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Last Activity 5/17/2022 8:17 AM 28 replies, 3175 viewings |
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Larry0001![]() Member Posts: 19 Joined: 1/16/2006 Location: Valley Forge ![]() |
I am considering purchasing a new computer. One of the advantages is speed and performance. If I purchase it will have an Intel i5 or i7. Has Nirvana optimized OmniTrader 2010 to gain the maximum benefit from these powerful systems? Have you benchmarked the performance of an i series processor against a Dual Core processor? I did a couple of searches in the Forum database and found no references to performance. Please let me know. Thanks, Larry | ||
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TP![]() Regular ![]() ![]() Posts: 74 Joined: 1/3/2005 Location: KC ![]() |
This may help.... http://www.omnitrader.com/omnitrader/support/OT2004/forum/thread-view.asp?threadid=4664 | ||
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Larry0001![]() Member Posts: 19 Joined: 1/16/2006 Location: Valley Forge ![]() |
Thanks for sharing that discussion from over 8 months ago. Are you telling me that even after all this time anf repeated requests from customers that Nirvana still has not updated the software to utilize the power of the i series processor?!!! What will get them off the dime on this? | ||
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Jim Dean![]() Sage ![]() ![]() Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA ![]() |
Lots of additional income. Fewer cool ideas for functionally useful enhancements. All known issues cleaned up. Hmm … yup … I think that would do it. Then they could optimize code for lots of different hardware variants. I'd think 64bit and multicore processors would come first. :-) [Edited by Jim Dean on 8/21/2010 6:47 AM] | ||
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bradkent![]() Regular ![]() ![]() ![]() Posts: 97 Joined: 3/22/2006 Location: New Jersey, USA ![]() |
So, then, for OT 2010 and VT 7, what are the fastest supported processor architectures that can be fully utilized for maximum performance in RT trading? Are OT and VT different in multithreading, etc.? | ||
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Jim Dean![]() Sage ![]() ![]() Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA ![]() |
Afaik OT, like the vast majority of other software available to retail customers, s not fully optimized to make use of every erg and iota of power of any particular processor or family of processors. It would be a poor business decision to allocate programmer time to that focused an optimization - unless they were actually selling the cpu's as a part of the system OT will run on any processor that supports windows, and afaik on a Mac in parallels mode. Windows does have fairly sophisticated logic to apportion tasks from a single program into multiple threads that can run on multiple processor systems. That was not true in the old days but it definitely is, now. Extensive tests that I did a long while back with quadcore xenon chips in XPx64 proved that "hyperthreading" did NOT help. But that's arcane nowadays. Bottom line is that hardware leading edge is ALWAYS way way ahead of software - even of OS's. The best thing you can do to speed up OT and VT operation, outside of tuning what they actually are doing, is to minimize other simultaneous software operations, make sure you have plenty of (fast) RAM, and (usually neglected) make sure you have a FAST hard drive. I've advocated RAID 5&6 for years - the advent of (pricey) Solid State Drives has much simplified the HD speedup upgrade. I'd strongly recommend putting extra money into HD speedup before dumping a lot into a "really hot" (as opposed to moderately fast) processor. JMHO, fwiw | ||
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bradkent![]() Regular ![]() ![]() ![]() Posts: 97 Joined: 3/22/2006 Location: New Jersey, USA ![]() |
How did N achieve the big advertised speed increase on VT7? Was that by supporting multiple cores or some type of optimization? If OT runs only on single core, then what is the fastest available single core processor today? That would be the best option for at least OT. Can N tech service comment on this issue since it would be helpful for people looking to upgrade their systems? | ||
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Jim Dean![]() Sage ![]() ![]() Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA ![]() |
