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[amibroker] Re: Freakishly fast backtest using 64 cores



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If the market proves insuficient to warrant the effort required to 
package and sell your work, or if you'd just rather spend your time 
on other things, another alternative might be to publish what you've 
got, "as is" with the agreement that you offer no support beyond what 
is in the code itself.

You could let the community run with it, posting back their 
modifications for the benifet of all. It wouldn't necessarily have to 
be you, or at least not only you, that put the effort in to 
generalize the approach, or at least render it useful to others (even 
if only as an example of how to write the custom code).

I suspect that there are enough developers in this forum that at 
least a couple would be curious enough to have a look at it.

Unless, of course, what you currently have somehow exposes your 
strategy? In which case, perhaps a simple MA crossover example could 
be published.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "dloyer123" <dloyer123@xxx> wrote:
>
> I am currently getting 133 portfolio backtests per second, 
including 
> trade matching and fitness function evaluation on the host system.  
> These are on 1 year of 5 minute bars, plus higher time scale data, 
for 
> > 850 symbols. 
> 
> The card I am running on costs < $200 retail, less if you shop 
online.  
> I would get the new Nvida card with 240 cores, but there is really 
not 
> much point.
> 
> Walkforward tests run in no time at all.  
> 
> As it stands, it just takes a lot of time and code to do this.  
But, 
> there is no other way that I know of to get this level of 
performance.
> 
> I am very tempted to write a micro kernel that could execute a set 
of 
> functions on command from afl code.  That way system design could 
be 
> done in afl, where it belongs, but execute on the GPU.  
> 
> If enough people where willing to pay for it, I would do it.
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> >
> > Man, somebody design a plug-in or something to make this useable 
by 
> the
> > rest of us! I would love to have this capacity. I'm sure people 
would 
> be
> > willing to shell out $100-200 or so for a plug-in like this that 
> allows
> > us to use our graphics cards to boost backtest speed.
> > 
> > There are some multivariable optimizations I would like to run, 
but at
> > my current computer capacity it would take over a year. But that 
could
> > be shrunk down to a day or so using this graphics card 
acceleration
> > method.
> > 
> > I want it!!!
> > 
> > :-) :-)
> >
>



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