> through all previous datapoints at each update. My solution was to > subsample at a regular interval (skip parameter) while still using a > sliding window to make sure each point was considered. So for a 20min > window (1200 points), I would subsample at 50 or 100 and still get a > nice estimate in a reasonable amount of time. Perhaps there is a > better way, but I couldn't come up with it. >
There is still a loop in your implementation, which would be very slow when run in optimizer. The LinkedList solution is much faster. Here it is: http://code.google.com/p/jbooktrader/source/browse/trunk/source/com/jbooktrader/indicator/depth/Tension.java --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