OT and VT will run across multiple cores. I said that previously. I tested it extensively several years ago. The OS makes that happen. The only way for anyone to know the relative merits of one configuration over another is to actually test them. I'm sure you understand that is not Nirvana's job. There are too many possibilities. Here is what I did: set up a line of credit with Dell, and order three machines from them with carefully selected alternative config's. Dell offers a 30-day no-questions return policy without restocking fee - they usually will even pay the return shipping and credit you for the orig shipping, if you ask nicely. This allows you to do sidebyside trials of several options. You could keep one and return two machines (as I did), or return all three and order a different one. Re VT7 - I know that VT5 was a pure-dot-Net rebuild - the first such - and it made a huge difference. VT7 most likely incorporated fine-tuning of the engine, now that it was no longer "spaghetti code". Since VT is much much younger than OT, the spaghetti was less intertwined and easier to rewrite. The dotNet OT rewrite is underway and is IMHO a hugely important task to complete asap. However OT is "angelhair" pasta - much more complex (other than graphics) than VT - and "sticky" pasta to boot, due to its age. A rewrite is not a trivial task. Hopefully this info will clarify some of the other "non-income-generating" priorities that Nirvana would likely put much higher than trying to optimize for specific processors. Again, JMHO, fwiw. | ||
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bradkent![]() Regular ![]() ![]() ![]() Posts: 97 Joined: 3/22/2006 Location: New Jersey, USA ![]() |
Thanks for your thoughts on the subject. However, Ryan states in the thread linked above: "Seeing as OmniTrader isn't multi core threaded even the most powerful computer will be using a single core." So, I guess I would need to know what is the fastest single core processor to likely maximize OT performance. I will seek this information elsewhere. However, I would like to hear Nirvana's opinion on the probable fastest CPU for running OT and/or VT since they know how the software was written and optimized. | ||
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Jim Dean![]() Sage ![]() ![]() Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA ![]() |
I cannot speak for Ryan ... my view of the problem discussed in that thread is that possbily internal ARRAY bounds were hit (which Ryan would not likely be aware of), but I'm pretty confident that in the situation specified, the HARD DRIVE was the major issue ... But ... the DEMONSTRABLE FACT is that the OS can and will spread the work that OT (and that many other programs) is doing over multiple processors. I'm at my dual-core laptop now ... an older XP machine ... even IT can do it. The attachments show that both processor cores are engaged during a routine Strategy run-update. Same thing happens during downloads. Same thing happens on my quad-core Xenon box. I'm trying to help you with this ... there has been MUCH MUCH discussion in the past few years about these topics, elsewhere in the forums. The tech support folks do their best to answer these questions, but by and large they are not programmers. The staff programmers that DO know about this stuff are not active on the forum, except "in translation" through the tech support staff. So, sometimes things get expressed incorrectly ... like the "telephone game". AGAIN ... the MOST EFFECTIVE way to find out what config is best is to TEST IT. I'm 99.999999% sure that ZERO Nirvana programmer hours have gone into optimization for specific processors. Maybe some research time has gone into multi-thread (re)coding alternatives ... that issue has been PRESSED hard in the forums over the past few years. But it would be just plain foolish to devote time to optimizing for a particular processor. And Nirvana folks are NOT fools! (I first started programming in 1967, btw ... fwiw ... and I have seen a lot of foolish activity during the past 4+ decades ... Nirvana is refreshingly free of that, imho ... not "pure mountain-fresh", but definitely potable.) I'm 100% certain that the extra power of multicore machines IS used for OT calc's ... the snapshot proves that. Disclaimer ... you can set your bios and possibly the OS to NOT permit a given program to have its processing spread over multiple cores ... or, at least you USED to be able to make those settings ... and I know that HyperThreading had this effect (but you could turn it off in the bios). [Edited by Jim Dean on 8/23/2010 7:36 AM] ![]() | ||
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Jim Dean![]() Sage ![]() ![]() Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA ![]() |
