This looks like some important work, but I can't say that I completely follow you, Shaggs. Eugene, are you following along here?
Best regards, - Martin 100% carbon-neutral since 1-Jan-2008 "Act without activism" On 28 Jul 2009, at 08:51, shaggsthestud <[email protected]> wrote: > > 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 -~----------~----~----~----~------~----~------~--~---
