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pfranz
 

Registered: Nov 2009
Posts: 97

 

09-16-12 06:50 PM

My point is that performance depends on efficiency of "predefined blocks" like memory copy and other system tasks like GUI interface.
When you talk about the use of "raw" language, VB6 is really not bad, I decompiled some code and it was better than I thought. Doesn't compare with Intel C++ commercial version of course, but it's more than enough for normal,common tasks. Then, when I need speed, I switch to ASM (for example, parsing of the stream I receive from my broker is mostly done in ASM).
I use system API a lot with libraries and not "Declare"s, sometimes replacing VB6 .ocx like the one for CommonControls. My ListViews are generated with calls to user32.dll. These tricks help also reduce memory consumption,which in turn speeds up the whole system.
My trading software, which includes charts and DOM trading, runs smoothly on a Duron 900Mhz and takes not more than 12MB. Still way too much for me, but try and see a commercial one...
This way of programming doesn't relate to a particular language, and speeds up things a lot. The point is that you have to know your system and identify the critical parts to optimize them; language is just one part.

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DeeDeeTwo
 

Registered: Dec 2007
Posts: 623

 

09-17-12 01:49 AM


Quote from tradelink:

we use both c++ and .net in tradelink. for many components of the librarys near identical code/algos are used across languages.

in bechmarks of applications constructed side by side in both languages, we've been surprised to see c# code outperform c++, significantly in some instances. other times c++ would win significantly, or they would be near approximate.

it's highly dependent on the task being performed and specifics of the implementation.



.NET is highly optimized after, what, 10 years...
And code designed for speed by a competent engineer will match almost anything...
And be infinitely cheaper to maintain...
Which is a huge advantage when Algo Engineers are way up there in 6 figure land.

And "optimizing" means managing the threading of your app...
Not letting Windows merge you pr0n surfing with you Algorithmic Trading.

Basically, whole idea that Lone Wolf coders can compete with banks, ECNs, hedge funds, etc...
Is Are-You-On-Drugs-Space-Cadet territory.

The only game small firms can realistically play...
Is Medium Frequency Trading with decent latency done as cheaply as possible.

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