> > > Min and max will be computationally expensive if re-computed on the entire > window each time. Fortunately, this is not necessary. As each new tick > arrives, it is compared to Min and to Max. If it is bigger / smaller than > Max/Min, it replaces them. This is O(1) operation as well. > >
But in a moving window, the min/max may drop. I don't understand how you would maintain the min/max in O(1) time. -- 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.
