|
PureBytes Links
Trading Reference Links
|
I agree with your overall assesment. Though, as an EOD trader of
thousands of symbols, I can state with certainty that such a tool
would still find a happy home outside of real time applications.
I'll be interested to see which, if any, way you choose to go with it.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "dloyer123" <dloyer123@xxx> wrote:
>
> 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@> 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!!!
> > > >
> > > > :-) :-)
> > > >
> > >
> >
>
------------------------------------
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|