Ok... Seems like huge cache anyway.. It would be impractical... For sure. Thanks
On Sep 22, 12:53 am, Eugene Kononov <[email protected]> wrote: > > ok.. what if we forget about strategies and cache their common > > denominator (indicators)... so effectively we get very wide file. > > That's what I was referring to in my previous post, caching the indicator > values. Consider a very simple strategy S with just one indicator and only > one parameter. Let's call this parameter PeriodLength, and let it take a > range of values from 1,000 to 11,000. My historical data file contains about > 3 months of data, which is about 1.6 million 1-second samples. Now, if you > optimize this strategy S over the range of parameter PeriodLength, the > optimizer will calculate the indicator approximately 1.6 billion times. It > would be impratical, (if not impossible) to save the cache of that size to > disk, not to mention reading it back from disk to memory. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
