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.
I should hopefully increase performance however. I also need to do more tests.
I can't really use many more than about 8 days of data for performance reasons.
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