  We systematically study holographic effects on the magnetic field dependence
of the drag force, diffusion coefficient, jet quenching parameter of heavy
quarks and the shooting string energy loss of light quarks in the RHIC and LHC
energy regions by using the AdS/CFT correspondence in this paper. This study is
motivated by the phenomena of strong magnetic field and jet quenching, which
have been found in relativistic heavy ion collisions. The probe's direction of
motion is perpendicular and parallel to the direction of magnetic field $B$.
The effects of magnetic field on energy loss when moving perpendicular to the
magnetic field direction are larger than moving parallel to the magnetic field
direction, which implies that the magnetic field tends to suppress more quarks
and jets when moving in the transverse direction than in the parallel
direction. It is found that the diffusion coefficient decreases with the
magnetic field in the transverse direction, but increases with the magnetic
field in the parallel direction, which indicates that the quark may diffuse
farther when moving parallel to the magnetic field direction. We also find that
the magnetic field will enhance the energy loss of the light quarks when moving
in the transverse direction than in the parallel direction.
