> Regarding you machine... when you optimise Equalizer with the same ranges as > is in SVN using Brute Force, how many seconds does it take? Or rather, how > many strategies per second? >
I used this dataset: http://jbooktrader.googlecode.com/files/ES-sample.zip The strategy was Equalizer as it is currently in SVN. Brute force optimization has run 19278 strategies in 186 seconds. To normalize it, we can take the size of the historical data file into consideration. The normalized speed would then be about 42 million market depth samples per second: (19278 strategies * 401661 lines in the data file) / 186 seconds = 42 million What is your time? --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
