32bit and 64bit AB分别

frankychan

想請教各位大大, 32bit 和 64bit AB, 在同一部PC上, 64bit AB可以跑快幾多? 有大大比較過嗎?
thx!

joshsmi

64-bit AB runs around 20% faster i.e. analysis. Depends

frankychan

IB web site also said this, but any one try it before?Is it really has 20% more?

joshsmi

Yes, I tried it myself.

IB website? What did they write in regards to AB?

frankychan

joshsmi 發表於 14-3-15 00:11
Yes, I tried it myself.

IB website?

sorry, should be AB, and I use IB data feed

then, do you think 64bit is better in any condition?

joshsmi

frankychan 發表於 14-3-15 00:13
sorry, should be AB, and I use IB data feed

then, do you think 64bit is better in any condition?

Sure, 64-bit has many advantages over 32-bit. One problem is that still some data vendors don't offer 64-bit connections.

frankychan

joshsmi 發表於 14-3-15 00:34
Sure, 64-bit has many advantages over 32-bit. One problem is that still some data vendors don't of ...

thank you for your comment.

joshsmi

BTW here is a comparison from a few years back comparing 32-bit and 64-bit speed difference.

32-bit AB on 32-bit OS
http://i.imgur.com/OxcUocb.png

64-bit AB on 64-bit OS (obviously)
http://i.imgur.com/u2SzvrZ.png


You see difference is in between 20% to 30% there.
Same hardware, same data, same settings, same AFL

IBM2012

32bit  -  64 bit (execute afl speed) = only 0.x  second (RT chart),
AFL coding technique & quality > CPU power  or 64 bit (if your code is very very big )

joshsmi

Yeah, it was tested on around 2 months of tick data and 1 minute timeframe on an old PC, just Intel dual core, 4GB RAM. So not that big a deal, nothing special. It's already a few years back to test if what AB said is true.

Anyway, yeah in general AB is not such a slow donkey like MC or NT you know. So it doesn't surprise me that you seem to be surprised. :D

joshsmi

You know,  back then a friend of mine tested the same system with MC and with much better hardware and with overclooked machine, more cores and more RAM, so basically up-to-date technology!!! lol You know what? It was executed at nearly the same speed as this AB test on a much older machine with outdated hardware. :D

joshsmi

I also did a test with MC 64-bit that day back then. AFL translated to PowerLanguage, same data, same machine, same settings, 2500 optimization steps.

It took MC 632 seconds compared to 153 seconds of AB 64-bit (as per picture above).

joshsmi

IBM2012 發表於 14-3-15 01:07
32bit  -  64 bit (execute afl speed) = only 0.x  second (RT chart),AFL coding technique & quality >  ...

@IBM2012

As per picture
backtest:
32-bit  AB: 0.12 ms
64-bit AB: 0.09ms

9/12*100 = 75%
100% -75% = 25%

optimization:
32-bit AB: 211 seconds
64-bit AB: 153 seconds

153/211 *100 = 72.5%
100% - 72.5% = 27%

Percentage is the thing that counts.

kilroy

Hi,

小弟兩者都有用過

雖然沒有比較數據來佐證

可是感覺起來當然還是64bit的快多了

無論是自我感覺良好還是實際執行XD

可以用64bit的就用64bit的就對了

別想太多

參考看看吧

frankychan

joshsmi 發表於 14-3-15 01:17
Yeah, it was tested on around 2 months of tick data and 1 minute timeframe on an old PC, just Intel  ...

OK, I got it, thx!
It means 64bit is much better.

As I use IB data feed now, and I do manual trade at this moment. I usually open 7 charts, with different time frame of a symbol, and then trade. I always found AB will use about 40% to 60% CPU load. The AFL using is not nota complex one, so I feel a bit surprise why CPU load is so high.

That's why I want to swtich to 64bit, for better CPU load.