NT8B3- playback MAX speed test results

[sledge]

Even though StrategyPerformance isn't work properly in Playback,

http://ninjatrader.com/support/forum/showthread.php?t=74192

And I can't select the Playback dates for market replay,

http://ninjatrader.com/support/forum/showthread.php?t=77110

I rewrote my code to take a pretty educated guess whether or not the last trade was a winner or a loser (needed for my code logic, so I ditched StrategyPerformance).

Market Replay not quite exact same results as NT7 - but very close. I got some different fills at times which is acceptable as nothing is for certain.

Okay - Doing the same test in NT7, and almost the exact same thing in NT8 (minus a couple indicators that don't matter much)..

NT7 - Market Replay - 500x - Timeframe: Jan 2014 to August 2015 -- around 30 hours.
NT8 - Playback - Market Replay - MAX - Dec 2013 to August 2015 -- 3 hours!


I don't end out maxed out on all cores (4 core/8 threads).. running Raid 0.

[koganam]

Even though StrategyPerformance isn't work properly in Playback,

http://ninjatrader.com/support/forum/showthread.php?t=74192

And I can't select the Playback dates for market replay,

http://ninjatrader.com/support/forum/showthread.php?t=77110

I rewrote my code to take a pretty educated guess whether or not the last trade was a winner or a loser (needed for my code logic, so I ditched StrategyPerformance).

Market Replay not quite exact same results as NT7 - but very close. I got some different fills at times which is acceptable as nothing is for certain.

Okay - Doing the same test in NT7, and almost the exact same thing in NT8 (minus a couple indicators that don't matter much)..

NT7 - Market Replay - 500x - Timeframe: Jan 2014 to August 2015 -- around 30 hours.
NT8 - Playback - Market Replay - MAX - Dec 2013 to August 2015 -- 3 hours!


I don't end out maxed out on all cores (4 core/8 threads).. running Raid 0.

Nice results. However, median loss is ~$500. Maybe you want to implement a disaster stop at that level?

[sledge]

I setup the same test that took 3 hours on my laptop.
Intel i7 5820k(6 core 12 thread),Samsung 850 pro 250gb,16 gig, 780ti. Started 11pm,finished 6:30am.

Over double the laptop! (7 hours 30 minutes).

Did 2 ssds in raid 0 on the laptop make all the difference? It has 2.6ghz Haswell quad core/8 threads, with 16gb,quadro 2100m.

I need to run more tests on the desktop (and start with a fresh reboot)...But I'm just a little shocked with that time difference. It was the Dame strategy and produced the same result. So it was consistent.


If drive speed is now limiting me, would a ram drive knock it down to 2 hours?

[NinjaTrader_PatrickH]

Hello sledge,

Thank you for providing this information.

Seems strange the performance is that drastically different on different PCs. Are they running the same workspaces and Replay data? Is this Replay data or Historical data?

[sledge]

Yes, same data and code, market replay.

I've done more testing. Removed all charts, tried my 3rd laptop with out raid 0 setup, added raid 0 via hardware to desktop.

Worst thing i did was removed hyper threading from desktop in bios. Down to straight 6 cores. Each tick in time in NT went to 10 minutes down from 45 minutes.

Over clocking desktop is next step.

[happypappy]

What OS have you got on the Desktop sledge?
Also the chip you've got slows down with heat. It's quite possible it's just getting hot and slowing its processing time down?

My desktop is overclocked but I wouldn't except such a difference. With 1 chart and no indicators, no strategy I was able to pump 4-7 60min bars a second.

Could be the years I tested as well, 2012-2013, assuming there is more volume it might be more information to process?

i7 4960x, overclocked to 5GHZ, watercooled.
64gb ram @ 2400 -This is a quad channel RAM setup, dunno if thats making the difference?
I've got a fairly old 128gb SSD, no raid, the datafiles are on the SSD.
2x AMD Radeon™ HD 7990 in Crossfire (I dont think this helps at all)
Windows 10.
Rampage Extreme mobo.

I've got some fairly crazy tweaks set in the BIOS, disabling powers saving mode for the CPU, disabling heat detection etc, heat detection lowers power consumption / lowers CPU speed as it heats up.

Actually one of sadest things is Windows 10 doesn't have my little heat gadget any more But Windows 10 also seems to run things faster so dunno if that helps or not.

[happypappy]

What i'd really like to see is them slap in GPU support as well

Can we put that down as an enhancement Please

[sledge]

Win7 pro 64 bit.

Of the hyperthreaded cores - I see about 9/12 with moderate usage, and 1 with some, and 2 doing nothing.

I also played with thermal detection in the bios and other things(speed step). I even disabled 2 cores to go to 4 core 8 threads. Didn't really help.

I know the latency timings on DDR3 is almost 1/2 of DDR4. That's why I wondering if there's some issue with DDR4 with NT8 not sucking in enough data for processing???

I definitely wouldn't expect to see these laptops process the same data in LESS than 1/2 the time.

The first jump is very telling... 50 minutes on desktop vs 4 hours on the laptop... (no charts/no strategies).

[NinjaTrader_DaveI]

What i'd really like to see is them slap in GPU support as well

The good news is that we do have GPU support built into charts through WPF and DirectX. However, whether the GPU is used depends upon restrictions put in place by Microsoft. There will be a line in your Trace file at startup indicating whether hardware or software rendering is being used.

Here is a snippet of the Trace file:

****************** Session Start (Version 8.0.0.5) *******************
2015-09-29 07:20:26:780 InstallDir=''
2015-09-29 07:20:26:780 UserDataDir=''
2015-09-29 07:20:26:780 MachineID=''
2015-09-29 07:20:26:780 OS='Microsoft Windows NT 6.2.9200.0'/'Win32NT'
2015-09-29 07:20:26:795 Processors=8
2015-09-29 07:20:26:795 PhysicalMemory=8192 MB
2015-09-29 07:20:26:795 .NET/CLR Version='4.0.30319.42000'/64bit
2015-09-29 07:20:26:795 SqlCeVersion='4.0.8482.1'
2015-09-29 07:20:26:795 ApplicationTimezone=EST -2 hour(s)
2015-09-29 07:20:26:795 LocalTimezone=EST -2 hour(s)
[B]2015-09-29 07:20:26:842 DirectX Rendering=HW[/B]
2015-09-29 07:20:26:842 Deleting temporary files...