Create a backtest module for Ninjatrader that would enable parallel computing (master and slave windows application)
$750-1500 USD
Closed
Posted almost 9 years ago
$750-1500 USD
Paid on delivery
I need to create an external module that would enable parallel computing for backtesting purposes for Ninjatrader.
Ninjatrader is a popular financial instrument trading platform that runs in C+ (.net 3.5) and has a set of built-in tools. In particular, there is a tool for backtesting, that gives users the ability to backtest in millions of combinations various algorithmic/auto trading patterns.
This generates a tremendous need for CPU power, which on its end greatly slows the backtest process.
At the beginning I was thinking of utilizing GPU as an additional processing power, but since the backtesting of complex auto-trading strategies results in a series of events that are not linear, and moreover are inter-dependant, my research found that GPU was not the best solution.
This is why I want to develop a windows app, that could enable parallel computing.
Basically a master and a slave app. The master app to be installed in the main computer where the calculations are being made, and the slaves to be installed on other computers with the option to scale in and out without problem. When the slave is installed, it to be connected to the master either via internet or via LAN.
I want the iterations from the master to be divided and distributed among the slaves, then once the calculations have been made, to be returned back to the master and inserted into the Ninjatrader backtest app as if they were made on the same PC.
Please bid only if you are certain that you can accomplish this assignment and if you have had experience with parallel computing.
Hello,
I have experience with parallel programming, both multithreaded and distributed.
I think you need a distributed application to process your load.
Share more details about the workload, so I can check if it possible to distribute it.
Thanks.