Discussion of article "OpenCL: From Naive Towards More Insightful Programming"

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New article OpenCL: From Naive Towards More Insightful Programming is published:

This article focuses on some optimization capabilities that open up when at least some consideration is given to the underlying hardware on which the OpenCL kernel is executed. The figures obtained are far from being ceiling values but even they suggest that having the existing resources available here and now (OpenCL API as implemented by the developers of the terminal does not allow to control some parameters important for optimization - particularly, the work group size), the performance gain over the host program execution is very substantial.

OpenCL: From Naive Towards More Insightful Programming

Author: Sceptic Philozoff


 

Hi there,

 

Can you provide an example of how OpenCL can speed up an EA backtesting in EveryTick Mode? Currently, it takes me 18 minutes to run 14 years data in EveryTick mode.  I believe that lots of traders will be interested if OpenCL can reduce the test time by 50%. 

 

Great article , i did not understand how moving the transfer of the row from within the loop outside to private memory speed it up . 

The same transfer operation occurs anyway , i got zero impact on my code but of course each case differs. (but then again 0 impact after adding something means that something sped up but no gain) 

This part in the OpenCL source :

      "  REALTYPE rowbuf[ COLSROWS ];                                               \r\n"
      "  for( int col = 0; col < COLSROWS; col ++ )                                 \r\n"
      "     rowbuf[ col ] = in1[ r * COLSROWS + col ];                              \r\n"

Where you move it outside of the crunch loop 

Thank you

 
Thanks for the article, it has been a great learning, looking forward to put it on practice
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