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syswizard
Registered: Jun 2004
Posts: 3640 |
11-23-11 03:01 PM
Quote from savagemp5:
Anyway, I haven't met with a processing CPU issue as of running 30 workbook in Single Excel.
I had tested one workbook, 50 symbols, ActiveX TWS using reqRealTimeBars...new data every 5 seconds.
It completely pegged the CPU at 100%.
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savagemp5
Registered: Mar 2011
Posts: 206 |
11-24-11 02:13 AM
WHat's your spec ? Have your tried with a Quad core, 4GB ram ?
Im on a 945 AMD. and with 30 workbook (I was playing games even!) I didn't hit 100%, maybe 30-50% and spikes.
And my excels are flickering, constantly switching between workbooks.
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syswizard
Registered: Jun 2004
Posts: 3640 |
11-24-11 12:36 PM
Quote from savagemp5:
WHat's your spec ? Have your tried with a Quad core, 4GB ram ?
Im on a 945 AMD. and with 30 workbook (I was playing games even!) I didn't hit 100%, maybe 30-50% and spikes.
And my excels are flickering, constantly switching between workbooks.
You don't understand. It's not the HARDWARE, it's the software.
ActiveX is slow and inefficient. DDE is much faster, especially on XL 2007 and later.
That being said, you can't compute a VWAP very easily with DDE can you ? With RealTimeBars, it's a cinch....you get the volume and VWAP for each interval.
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Lornz
Registered: Jan 2008
Posts: 918 |
11-24-11 01:10 PM
Quote from syswizard:
You don't understand. It's not the HARDWARE, it's the software.
ActiveX is slow and inefficient. DDE is much faster, especially on XL 2007 and later.
That being said, you can't compute a VWAP very easily with DDE can you ? With RealTimeBars, it's a cinch....you get the volume and VWAP for each interval.
DDE? God forbid one would use RTD......
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savagemp5
Registered: Mar 2011
Posts: 206 |
11-24-11 04:31 PM
Quote from syswizard:
You don't understand. It's not the HARDWARE, it's the software.
ActiveX is slow and inefficient. DDE is much faster, especially on XL 2007 and later.
That being said, you can't compute a VWAP very easily with DDE can you ? With RealTimeBars, it's a cinch....you get the volume and VWAP for each interval.
To save my breath.
I run:
10 monte carlos with 2x core. 1000 runs at 50 mins.
10 m.c at 4x. 1000 = 30 mins.
10 m.c at 8 x core = ?
I need CPU processing power to crunch numbers. Its like getting my tasks spread evenly to 4 computers on 2 cores and running the same things.
if I wan it fast, who cares a shit about DDE, it sucks. Seriously it sucks. I want an app, that can go live in a week. From M.C to production systems, I can code a robust prototype systems and swaps algos just like cameras swopping lens, OO, modular, in a split sec. Besides I run tons of other trading app heh.
Now, if I want, I could spend more time and money on Nvidia GPU SDK, or even burn my codes in FPGA chips. Why reply on sucky 8 core X86 CPU ? Key => more time, more money, = more result ? I dont think so. Its still up to what your algo is and how much processing it needs.
Finally, VWAP depends on the level 2 book, where quote pingings, flash orders blinks at about 10,000 per second. I do not even care.
I currently head an Automation system ops in my day job, UAT and system integ/implem. U think im gonna run live on excel.exe ? I would hv ran it on Java, pump it on Linux servers, colocate it to US.
I don't care whether you are happy with me or what Im doing, but look at thread topic. Im here to prove that trading automation thru Excel is possible, depend on the limit algo you run, and that more CPU cores = smoother execution. Don't try to challenge me with VWAP algos, volume, Limit order book, pair trade stat arb, derivatives arbs, pdf, neural networks, 4 core 8 core pointless debates. u don't value add to the ppl viewing this thread, at all.
ah... the time i spend on this thread typing... I just coded another Time weighted Algo ready to run live. cut.
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syswizard
Registered: Jun 2004
Posts: 3640 |
11-26-11 02:16 AM
Quote from savagemp5:
Finally, VWAP depends on the level 2 book, where quote pingings, flash orders blinks at about 10,000 per second. I do not even care.
First, get your facts straight. VWAP depends upon prints, not bids/asks. Technically however, you could have a VWAP of bids and asks....that's a good one.
I don't care whether you are happy with me or what Im doing, but look at thread topic. Im here to prove that trading automation thru Excel is possible, depend on the limit algo you run, and that more CPU cores = smoother execution.
No one is unhappy with what you are doing. If it works, KEEP ON DOING IT. No one says Excel sucks at this.
u don't value add to the ppl viewing this thread, at all.
NO bashing of the innocent please. Enough of that goes on in other sub-forums.
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