Hardware Software Configuration for NT7 on a multi-core CPU

[aviat72]

I am a chart junkie and have a lot of charts open with a whole bunch of indicators. I also feed NT with tick by tick data from IQFeed for Futures (ES, TF, CL etc.)

I have noticed that during high volatility environments like the market open, NT dies. It just can not keep with all the computation& charting, and the high incoming tick speed.

Windows task manager shows that NT is taking 25% CPU. This is a quad core machine running Windows Vista Home Premium. This suggests that NT is primarily using a single core for its threads.

I have seen comments about NT being able to use multiple cores when back-testing. Is it possible for NT to use more than 25% of the CPU when doing live-charting (and trading?)

Will a different version of Windows make a difference? Do I have to enable any O/S settings for NT to use more than core?

How I can I modify the workspace to reduce the computational overhead?
Are the drawing/graphic/Plot functions the primary CPU user? Perhaps using multi-instrument/multi-timeframe charts with more indicators might be the way to go then instead of multiple charts with single time-frame.

[NinjaTrader_JoshP]

aviat72,

Development will clarify what can/cannot be done with multi-cores tomorrow.

I do not believe multi-series charts vs multiple single series charts would make that big of a difference. The biggest performance hit usually comes from indicator calculations that are too intensive or poorly optimized for performance.

What you can try to improve performance is right click on the chart and bring up Chart Properties. Then increase the Display update interval setting so it doesn't need to repaint so often. Switching indicators that you do not need calculating with CalulateOnBarClose = false to true will save CPU cycles as well.

[NinjaTrader_Dierk]

>> Is it possible for NT to use more than 25% of the CPU when doing live-charting (and trading?)
Unfortunately not since all live charting and trading still is done by the same thread.

[aviat72]

>> Is it possible for NT to use more than 25% of the CPU when doing live-charting (and trading?)
Unfortunately not since all live charting and trading still is done by the same thread.

I am not an expert in multi-core programing on Windows but can multiple threads from the same process be assigned to different cores? I also notice that the Task Manager seems to show different charts as different Applications; but I guess that may not be directly translating to different threads.

Ideally you may want to spawn a new thread for each instrument and then feed the ticks from one master thread using an asynchronous interface. That way the computation related to a singe instrument will remain in one thread and all the indicators etc. can be shared without any synchronization issues. Computation for other instruments will happen in different threads and hopefully be much faster.

Multi-instrument charts will present an issue but they can get their own threads. The computation of indicators may be duplicated but since you are using different threads (and hopefully cores) that will not be a problem.

Hardware is moving away from higher performance single cores to lower performance multi-cores so I guess applications need to evolve too.

[NinjaTrader_Dierk]

Unfortunately there is no further information to provide than what I posted before. Thanks for your understanding.

[zordan]

Optimization with Two Intel Xeon X5670 “Westmere”

The new Mac Pro will offer
Two Intel Xeon X5670 “Westmere”. So a total of 12 cores.

If I install Windows7 Ultimate on it could you confirm NT7 will use all the 12 cores in optimizations and backtests?

Thanks,
Manuel

[NinjaTrader_JoshP]

Yes, when you run optimizations it will use all the cores available to you.

[nightriderx]

I too have also noticed that NT7 is only using one of four cores via XP pro. Is there any way to distribute the load evenly?

[IMG]file:///C:/DOCUME%7E1/me/LOCALS%7E1/Temp/moz-screenshot.png[/IMG]

[NinjaTrader_Austin]

nightriderx, it is possible to backtest and optimize with more than one core. Depending on what you are actually doing it will only use one core. For example, charting uses 1 core.

[nightriderx]

Thanks Austin. Can you please tell me where I can get more information on this? Every time I back-test a calculation-intensive strategy it tops out at 25% CPU...using mostly just one of the four cores. I would like to increase the CPU%. Also, optimization was mentioned in a previous post - could you please give me a little more info on this?
Thanks again guys! I think your support is excellent, highly recommend NT because of it now

[NinjaTrader_JoshP]

A single backtest only has one thread therefore only processed by one core. Multiple backtests can utilize different cores thus taking becoming more efficient then you would have been with only one core shared among all strategies.

For more information on optimizations please see here: http://www.ninjatrader.com/support/h...a_strategy.htm

[piper]

>> Is it possible for NT to use more than 25% of the CPU when doing live-charting (and trading?)
Unfortunately not since all live charting and trading still is done by the same thread.

So, NT7 is just another giant disappointment. After the much touted "multi core usage", it turns out it is merely applicable for backtesting and not for live trading where it is really needed.
Like the experience of so many other users whose many posts I have read on this board, Ninja constantly freezes up at times of high data activity. The CPU can be jammed up for several minutes at a atime, showing only 25% usage (today is a good example, with the release of the FOMC announcement). The investment I made in a quad core machine is wasted, as Ninja clearly is only capable of using a single core for charting and trading, which must be what the great majority of users need.

[NinjaTrader_JoshP]

piper,

Please see the performance tips here: http://www.ninjatrader.com/support/h...ance_tips2.htm

One setting that will greatly impact you is the "Display update interval" for charts. If you are trying to have every single chart update incredibly fast and if you have many many many charts with many custom indicators that are all computationally heavy you can simply be max out your CPU. Increasing the update interval not only decreases the workload of your CPU it can also have the effect of having quicker charts than using a slower update interval simply because your CPU is never pegged.

[nightriderx]

Ok, but if I am not running charting and have my strategy optimized, is it possible to use more then 25% of the CPU for:
1) backtesting?
2) real trading?

[NinjaTrader_JoshP]

No, only when there are multiple threads will it use multiple cores. For example, doing things like starting up NT and optimizing strategies would use multiple cores.