Quote from: MatthewLM on July 09, 2011, 07:34:17 PM

Maybe I didn't give it chance but I made what I believed to be two improved versions which I'm testing now. I have to wait for the simulated results since the algorithm can't be sped up very much.

I can't really use many more than about 8 days of data for performance reasons. Wink

I should hopefully increase performance however. I also need to do more tests.

I wrote mine on a 4 year old laptop with 2GB RAM. A few things I did to speed everything up is:

Take the trade data and save it to the HD (grabbing from server takes forever...)
Don't write anything to the interface. Having to wait for the UI thread significantly increases processing time.
Pre-process as much of the data as possible. So you don't have to re-calculate everything with each trial