Create a backtest module for Ninjatrader that would enable parallel computing (master and slave windows application)

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.

Compétences : Programmation C, Microsoft, Parallels Desktop, Architecture Logicielle, Bureau Windows

en voir plus : solution to assignment problem, solution of assignment problem, problem solution assignment, parallel patterns, linear assignment problem, in n out application, beginning c# net, assignment problem solution, application of assignment problem, algorithmic solution to a problem, trading app, parallel distributed, ninjatrader, master software, enable, develop a solution to enable, BackTest, algorithmic, research computer architecture, module windows, auto trading ninjatrader, algorithmic trading platform, net windows app, auto power, power auto

Concernant l'employeur :
( 10 commentaires ) Sofia, Bulgaria

Nº du projet : #7359138

3 freelance font une offre moyenne de $1111 pour ce travail


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 Plus

%bids___i_sum_sub_35% %project_currencyDetails_sign_sub_36% USD en 7 jours
(221 Commentaires)

Hello. I am able to develop this solution for you. I have experience in Ninjatrader, Financial market and backtesting. Best regards, Andrei Plinda.

%bids___i_sum_sub_35% %project_currencyDetails_sign_sub_36% USD en 30 jours
(14 Commentaires)

greetings i am a passionate software developer with enough experience in visual studio and i will be very humbled to work with you thanks in advance.

%bids___i_sum_sub_35% %project_currencyDetails_sign_sub_36% USD en 20 jours
(1 Évaluation)