Another issue to think about is how much L2 or L3 CACHE is available ... multicore processors have a lot more. I just bought a new quadcore Xenon machine with 12M of L3 cache - I expect it to significantly surpass the OT performance of my existing quadcore Xenon machine with 4M of L2 cache. All of Dell's "serious" machines (Precision) use multicore Xenon ... the "consumer" machines use the "i" series. That ought to tell ya something ... And please, take the advice of someone who has spent hundreds of hours of testing and configuring and fiddling with speed issues ... make sure your Hard Drive is fast, if you intend to do much backtesting or portfolio simulation with OT! [Edited by Jim Dean on 8/23/2010 7:17 AM] | ||
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Jim Dean![]() Sage ![]() ![]() Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA ![]() |
Final remark ... Unless you do a lot of other stuff simultaneously on your machine, in my considered opinion, after much testing and research, there is a "law of diminishing returns" re HOW MANY multicore processors are effectively useful. You can configure Dell non-server machines these days with: one, two, four, six, eight or twelve processors in a single box ... Of course the extra proc's cost more ... I believe that four (fer sure) or *maybe* six (doubtful) can be effectively utilized by the automated OS-spread of a single program that was not explicitly coded for multithreaded processing ... but more than that (8 or 12) would be a real waste of money. Machines with 6-12 processors (or many more, for "true servers") are meant for multi-tasking situations, where several (or many) separate operations occur simultaneously. The true bottleneck for number crunching that is data-intensive is and always has been the HARD DRIVE. | ||
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bradkent![]() Regular ![]() ![]() ![]() Posts: 97 Joined: 3/22/2006 Location: New Jersey, USA ![]() |
Thanks for the thorough explanation. You have put a lot of time and thought into testing the concepts. I am still not sure what will be my next generation laptop (so multicore rather than multiprocessor) for trading. I will ask Ryan about his comment on SWL today to see what processor optimizations (if any) are pertinent for OT/VT. Thanks again. | ||
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Barry Cohen![]() Sage ![]() ![]() ![]() ![]() ![]() ![]() Posts: 6338 Joined: 1/19/2004 ![]() |
It would be wise to take Jim's advice on this matter. | ||
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Maciej![]() Veteran ![]() ![]() ![]() ![]() ![]() Posts: 297 Joined: 12/19/2003 Location: Paris ![]() |
I would recommend fewer processors but the fastest ones available. IMHO that's the best option for the majority of packages such as OT. I run run 3 different trading programs and the best solution seems to be one processor per application and perhaps one extra for the OS and data feed etc. But my biggest gains come from pure processor speed ie 3.0 MHz is better than 2.8. As regards future development for Nirvana, its not my business but I'd strongly recommend them to look at harnessing the power of GPUs. I would wager that the nature of this type of software lends itself naturally from a horizontal & vertical perspective to utilise a Nvidia or ATI GPU. | ||
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Larry0001![]() Member Posts: 19 Joined: 1/16/2006 Location: Valley Forge ![]() |
With all this talk about what should I buy I took your advice and contacted Dell and several retailers to see what they had. It helps that they are trying to increase revenues and are having sales. Here's what I found: Dell was the winner. They are selling an i7 720QM with 500 GB 7200 RPM SATA harddrive, graphics with dedicated 1GB with 4GB RAM. All for $949.00. This is the same price that Best Buy is selling a lessor system with an i5 processor. I want to thank everyone for their input and ideas. I will probably go for the Dell system with 8GB RAM. This will allow me to run Nirvana and the other software I need for my business. Thanks. Larry | ||
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bradkent![]() Regular ![]() ![]() ![]() Posts: 97 Joined: 3/22/2006 Location: New Jersey, USA ![]() |
Barry, Thank you for your perspective. Perhaps the simple answer is that I should buy the fastest multi-cored laptop with maximum RAM and cache available to assure the best real-time trading performance of OT/VT. I need the "lots of stuff happening at one time" in a portable machine scenario. I wonder if that is overengineered due to some software constraints, but apparently that is hard to predict. - Brad [Edited by bradkent on 8/23/2010 6:26 PM] | ||
