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In a message dated 00-07-27 15:43:03 EDT, 102577.325@xxxxxxxxxxxxxx
wrote:
<< order to speed up TS optimization, I want to reduce the look-back
FOR - END looping overhead of the Stochastic and RSI on each bar. We
know that this can be done with a simple MA by replacing FOR - END
lookback, with adding the new bar and subtracting the oldest bar and
dividing by N. Is there a similar trick for Stochastic and RSI? If
so, please show a snippet of code to point me in the right direction.
>>
I would look elsewhere to increase speed rather than recoding basic
indicators:
1. Larger computer. Don't forget to have enough memory so Tradestation
doesn't have to page to and from the hard drive.
2. Place the intensive number crunching in a DLL. This has to more than
offset the cost of calling the DLL.
3. Consider an alternative platform such as using a genetic optimizer
such as Evolver with EXCEL.
Other ideas?
Jim
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