
setup's & indictaors. Currently, with chart refresh interval set to 2
seconds (I'd like it quikcer) I can see one core of my computer
working away at about 50%. However, if I increase the update interval
to zero to bring in every tick, I see useage on one core go up to
80-90%. At this point, you can imagine, AB becomes noticeably clunky
and difficult to use. Things get even worse if I start to think about
symbol linking. (for reference I am only looking at a couple of e-mini
symbols)
The frustrating aspect is that I have another 7 x 3Ghz cores sitting
there twiddling their fingers while AB is grinding up on one core.

So, I do think, for those of us who use AB for higher frequncy
trading, there is a very good argument to consider adding multi-core
support outside of the optimization argument.

Love to hear your (or anyone's!) thoughts on this.

Many Thanks

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