It is generally the case, for AB, that the user base
is relatively
small, and there are competitors for that $pool, plus, Tomasz can,
and is entitled to, include his version of a competing feature at any
time in the future and in the manner of his choosing.... so the rug
can slip out from under any third party app that is aligned to core
features.
Real Time AT seems one place that has a need for speed.
(I don't know that the majority of AB users are EOD - there are over
1000 users in the AT forum).
If using the GPU was a solution for AT how many of those who are
using AT right now would have the chutzpah to look after it
themselves, at the code level.......not many I think.
Those with the chops can already make their own solutions based on
your pathfinding efforts?
> 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.
That is the litmus test.
How many will come forward now and sign their name on the dotted
(forum) line?
Don't be disapointed if they don't - maybe they will take the view
that Intel/MSFT will soon move this into the mainstream OR make
quantum leaps on processing speed via other mainstream solutions?
brian_z
--- In amibroker@xxxxxxxxxps.com,
"dloyer123" <dloyer123@x..> 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@xxxxxxxxxps.com,
"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@xxxxxxxxxps.com,
"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@xxxxxxxxxps.com,
"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!!!
> > > >
> > > > :-) :-)
> > > >
> > >
> >
>