It looks like this is a pattern classification problem... I believe it should be done for a set of data once and then stored. Hence you can backtest and or optimize without this loopback in the strategy itself.
On 9/8/09, nonlinear5 <[email protected]> wrote: > > > I've just noticed the references to the k-nearest neighbor algorithm > in the paper that you posted: > > http://jbooktrader.googlegroups.com/web/FTW+FastSimilaritySearchundertheTimeWarping.PDF?gda=JuLanmEAAADiZ9EZTErSyovyGfFcUvJWfauvUjO6-JrkupSpGnkvjad7YgV_yHBnssshpFKvu8K8Q9IRipEW7xyvooQY7WFrFnBj3Dfd04DXptCnlConaVMJP-kItwVPBwjdKujmMDOVcV4Kf5x1iV4X6-2IalYA > > This should reduce the search time from O(N) to O(log(N)), I believe. > > > --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
