Forex Software — computing gpu

Re: computing gpu

2013-12-18T13:21:12Z

tnickel wrote:

Hi,
the biggest problem ist not the speed.
FSB pro uses more CPU-Cores
If you have a computer with 6 cores form intel you get 12 hyperthreads.
You can build very fast the strategies.
But 99% of the strategies don´t work.
99% are curvefittet, I think this is the biggest problem, not the speed.
thomas

Between the two issues, there may be a strong connection.Curvefit can occur due to the small number of bars used. As I wrote in another post "FSB generates too many "good strategies" that are very difficult to verify without having a method of measuring their robustness (WFE). I mean the old principles of Robert Pardo.My proposal is to use a genetic optimizer with settable parameters.(population size, max generations, fitness functions, etc) , and most important , a WFA (walk forward analyser) module. .Until this proposal will be considered, no choice but to do WFA "manual".
It is a long and painful task.
When you have to make 10 - 20 optimizations, each with 4-8 parameters,on 200000-500000 bars charts, speed really does matter!.
To write an application that can load 8 (16) cores at> 80% capacity, is a task that could not be solved neither by giant companies such as TradeStation.(BTW: only, whom I know, who have solved the problem are the guys from Multichatrs).
In conclusion: In order to find robust strategies is needed WFA. But WFA requires higher computing speed (in parallel for all core).
FSB-Pro does not succeed load my CPU more than 12-15% (probably like yours, as well).
So no need for GPU, but it requires a software written "otherwise".
But, as Mr. Popov said, parallel programming is very complicated. This means much more money to spend...Free is too cheap!
For better strategies we`ll have to pay ( I presume...)

Re: computing gpu

2013-12-17T16:11:08Z

thomas

I have 4 cores and I do not find the processing to be much faster than old version, I am wondering if 6 cores is much better...

I am just about needing a new machine, that is why I am asking your opinion.

Thanks

daveM

Re: computing gpu

2013-12-16T19:16:58Z

Hi,
the biggest problem ist not the speed.
FSB pro uses more CPU-Cores
If you have a computer with 6 cores form intel you get 12 hyperthreads.
You can build very fast the strategies.

But 99% of the strategies don´t work.
99% are curvefittet, I think this is the biggest problem, not the speed.

thomas

Re: computing gpu

2013-12-14T21:53:20Z

ok thanks

Re: computing gpu

2013-12-14T15:46:52Z

Testing is already fast in FSB, to spend significant amount of development time and effort to gain maybe a tenth(?) in backtest is madness.

Generation on the other hand can benefit, but as Blaiser touched upon, it has been discussed already at length.
http://forexsb.com/forum/post/22512/#p22512
http://forexsb.com/forum/post/19817/#p19817
http://forexsb.com/forum/post/17473/#p17473
http://forexsb.com/forum/post/17605/#p17605

Re: computing gpu

2013-12-14T15:22:59Z

Popov has already discussed a reply to this. it is not going to be changed from what I recall from the other thread.

Re: computing gpu

2013-12-14T13:24:12Z

most fast than cpu
and to generate strategy

Re: computing gpu

2013-12-13T23:13:12Z

Why do you need GPU for testing?

computing gpu

2013-12-13T22:21:46Z

hi
can i use gpu to strategy testing?
if i can how?
my pc only use cpu cores
thanks