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Vangelis M.
2011-11-12 10:06:10
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Hello,
Couple of questions:
1.
I am optimizing a system that only uses 5 symbols. My Database holds >1000 symbols witch I do not need for this optimization.
Does the size of the database (# of symbols, #objects, etc) affect the speed of the backtester? Is it better to create a new minimal account with the 5 symbols and run extensive optimizations there?
2.
As far as I can see I can code Functions in three different ways:
a. As a C# or JScript loop.
b. Using Vector calculations in the form VectorD answer= TA.sma(close,10)+TA.sma(close,22);
c. Feeding a string rule to the Parse Function.
Which one is most "efficient" (assuming it can be coded).
Thank you,
V.M.
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Backtest/Optimizing speed vs Size of Database & Vector vs loop
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