Once again, about multithreading - page 10

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Sergey Chalyshev:

Windows has nothing to do with it, I know that almost any task can be paralleled across all cores

Are you saying that if one application runs 1000 threads Windows will not even try to parse them?)
 
Maxim Kuznetsov:

I suspect that people who are keen on HFT at least buy a server licence at once.

The terminal is an unnecessary entity when talking about fractions of a second

the server license of what?
 
Aleksey Mavrin:

to close 500,000 orders per second and count one pass for 5 days... Yeah.

Forgive me admins, but if you want to use HFT, you have to pay ~$20K for a license of special HFT software.

Or $100+k - they'll write it right for you.

And what software would you recommend? The point is that the beauty of Metatrader is that there is a tester. You have to test the strategy first. But unfortunately even these tests do not work well in a single thread.
 
dd:
And what software would you recommend? The point is that the beauty of Metatrader is that there is a tester. You have to test the strategy first. But unfortunately even these tests are not very easy to run in a single thread.
And how can we check the hft in the tester? Even if the quotes are real, the delays cannot be reproduced reliably. Then the point, it depends on the ping by 80%.
 
Aleksey Mavrin:
How do you check the hft in the tester? Even if you find real quotes, the delays cannot be reproduced reliably. Then the point, it depends on the ping by 80%.

there are settings in the tester for pings, I think.

 
dd:

there are settings in the tester for pings, I think.

There is no way to check hft in the tester, this is working with real counterparties, plus when you put an order for some gang, you get in line. If the volumes will be redeemed partially from the gang, then in order of priority, who put the first bid, that volume will be redeemed. In the tester, this is not realistic.

But in the tester, it would be desirable, if only during multi-instrumental testing, each tool is executed in its thread

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