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Greg H![]() Regular ![]() ![]() ![]() Posts: 91 Joined: 12/13/2003 Location: Mishawaka, IN 46544 ![]() |
Brad. You may want to seriously consider dedicating one machine for N products and resist the multifunction machine mindset-providing you have the budgeted money to think this way :>) I have a multi-core 3Ghz 6GB ram machine and there are times in RT when things choke esp. with VT. I also have a 10,000 rpm V-Raptor HD as well as 3 Vid cards with a 1G of VRam each and this still chokes depending the varibles you include such as # of indicators-systems-strategies-symbols etc, etc and other programs. I would like to try a SSHD solid state hard drive but I have heard that is not solution without issues also. So in my mind a dedicated machine has become nearly a must. | ||
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bradkent![]() Regular ![]() ![]() ![]() Posts: 97 Joined: 3/22/2006 Location: New Jersey, USA ![]() |
Greg, Thanks for your comments. I actually meant essentially only Nirvana stuff running: either OT or VT and SWL (+TWS for IB). So, it would be dedicated to real time trading. I am mostly using VT7 these days, so I keep the list short, a few strategies, limited patterns, composite leading indicators, but no setups or signals in alternate timeframes. I would like to add on to that simultaneous group of processes. I am looking at something like the HP 8540 with i7-840QM, probably about $2500. That might work. - Brad | ||
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TP![]() Regular ![]() ![]() Posts: 74 Joined: 1/3/2005 Location: KC ![]() |
For price comparison you might check these guys out.... http://www.cyberpowerpc.com/ | ||
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Greg H![]() Regular ![]() ![]() ![]() Posts: 91 Joined: 12/13/2003 Location: Mishawaka, IN 46544 ![]() |
Although CP is a gaming machine is is hard to beat their performance/prices. I built both of my machines I currently own and probably could have purchased comparable machines for even money from CP. The machine I had from thme several years work well and service was probably as good as Dell (I would do some homework since it has been several years). | ||
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Jim Easter![]() Member Posts: 6 Joined: 4/30/2006 Location: Longmont, CO ![]() |
Jim, I know this is from an old forum thread, but I am just getting started using OT with ATM and doing a lot of testing out of strategies using the optimizer. My last optimization run took 3 days before it crashed. Jim, here in 2018, I was hoping to get your opinion on an idea i have--I can buy a 2010 (mid yr) - Apple Mac Pro with 2 INtel Xeon processors with 32 GB Ram for around $700-800 ... I would either run bootcamp (which I have done on my mac mini with 100% success--it was in fact my best Windows PC) -- or simply install Windows on it. The reason I am thinking of this is that the Apple hardware is much more stable, and since it appears NT/OT can not take advantage of multi-threading directly, and its the OS that is providing that - I don't need to spend extra $ just to get the latest processor packages-since the HD and memory seem to be the real bottlenecks. I would install a SSD drive on this-and it would be a dedicated NT box. IS this viable? are there better alternatives in your opinion. | ||
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Maciej![]() Veteran ![]() ![]() ![]() ![]() ![]() Posts: 297 Joined: 12/19/2003 Location: Paris ![]() |
Gentlemen, I understand your logic for the Apple option. I happen to use a Kaby Lake Windows I7 (3.7 gHZ + boots [typically rinning @ 4.2-4.3]) on an ASUS motherboard (Intel Optane/SSD/16GB RAM) and also an Apple Macbook Pro 15 (mid 2012) also with an I7 (2.3 gHz) using Parallels and frankly there's no comparison. The more modern Win10 bests the Apple hands down. It may be of course the way I've setup Win10 as a VM under OSX but whereas the speeds were broadly similar with similar generations of Intel processors the world has really moved on. I regularly "encourage" Nirvana to move to 64bit/multi-threading but it seems these encouragements fall on deaf ears. Nirvana IMHO will only update to multi-threading when they stop earning enough from the regular updates/add-ons so I'm waiting on the final straw that will break Nirvana's business model. This is a real pity as I feel that OT is a natural candidate for multi-threading after all each symbol is handled separately so why not process 16+ threads at the same time the only bottleneck is likely to be i/o. Most software be it for PC or mainframe