On Sep 8, 9:50 pm, nonlinear5 <[EMAIL PROTECTED]> wrote:
> > 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.
In my code, you can see the method
updaetIndicatorsExectue(OptimizerRunner,
LinkedList<Strategy>, QuoteHistoryBars ,
MidPointHistory )
which wraps updaetIndicatorsExectueGridified, which executes
List<Strategy>, after upadting indicators.
My system has both TA and FA indicators and not all indicators need to
be updated according to strategy parameters.
So I put strategy-parameter dependent part into one methods.
> So, does your code run distributed?
Yes. I run my system on 4 computers. Actually, it can also split into
multiple jobs on a
computer with multiple processors. My system is split into 6 jobs with
2 dual-core.
> >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.
RapidMiner is more about modeling/calculating. I did not find 4-d
surface. Will check more.
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