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PC requirements for NT backtesting & optimization?


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  #1 (permalink)
 w00dmann 
Vancouver, BC
 
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I'm going to upgrade my computer. I'm just getting my feet wet with strategy development, backtesting and optimization. My question is, when using Ninjatrader for strategy optimization and such, should I go for a 4-core system (6700K) or a 6-core system (5820K) with weaker cores but more of 'em?

Thanks in advance for your advice!


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  #2 (permalink)
 
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 sam028 
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Then 5820K, that was true was NT7 and that will be more true for Ninja 8!



w00dmann View Post
I'm going to upgrade my computer. I'm just getting my feet wet with strategy development, backtesting and optimization. My question is, when using Ninjatrader for strategy optimization and such, should I go for a 4-core system (6700K) or a 6-core system (5820K) with weaker cores but more of 'em?

Thanks in advance for your advice!


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 rleplae 
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w00dmann View Post
I'm going to upgrade my computer. I'm just getting my feet wet with strategy development, backtesting and optimization. My question is, when using Ninjatrader for strategy optimization and such, should I go for a 4-core system (6700K) or a 6-core system (5820K) with weaker cores but more of 'em?

Thanks in advance for your advice!

Raw computing power is one thing, smart approach is another thing.
You can bring the most powerful server down, if you approach the problem in an not efficient way
It all depends what you want to do... and understanding what you are doing ...

(an example is the back test tool i wrote, for a very specific problem, it could accelerate a replay with a factor of 20.000x)
but that is not necessary generic true, hence my comment above...


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  #4 (permalink)
 w00dmann 
Vancouver, BC
 
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rleplae View Post
Raw computing power is one thing, smart approach is another thing.
You can bring the most powerful server down, if you approach the problem in an not efficient way
It all depends what you want to do... and understanding what you are doing ...

(an example is the back test tool i wrote, for a very specific problem, it could accelerate a replay with a factor of 20.000x)
but that is not necessary generic true, hence my comment above...

Thanks rleplae, understood. This question implies that I understand I can overload any server with too many parameters being optimized at once or calling on too many indicators, etc.


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 Big Mike 
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sam028 View Post
Then 5820K, that was true was NT7 and that will be more true for Ninja 8!

I am surprised by @sam028's answer.

More cores is in fact a problem with NT7, it's the opposite of what you want. You would be better with high clocked cores, with fewer of them.

As for NT8, I can't comment.

I did a test with 48 cores a few years ago on a Quad Opteron build I did solely for backtesting, find it here:


Long story short, NT7 is extremely inefficient. Can't comment on NT8.

I really think when building a new system you should examine more than just the CPU. I just built a new system, and I took into consideration wanting to use M.2 NVMe instead of SSD, and USB 3.1 Type-C support. This lead me to the Z170/X100 platform. I will admit, I don't backtest any longer on workstations. I have big servers co-lo'd in Chicago for all that.



Mike




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 Fat Tails 
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I am running NinjaTrader 7 on a workstation with a quadcore Xeon processor. The operating system is Windows 7 64-bit Professional.

As you can see NinjaTrader 7 utilizes all four cores during a backtest.

The actual utilization of the cores may depend on the strategy that is backtested. Some objects, such as charts and NinjaScript objects cannot be spread to several processing cores.

NinjaTrader 7 is not a true multi-core application. Maybe NinjaTrader 8 has improved capabilities.

I have no experience with running NinjaTrader 7 on a 6-core CPU.



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