I've uploaded a sample strategy which utilizes this "similarity search" concept: http://jbooktrader.googlegroups.com/web/SimilarityFinder.java?gda=DPaTCkcAAADiZ9EZTErSyovyGfFcUvJWxnF2RJHtIqdVCYCr9kw3RMPFhnFEvKG22fLrIwrnk1F3Fc2-0Vzbnst2hndlq7VmeV4duv6pDMGhhhZdjQlNAw
No changes to JBT framework are needed. Just compile this strategy and backtest. Backtesting will be *extremely* slow. That's because for every new 1-second sample, backtester has to search for similar samples in the data file (or in the data loaded to RAM). So, if you have, say, 1 million samples in the data file, that would result in 10^6 * 10*6 = 10^12 operations for backtester. Optimization would be virtually impossible, too. This is, of course, just a prototype, and there are certainly much more efficient search algorithms, so feel free to experiment. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
