AMD Threadripper and Strategy Tester

 

Hi ! I am using an AMD Thread Ripper 3990X with 64 cores for my back tests since today :)

The issue is that when I use 64 cores / agents the testing is considerably slower compared to using 32 agents / cores.

Does anyone here have experience with Thread Ripper 64 core or comparable systems?

Appreciate any ideas or feedback ...

Niklas 

 
Niklas Rolf Alexander Schlimm:

Hi ! I am using an AMD Thread Ripper 3990X with 64 cores for my back tests since today :)

The issue is that when I use 64 cores / agents the testing is considerably slower compared to using 32 agents / cores.

Does anyone here have experience with Thread Ripper 64 core or comparable systems?

Appreciate any ideas or feedback ...

Niklas 

1. i am jealous haha

2. halving the cores used by another half on the higher core count cpus, of both intel and amd types, you may note a further increase in speed like I and others have also noticed. I think it is just the old cores vs threads issue: more threads for videos and images, vs more cores for math and calculations.

 
Revo Trades #:

1. i am jealous haha

2. halving the cores used by another half on the higher core count cpus, of both intel and amd types, you may note a further increase in speed like I and others have also noticed. I think it is just the old cores vs threads issue: more threads for videos and images, vs more cores for math and calculations.

The cpu are 30 % utilized on the thread ripper node. and if I use 64 its 75 % utilized but slower !? I believe that either the strategy tester software cannot handle more the 32 threads on one node, or its a windows or hardware issue ...

 
Have you checked an eventual memory bottleneck?
 

Taskmanager

I have 50Gb left on 32 agents working ....

 
I have made the update and still same issue ...
 

Hi there ! Found the solution to this for everyone interested and using thread ripper 3990X.

The issue is with Windows 11 and how it handles the 64/128 Threads. When you use virtualization (SMT in the BIOS) windows divides the 128 threads into to two logical groups 0 and 1. Each group with 32 physical cores and 64 threads.

32 cores in group 0 and 32 in group 1. When you use 64 agents in the strategy tester they will work on 32 cores of one logical group. the other 32 cores in the other group are idle, cause the Meta Trader will not delegate tasks to threads outside the parent logical group. Threads aren't really usefull in mathemtical oerations like this cause there is no idle time during calculations, which results in the situation that if you use 64 agents on 64 threads and 32 cores its actually slower then 32 agents (thread management overhead). The simple solution to this issue is to turn of SMT in the bios. 

 
PS: I even noticed that due to less thread management overhed the CPU temperature decreases about 10° Celsius ... (which is weird cause all cores are 100% utilized now)
 

ok. thanks for posting your findings. now i wont be upgrading windows.

And totally agree with your thread vs core analysis, that is parallel to my previous comment.

EDIT: 100% utilised does not mean that it is faster. can you confirm that it is or isnt similar speed with and without thread management? i mean that can be different between cpus, even from same bin.

 
Niklas Rolf Alexander Schlimm #:
PS: I even noticed that due to less thread management overhed the CPU temperature decreases about 10° Celsius ... (which is weird cause all cores are 100% utilized now)

in that article it mentions that the driver fix was only created for developer version of W11. The updates of W10 from its developer version, are known to take 4 months to filter down to retail versions, so that is something that you may want to do further research on. You may need to email amd or your motherboard manu direct to get the cpu driver updates.

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