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TJ is right. The number of AmiBroker users that are hard core enough
to need this AND willing to pay for it is proably much too small to
justify the time involved for a comercial project.
It is not really needed for EOD data. For that, a decent laptop is
fast enough. I suspect that covers the majority of the amibroker
user base. Tradestation would be a better design target.
I am not opposed to creating an open source project for this. It
might use parts of the code base I have now, such as the trade match
code, but would need a very different calculation core.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> 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@> 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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