that was written in the 80s & 90s suffers from this single threading rigidity and I was running OT 2.5 (in 1997-98 in case you ask). As we're running single thread you should aim for a processor with a low core count and a very high speed (4.0+) GHz. I've asked Nirvana which processors would be most suited for this type of processing but so far no reply. The SSD is a given, all system/work/Nirvana files should be on the SSD, ideally you'll use the fastest SSD which currently are the M2 based ones (NVME?) but for that you need to the latest I7/motherboards. You don't even need a big SSD as the symbol data is well packed. My view is that for $700-$800 you should be able to get an excellent Win10 / OT specific race-horse. Look at the Xeon's speed unless its higher than the latest I7's/AMD's then you're likely to be disappointed. OT doesn't try to make use of any other processors (DSP/graphics etc.) so there's nothing to be gained from the MacPro's graphics. Hope this helps. | ||
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Jim Dean![]() Sage ![]() ![]() Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA ![]() |
I’ve no experience with Apple platforms. Imho both Win7 and Win10 are safe platforms and I doubt that any execution speed or reliability issues from long OT runs would be due to an OS glitch. There are various situations where OT gums up its own works, often solved by restarting with clean profiles or occasionally by reloading data from scratch. Re the processors - I prefer Xeon for VM platforms running several instances with SW runs that last many hours/days. Xeon have more reliable error correction but more importantly don’t overheat as readily as i7’s. That’s a generalization of course. | ||
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Maciej![]() Veteran ![]() ![]() ![]() ![]() ![]() Posts: 297 Joined: 12/19/2003 Location: Paris ![]() |
For what its worth, my I7s are all running 24*7 as as well as running OT I run Chaoshunter from Ward Systems (distributed multi PC, multi core, multi thread) also NeuroTrader (multi threading) and when not doing my trading work, they all run FAH (Folding @ Home) so typically 90-100% utilisation all of the time. Only issues that I have had so far have been power supply failures so I have opted for overkill on the power supplies and since doing that no hardware issues. OT issues do occur fairly often but OT is resilient and manages to carry on after the 60 second duration of the error message which is a real pain when processing a thousand symbols and most of then have this error. From my experience with other financial systems mid-range to mainframe, the Nirvana policy of leaving the core of their software untouched and adding add-ons is very risky and I have to admire how resilient the basic OT is but IMHO without major rework on the architecture Nirvana will hit costly issues; its just a question of time. Overall I wouldn't worry about Xeon or I7, just make sure it has a high clock rate and above all don't bother to overclock anything as that will increase a risk of overheating. By the way my I7 are mostly in small cases; I prefer the smaller mATX or miniATX boards (remember OT won't use additional cards) and the coolers are standard Intel offers or fancier ones that claim to reduce noise levels but then I will only use the 65TDP versions of the I7. Generally the latest generations aren't getting much faster more like getting more efficient. You should look at the total cost of ownership say over a year, so you have the Capex = cost of the hardware and the running costs (Opex). I haven't looked at the TDP of your 2010 Xeons but I'm pretty sure they'll have higher running costs and unless their speed is a lot higher (in gHZ) then it'll cost you more for the same amount of work done. Pity that Nirvana don't publish statistics on which processor would be best but that's about par for most software companies. On memory usage, I haven't noticed OT using a lot of memory so my 16GB of RAM seems easily enough and I have no evidence that OT will load into memory to speed up processing (by the way NeuroTrader does just that). Typically I have up to 3000 stocks and focus on the London & Paris stocks. For the US I trade futures but OT has basically forgotten futures emphasising stocks so I use the Ward Systems software or futures. You suggest that you'll run Win7/10 on Xeons as VMs, which ones Ciitrix, Vmware or one of the others? In my view such virtulisation will work but the bottom line remains how fast are your processors, the VMs won't run @ 4.3 gHZ if your Xeons are capab;e of only 2.3. |
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