Pseudo-Parallelization in NT?

NexusFi · 2012-08-21T11:27:50-04:00

I have come up with a potentially fruitful automated strategy. The problem is, it is very computationally intensive. Running real time shouldn't be an issue. But, backtesting and Market Replay is showing processor bottlenecks. It seems NT runs a strategy on a single processor unless you are optimizing in the Strategy Analyzer. As to be expected, parallelized for loops as supported in .NET 4.0 are not supported in NT (I can't even declare 'using System.Threading.Tasks'). A parallelized loop …

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Updated August 21, 2012

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Pseudo-Parallelization in NT?

August 21st, 2012, 11:27 AM	#1 (permalink)
serac Arizona, USA Elite Member Experience: Intermediate Platform: NinjaTrader Broker: MB Trading Trading: Cello Posts: 116 since Jan 2011 Thanks Given: 321 Thanks Received: 138	I have come up with a potentially fruitful automated strategy. The problem is, it is very computationally intensive. Running real time shouldn't be an issue. But, backtesting and Market Replay is showing processor bottlenecks. It seems NT runs a strategy on a single processor unless you are optimizing in the Strategy Analyzer. As to be expected, parallelized for loops as supported in .NET 4.0 are not supported in NT (I can't even declare 'using System.Threading.Tasks'). A parallelized loop is exactly what I need. Has anyone figured out how do get around this? Is there a workaround? NT support hinting that there was in their reply ( Parallelization not Possible? - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum). But to be honest, I do not completely understand the content of the links. I'm a math guy, not a CS guy. Any suggestions?