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Moebius-FX
124
Moebius-FX 2015.06.26 23:56 

Can CUDA of GPU of NVIDIA be used for the backing test of MT4, not MT5 ?

Please teach the method if you can use CUDA.

JD4
1101
JD4 2015.06.27 03:49  
Asking because, wondering if you mean use the graphics processor as an agent like the CPU cores are?  If this is what you mean, I have no idea.
Sergiy Podolyak
1846
Sergiy Podolyak 2015.09.03 10:13  
Moebius-FX:

Can CUDA of GPU of NVIDIA be used for the backing test of MT4, not MT5 ?

Please teach the method if you can use CUDA.

Yes.

Please take a look at my profile here on forum. On a web site from my profile you can find first-in-the-world CUDA-GPU accelerated expert for MT4. And on the "Market" here you can find now my expert, the same as CUDA-GPU-DLL, but built on MQL4.

Surprisingly, MT4 is very friendly even to a very complicated DLL such as CUDA-GPU.

Alain Verleyen
Moderator
30635
Alain Verleyen 2015.09.03 12:40  
Sergiy Podolyak:

Yes.

Please take a look at my profile here on forum. On a web site from my profile you can find first-in-the-world CUDA-GPU accelerated expert for MT4. And on the "Market" here you can find now my expert, the same as CUDA-GPU-DLL, but built on MQL4.

Surprisingly, MT4 is very friendly even to a very complicated DLL such as CUDA-GPU.

Will you give more information about this question or are you just posting here to advertise your products ?

Forum on trading, automated trading systems and testing trading strategies

Can CUDA of GPU of NVIDIA be used for the backing test of MT4?

Moebius-FX, 2015.06.26 23:56

Can CUDA of GPU of NVIDIA be used for the backing test of MT4, not MT5 ?

Please teach the method if you can use CUDA.


Sergiy Podolyak
1846
Sergiy Podolyak 2015.09.03 15:28  
Alain Verleyen:

Will you give more information about this question or are you just posting here to advertise your products ?

I have answered the first question. The reference to my profile is a PROOF of my answer.

This is also a proof that MQL4 program runs exactly as on C language, as well as on CUDA-C language.

I think that was a question.

Several details of this CUDA development for MT4 and numerical-programming problems are also here:

http://www.wilmott.com/messageview.cfm?catid=10&threadid=73329


What is "Please teach the method if you can use CUDA. "? What does it mean?

Wilmott Forums - sample cuda problems in finance
  • www.wilmott.com
I think you're probabily right, but history is more ambiguous. Partly because we're talking here about the relationship between programming language and architecture. The Algol family (Pascal, C++, C, Java, C#) so dominate programming that it is easy to forget there is any other way. However they assume a classical von Neuman architecture...
ADRIAN MATUSIAK
1157
ADRIAN MATUSIAK 2015.09.03 18:58  
Moebius-FX:

Can CUDA of GPU of NVIDIA be used for the backing test of MT4, not MT5 ?

Please teach the method if you can use CUDA.

As far as I know, MT4 doesn't support gpu.
Sergiy Podolyak
1846
Sergiy Podolyak 2015.09.03 19:15  
ADRIAN MATUSIAK:
As far as I know, MT4 doesn't support gpu.

This is not 100% correct. If you have developed DLL, which is using CUDA, than MT4 does perfectly support this DLL and CUDA-GPU acceleration within this DLL.

MT4 doesn't support GPU directly. It supports GPU indirectly, via customer's DLL. No problems here.

Instead, MT5 does directly support one of the methods of GPU acceleration - low level OpenCL technology. MT5 supports OpenCL directly, without the need to write your own wrapper (kernel launch) functions, required in CUDA technology.

Guilherme Mendonca
3423
Guilherme Mendonca 2015.09.03 20:14  
Sergiy Podolyak:

This is not 100% correct. If you have developed DLL, which is using CUDA, than MT4 does perfectly support this DLL and CUDA-GPU acceleration within this DLL.

MT4 doesn't support GPU directly. It supports GPU indirectly, via customer's DLL. No problems here.

Instead, MT5 does directly support one of the methods of GPU acceleration - low level OpenCL technology. MT5 supports OpenCL directly, without the need to write your own wrapper (kernel launch) functions, required in CUDA technology.

Hello my friend, I have this doubt a long time and could not find a good answer.

Every day I make a lot of "backtesting (optimization)" using MetaTester from MT5. Some optimizations spend as much about 40 minutes.

If am I using MT5 and OpenCL combined, MT5 could recognize my GPU and start to use it to accelerate the optimization process on MetaTester? Doesn't need to change DLL code or have knowledgement of programming?

Sergiy Podolyak
1846
Sergiy Podolyak 2015.09.03 20:25  
guimf:...

Hello my friend, I have this doubt a long time and could not find a good answer.

Every day I make a lot of "backtesting (optimization)" using MetaTester from MT5. Some optimizations spend as much about 40 minutes.

If am I using MT5 and OpenCL combined, MT5 could recognize my GPU and start to use it to accelerate the optimization process on MetaTester? Doesn't need to change DLL code or have knowledgement of programming?

Not exactly, not 100% this way.

You don't need any custom DLL in MT5 in order to utilize OpenCL technology. MT5 makes it for You inside MT5. But what you have to do - in order to speedup backtesting - is to RE-WRITE the CORE of your algorithm, (convert it from MQL5 to OpenCL, this sub-program in OpenCL and CUDA world is called "kernel") and present it to MT5 by special MT5-API-OpenCL functions.

MT5 launches it for you, by direct communication with OpenCL driver.

Without re-writing parts of your MQL5 program into OpenCL-style "kernels" MT5 will be unable to accelerate backtesting.

And now the good news:

1). new upcoming versions of x64 (not x32) MQL5 compiler seems to be much faster in calculations (discussed with Renat in russian forum).

2). You can easily use "agents" of cloud computing in order to accelerate pure MQL5 programs' backtesting.

Alain Verleyen
Moderator
30635
Alain Verleyen 2015.09.03 21:40  
Sergiy Podolyak:

I have answered the first question. The reference to my profile is a PROOF of my answer.

This is also a proof that MQL4 program runs exactly as on C language, as well as on CUDA-C language.

I think that was a question.

Several details of this CUDA development for MT4 and numerical-programming problems are also here:

http://www.wilmott.com/messageview.cfm?catid=10&threadid=73329


What is "Please teach the method if you can use CUDA. "? What does it mean?

Thank you for your interesting contribution to this topic.
Sergiy Podolyak
1846
Sergiy Podolyak 2015.09.04 05:33  
Alain Verleyen:
Thank you for your interesting contribution to this topic.

Ok. I think and I am sure that the question on acceleration of backtesting and optimization will be a hot topic in coming years. Really profitable algos are very computing-power-hungry.

For example the famous and very profitable RenTec hedge-fund has the best in financial industry computer center, better than in best of banks.

Users of MQL4-5 are a kind of lucky in this aspect: MT4 is offering very friendly and transparent support for CUDA-DLL acceleration.

And MQL5 on MT5 is offering high-speed MQL5 compiler, ready-to-go cloud computing and ready-to-go OpenCL support, or again CUDA-DLL support.

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