in the files section you will find additional material: http://groups.google.com/group/jbooktrader/web/FTW%20FastSimilaritySearchundertheTimeWarping%20-%20additional%20info.ppt http://groups.google.com/group/jbooktrader/web/Stream%20Monitoring%20under%20the%20Time%20Warp%20Distance.pdf http://groups.google.com/group/jbooktrader/web/Stream%20Monitoring%20under%20the%20Time%20Warp%20Distance%20-%20additional%20info.ppt
in the moment I am running a back test on 3 months from the 5-level depth historical data file with the initial parameters of the prototype strategy. afterwards I will adjust it to your new parameter proposal when implementing the FTW algorithm, processing time should go significantly down. I a wondering how this could be run in a live trading environment! On Sep 8, 10:39 pm, 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+FastSimilaritySearchunder... > > 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 -~----------~----~----~----~------~----~------~--~---
