> I included GridGain into my backtesting system. If a choice is made, > the updaetIndicatorsExectue() method starts GridGain and invokes > updaetIndicatorsExectueGridified() method, which is specified with
Thanks, xjusting. Backtesting in JBT is very fast (order of seconds) even with very large data sets. I think you mean to grid-enable *optimization*. I have not looked at your code in detail yet, but it seems that your "gridification" takes place at the "update indicators" level, which is too low. A more natural "break up and compute" point is right before or inside the execute(List<Strategy> strategies) method of OptimizerRunner. So, does your code run distributed? >BTW, I have integrated RapidMiner into my system, if you have plan to >include it as well, I'd like to contribute part of my code. I glanced at it quickly, it looks interesting. It appears that it has a heavy focus on visualization, so I wonder if it can do 4-dimentional graphs. I need these to construct optimizations maps for strategies with 3 parameters. Three parameters plus the resulting performance metric for each triplet of parameters make it a 4-dimensional hyper- surface. So, I imagine, there would be way to construct a 3- dimensional surface and designate the color as the performance metric. I hope I am explaining this well. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
