So I just got a hack working, and I got very nice gains. My gains are big because: I do a lot of processing to detect the opening and close of the day - I moved this all into indicators and the trading schedule, and then I re-wrote the optimizer worker a bit to share the trading schedule and indicators between its strategies.
Basic hack was that I added a "reassigner" method to Strategy for both indicatorManager and tradingSchedule. After the strategies are created I grab strategies.get(0) and reassign all the other strategies' inidcatorManagers and tradingSchedules to that of strategy 0. The big hack is actually pointing the indicators for the strategy subclasses. I had to write a custom method in my strategy implementation to reassign my 1 indicator, and call it from the optimizer worker. Ugly, ugly hack.... My gains look to be on the order of 30x (which makes sense if you run 25 in parallel) - but the vast majority of the processing that my strategy does I was able to unload into that indicator, and share it among the parallel strategies. On Jul 27, 10:54 pm, shaggsthestud <[email protected]> wrote: > I previously assumed that the indicator manager was shared between the > parallel strategies when optimizing. Looks like I was wrong on this > one, now that I actually took a look. I think there is much to be > gained on this front for me, so I think I will give it a try. I am > pretty slow at making progress on code written by others, though. If > I finish I will share my findings. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
