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Good point: DLL overhead ? Worth the rewrite ?
Anyone have information on this....TS4 vs. TS2000i ??
EL code vs. compiled C/C++ vs. Power/Visual Basic ?
> -----Original Message-----
> From: JMMain1000@xxxxxxx [mailto:JMMain1000@xxxxxxx]
> Sent: Thursday, July 27, 2000 4:32 PM
> To: omega-list@xxxxxxxxxx
> Subject: Re: CL_Fast Stochastic Or RSI
>
>
> 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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