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Re: [amibroker] Another side to the multi-core support argument



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Tomasz,

I was just about to hit send when your reply came in, so I will reply  
to your message instead.
My lame attempt at pointing out some possibilities for parallel  
operation in AB.  However, I am sure you are much more aware of the  
possibilities than I am.
____________

If I might add a couple of thoughts about where parallel operations  
could come in handy.

For a single AFL on a single chart, I believe it would take a MAJOR  
architectural change to gain any advantage from multiple processors.   
Processes that do not depend on the results of other processes would  
have to be identified as being able to calculate in parallel.  Not  
something easy to figure out.
However, for indicator based processes (all I can comment on with  
direct experience):

1.  AmiBroker has the ability to have multiple panes in a chart each  
running their own AFL --a good candidate for parallel operation.
2.  AB has the ability to have multiple chart windows each running  
their own AFL --another good candidate for parallel operation.
3.  AB processes the UI interface only between AFL passes.  Very slow  
charts = unusable UI.  The UI as a parallel process is another  
possible candidate.

It would still take a lot of work and architectural reorganization to  
make such things possible --essentially removing the potential for  
unwanted interactions, but I am sure the TJ could handle such  
complexities if he desired to do so.

Best regards,
Dennis


On Jun 28, 2008, at 3:14 PM, Tomasz Janeczko wrote:

> Hello,
>
> I fully agree with you.
> The "hard-core optimizer camp" is laud but it does not mean
> that they constitute majority of AB users.
>
> In fact the optimization time is hardly critical anyway.
> You won't miss the trade just because you need to leave computer
> doing its job overnight. If it is not enough, you can buy another
> and run another optimization in parallel.
>
> The timing in real-time trading is actually cricical and I fully  
> understand your point.
>
> That's why my plan is provide the solution that is way more general
> that some of optimizer-lovers are advocating.
> It is however much more complex/tricky in development & testing.
> It takes time. It has to. I won't release something that does not  
> work.
>
> I know that everyone wants their "favorite feature" now, and  
> everyone's favourite is
> different, but I will stick to my own plan and will do things my own  
> way,
> as I was doing for many years in the past.  One thing you can be sure,
> I won't forget any group of AmiBroker users and will try to provide  
> the most
> balanced and comprehensive solution that everyone could enjoy.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "sidhartha70" <sidhartha70@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, June 28, 2008 4:19 PM
> 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
>>
>>
>> ------------------------------------
>>
>> Please note that this group is for discussion between users only.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> http://www.amibroker.com/devlog/
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>> Yahoo! Groups Links
>>
>>
>>
>
> ------------------------------------
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
> Yahoo! Groups Links
>
>
>


------------------------------------

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