Performance Issues with my current PC

[NinjaTrader_Dierk]

Unfortunately we are no HW expert and thus could not recommend a particular hardware. All realtime NinjaScript methods are called in the main thread (NT6.5 and NT7) -> multi core makes no difference there.

[John833]

Thanks Dierk, your reply has been helpful.

I hope some future version of NT will utilize multi-core / multi processors on live strategies, but in the meantime NT is still a superb platform.

[NinjaTrader_Dierk]

Thanks.

We definitely will keep an eye there. However, there are issues which needed to be considered like if strategies would run in different threads then we needed to have more "marshalling" of data to different threads which unfortunately is expensive (CPU wise) and ultimately could defeat the purpose.

[John833]

Thank you, I appreciate the explanation.

[azuul]

Thanks.

We definitely will keep an eye there. However, there are issues which needed to be considered like if strategies would run in different threads then we needed to have more "marshalling" of data to different threads which unfortunately is expensive (CPU wise) and ultimately could defeat the purpose.

What do you mean by "is expensive cpu wise" ? Almost every modern Desktop cpu has multiple cores / uses "hyperthreading".
Or do you mean the 1/1000 of a second you might lose "marshalling" is not worth the performance gain of several 100% for the whole application?

Hard to imagine that the purpose (earning money) is defeated when your application can handle a LOT more (quality and quantitative wise) strategies and calcualtion at the same time.
Maybe look into it for NT 7.5 or 8???

There are potential competitors that charge 10.000 Dollars + per month and some a LOT more for their "algo" software. (yes 10.000 dollars -40.000 dollars per month the few that I know of)
But of course they invested a lot more to guarantee reliability and ultimate speed.
Get a few more programmers, charge 100 or 200 dollars or more per month and see what will happen...

cheers


PS: latency is the main issue! And directly after latency comes lack of Performance (e.g. being not able to handle many or complex strategies, overall stability) if a calculation takes 1/2000 or is 50% slower and takes 1/1000 second - does not matter in this context!

[heech]

Yea, there's really no good excuse for why NinjaTrader's internal handling isn't multi-threaded. It makes no sense at all, not in this era.

For those of us with multiple strategies (especially multiple instruments in each) using event handlers (OnExecution() and OnMarketData()), there *should* be a thread pool that lets us handle these events in parallel.

I don't use NinjaTrader's charting capabilities... but that's another aspect where multi-threading seems like such an obvious no-brainer, and a single-threaded approach is ridiculously inefficient.

But griping aside... do you have any better options for rapid deployment of a solution? I don't. Ninja's still the best solution available, and well worth the cost of admission.