OpenCL and GPUs in to Agent tester

 
Good morning everyone!!!

Sirs, I saw a post from one of the developers of MT5 stating that it is possible to use OpenCL for optimization of strategies and backtesting with the use of GPUs.

My question: Would it be possible to develop a script to provide computational power from GPUs to Agent Tester?

Thanks for any submissions.

Good business to all.



Carlos Alberto
Brazil
 

It depends of original source code. Is there some tasks that can be run in parallel ? OpenCL is interesting if you can divide a task in (for example) 10 sub-tasks which will run in parallel. Otherwise OpenCL is useless.

So to answer your question, yes it's possible, but you need to be sure it's worth it before.

 
Alain Verleyen:

Depende do código fonte original. Existem algumas tarefas que podem ser executadas em paralelo? O OpenCL é interessante se você pode dividir uma tarefa em (por exemplo) 10 sub-tarefas que serão executadas em paralelo. Caso contrário, o OpenCL é inútil.

Então, para responder à sua pergunta, sim, é possível, mas você precisa ter certeza de que vale a pena antes.

Good morning, Alain,

I have been doing an accounts and verified that in my case, if I can provide computational power via GPUs to Agent Test, I will have a good return ($$$$)

However, I do not know how to do that. Would you be interested in developing a solution for this?

I am willing to reimburse you for your work. From what I have been with you in the MQL5 forums, you are an exceptional programmer!

I await your contact. .


Carlos Alberto



https://www.mql5.com/en/articles/690

How to Install and Use OpenCL for Calculations
How to Install and Use OpenCL for Calculations
  • www.mql5.com
It has been over a year since it became possible to write programs for OpenCL in MQL5. Entries of any OpenCL devices found can now be seen in the Journal at the MetaTrader 5 terminal launch, as shown below. In this case, the MetaTrader 5 terminal has detected 4 methods available to launch OpenCL directly from an MQL5 program: a graphics card...
 
My first idea was the optimizer. Run the same EA with different settings on different cores. Problem is, that you have only 1 instruction pointer, and the scripts might open and sell at different points. That's a solvable problem, but it requires some hacks.

 
Carlos_jr:

Good morning, Alain,

I have been doing an accounts and verified that in my case, if I can provide computational power via GPUs to Agent Test, I will have a good return ($$$$)

However, I do not know how to do that. Would you be interested in developing a solution for this?

I am willing to reimburse you for your work. From what I have been with you in the MQL5 forums, you are an exceptional programmer!

I await your contact. .


Carlos Alberto



https://www.mql5.com/en/articles/690

Do you want to provide your CPU/GPU as agents on the Cloud or use the CPU/GPU on the Cloud to optimize your EA ?

It's unclear what you really want.

 
Alain Verleyen:

Você quer fornecer sua CPU / GPU como agentes na nuvem ou usar a CPU / GPU na nuvem para otimizar seu EA?

Não está claro o que você realmente quer.

I want to provide processing power to the Agent Tests via GPU. I have an idle criptomoedas mining Farm. I would like to sell my hashes to the MQL5 Network.


Tanks Alain.

 
Carlos_jr:

I want to provide processing power to the Agent Tests via GPU. I have an idle criptomoedas mining Farm. I would like to sell my hashes to the MQL5 Network.


Tanks Alain.

You don't need any script for that.

All (not yet) about Strategy Tester, Optimization and Cloud
All (not yet) about Strategy Tester, Optimization and Cloud
  • 2013.08.20
  • www.mql5.com
General: All (not yet) about Strategy Tester, Optimization and Cloud
 

hello. if i need only use in MT5 tester cores of GPU i need some special soft for this ?  Now for testing strategy i can use only 14 cores of my CPU and test need much time, and my gtx1070 do nothing  is it posible to use CPU cores +GPU cores in tester  for economy time ?

 
r4di04ctiv3:

hello. if i need only use in MT5 tester cores of GPU i need some special soft for this ?  Now for testing strategy i can use only 14 cores of my CPU and test need much time, and my gtx1070 do nothing  is it posible to use CPU cores +GPU cores in tester  for economy time ?

Not possible, GPU cores are not used by the tester.

It's only possible to use GPU cores if your EA is coded specifically to use them (through OpenCL for example).

 
Alain Verleyen:

Not possible, GPU cores are not used by the tester.

It's only possible to use GPU cores if your EA is coded specifically to use them (through OpenCL for example).

Hi,

It seems it is possible since this update: https://www.metatrader5.com/en/news/1862

5. The use of OpenCL is now allowed in testing agents. Previously, OpenCL devices were only allowed when testing on local agents. In the updated version, agents are allowed to use all available OpenCL devices (such as processors and video cards), both in the local network and in the MQL5 Cloud Network.

Five important MetaTrader 5 build 1860 features for algorithmic traders
Five important MetaTrader 5 build 1860 features for algorithmic traders
  • 2018.06.18
  • MetaQuotes Software Corp.
  • www.metatrader5.com
Why you need to upgrade MetaTrader 5 right now, if you are using MQL5 and create trading robots: In response to popular demand from traders, we have added the following functions for operations with timeseries: iTime, iOpen, iHigh, iLow, iClose, iVolume, iBars, iBarShift, iLowest, iHighest, iRealVolume, iTickVolume and iSpread. Now, developers...
 

I don't understand how gpu run agents... 

The new generation graphic card, mountain 6/8GB of ram.

One only agent it absorbs me 8GB of RAM when started. In my personal pc, have 64GB of ram and they are not enough memory in elaboration of agents... 

What i miss that i don't understand ?

Reason: