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JoJo, it could be but it does not have to be collective. It’s really just renting a virtual machine from Google with up to 96 Cores in it, and a Tesla P 100 GPU to be able to develop at very high speed with a windows environment.
I said it few times already, the type of “real” trading engine that is implemented in new SQ4 is not suitable for computation using GPU.
But we are planning to make a simpler backtesting engine that can run on GPU, mainly for the purpose of training Neural Networks, or for very fats backtests using Selected Timeframe precision. So it is in middle or long term plan, but the exact architecture hasn’t been yet designed.
There are more important features for us to finish asap.
Mark
StrategyQuant architect
Mark I know this has come up before but I just feel like I want to say it again. The idea of strategy quant being able to run on a GPU is probably our collectively largest possible gain. The nvidia P100 and V100 processors are literally hundreds of times faster than what we are all running. I just spent some time looking into google cloud processing and if this was possible we could all do batch processing for a few hours at a cost of around $8 per hour. This would be HUGE development!!!! What are your thought on this?
Hi jmtc1230, What do you mean “we could all” run batch processing at $8. Would it mean we share the cost by pooling our strats together for the purpose of processing?; have different logins, keeping our strats separate? I guess some of us have a lot more than others to process – how would we determine access/use/proportional cost? Sounds like a good idea – if only I can understand it better.
Mark
I know this has come up before but I just feel like I want to say it again. The idea of strategy quant being able to run on a GPU is probably our collectively largest possible gain. The nvidia P100 and V100 processors are literally hundreds of times faster than what we are all running.
I just spent some time looking into google cloud processing and if this was possible we could all do batch processing for a few hours at a cost of around $8 per hour. This would be HUGE development!!!!
What are your thought on this?
Testing different exits only on a strategy should be possible using GPU instead of CPU. Just generate a file with 1 billion predefined exit values and let a bunch of GPU’s figure it out..
I’m sorry for a big number of issues in the last update. We had to make a lot of changes to support translation to other languages, and a lot of these problems were caused by this.
I’m thinking that maybe we’ll make a release of RC5 this Friday, to fix the most pressing issues.
I can’t see in the roadmap the export of the strategies in easy language. Will sq4 support it? Thank you
yes, we will, but for the first release we focus only on MetaTarder 4/5. Support for EasyLanguage should be added within a month or so.
custom indicators and GPU
this has been discussed few times, GPU cannot really be used if we want to allow users to programm their own indicators and other things and extend SQ4 with their own ideas. There still might be some possibilities how to use GPU in SQ4, we will focus on it when we have nothing more important to do.
Custom indicators – my original idea was that they will not be supported, because in SQ4 you will be able to programm your own indicator that doesn’t have any disadvantages of indicators defined only by importing data. But maybe we’ll add it, custom indicators in this sense will be just another data input, like an additional chart.
I think it will be great to have a feature in strategyquant to backtest compounding of profits…
it is already there, it is called Money Management. You can choose a different type of money management instead of fixed lots, and you can also write your own Money Management function.
Using CodeEditor and extending SQ4 with your own indicators, other blocks, money managements etc. is still not working 100%, but it will in the new version and we’ll prepare a lot of examples.
One more thing – please use Roadmap (https://roadmap.strategyquant.com) to submit your ideas or new feature requests, that is the right place to do it. It will be lost if you post it only on forum.
Mark
StrategyQuant architect
Hi All,
New member here, just getting used to the RC4. Really like this software. I’m wondering if the developers have ever considered supporting GPU use instead of just CPU for strategy generation?
Dale
@Roberto, look closer at his myfxbook statements, he has many and most of them is in a loss. Seems He ads and removes funds to make it look good. Just another scumbag scammer probably stole his Cuda cards aswell.
Hi mabi, maybe, but my attention was on the fact that he uses all those gpu core for Deep Learning. I know that SQ doesn’t use DL, but it will be interesting to see results. I’ve read in the roadmap that there is a futuru integration with tensoflor and something similar. Interesting
GPU settings is for the GUI only. SQ do not support GPU for many reason which have been explained before by developer here on the forum due to request from users of GPU implementation ( my self included). I believe the main reason is that GPU like CUDA does not provide any support for on the fly generation of a random number by a thread but mainly that you cant back test a strategy using GPU due to Mark.
Hi!
can someone explain what “Accelerate using GPU” actually does? from my testing it doesn’t improve performance. Maybe some particular settings need to be set to use GPU potential?
BTW I’ll actually just add that GPUs should be mining Ethereum, not running Asirkuy. 😀
Just having fun.
Pending live stats….
I try to stick close to what I’ve read from traders who been successful for 20+ years. Is Daniel successful in building systems? It seems he writes articles about what’s not successful (and only data mines them?). Seems like hes still on the journey like many of us.
Yes indeed, but most of the time these are manual traders…. Daniel´s systems are picking up lately it seems, his approach is different, they data-mine on GPUs in the community, hence can test millions of combinations within a few minutes / hours. They explore the whole possible space of combinations by brute forcing it on this network of GPUs. Once a profitable system is found, they right away boot-strap the underlying data for a few million times and the system has to do well on all those data-sets as well, which eliminates mining bias by ~98%. Only then a system is being traded live, so far they have a few hundred fullfilling these and are making money if looking at the MyFxBooks of a few of the users that publish their portfolios (which you can freely compile with different portfolio theory algos).
I am a member too and don´t see it as competition. The tools Asirikuy has to offer add perfectly to SQ. There are MANY things Asirikuy´s tools can do that SQ can´t (GPU usage for PA strategies, neural networks in the Framework and being able to use DLLs and C++ code, community data mining and DMB measurement) and many that SQ has but Asirikuy doesn´t offer. It´s perfect addition so far for me. One thing is clear though: you have to be VERY tech savy (actually could go so far to say you should be a computer-geek) for the Asirikuy tools as many of them are command line based and run in Python, etc. For me that´s no problem, but for some it might, Asirikuy doesn´t offer everything under one graphical interface like SQ does.
can I back test / forward test / perform Monte Carlo analysis on my EAs with one of your software? with my indicators? and maybe using renko bars and other type of bars? in a fast multithreaded multicore 64 bit environment? and even GPU accelerated?
yes… I’m sick of mt4
dave
I investigated it for some time because it would bring quite big speedup, unfortunately GPUs are not made for this kind of computations.
Not everything can be improved using GPUs, GPUs are good for making relatively simple mathematic or matrix operations, but backtesting a strategy is much more complicated and requires features that are very slow in current GPUs.
Sic! And for what did I bought those 2 new GPU on SLI connection ? 🙁
Beside I use I7 3.2ghz , 8gb RAM Kingston HyperX, 500gb HDD and two Nvidia SLI.
And its still a laptop.
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