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I don't suppose you care to share some of your code with the group?
Perhaps a basic example of an indicator running on the GPU? Or the
basic framework required to send a time series to the GPU?
I've read through the CUDA programming guide, and think I get the jist
of it (parallel algorithms are a bit different from the usual way of
thinking!)
The more people that can benefit from this the better, as CUDA
compatible GPUs are very common now.
Any help getting started would be most appreciated!
--- In amibroker@xxxxxxxxxxxxxxx, "dloyer123" <dloyer123@xxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> >
> > Would AB really run any faster on this PC, or would one have to
> design
> > some kind of hack that allowed AB to take advantage of the extra
> > processors?
> >
> > My limited understanding was that to get AB's backtesting to run on
> > NVIDIA graphics cards, some kind of CUDA kernal had to be designed -
> > and that was a huge job that nobody took on. There was a thread
> about
> > that a few months back.
> >
>
>
> Yep, it can be done, it takes more than a little hacking, but yes it
> is fast. The bandwidth and computing power available is massive.
>
> It also takes a lot of low level coding to make it work. I had to
> write my own backtester and hand coded my system in C.
>
> In my application, a portfolio of 1,000 or so symbols with a year or
> so of 5 minute bars takes about 25 seconds in AMI and only 5-6ms on
> the GPU. Brute force searches work just fine.
>
> But much of that speed up is due to the use of hand optimized code.
> Specifically, it avoids the very large overhead AMI has in each
> optimization step, which amounts to most of the execution time.
>
> Instead, I was able to download the price bars into the GPU once,
> then run multiple passes over the data with different parameter
> values. Very fast.
>
> TJ will brag about how fast AFL execution is, and it is faster than
> other general tools, but I dont think that he has sat through many
> multi day walk forward runs.
>
> If he did, he would not be so wedded to rebuilding price bars on each
> optimization pass and find a way to do it just once. Also, there are
> faster ways to handle the signal list than to materialize the full
> set of buy/sell/short/cover/price arrays.
>
> For example, running the code I wrote for the GPU on a laptop without
> a GPU, using the GPU emulator, running on a single CPU core, was
> still about x10 faster than in AMI alone.
>
> But, dont underestimate the utility of a high level tool like ami.
> Sure, it is slower than hand coded C, even on just one cpu, but a
> heck of a lot easier to work with. There is always a performance hit
> for a high level tool.
>
> I dont bother writing C code unless I need to optimize 3 or more
> parameters and then, I try real hard to knock it down to improve the
> system walk forward efficiency.
>
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