DLLs

["David Jennings" <DavidJennings@xxxxxxxxxxxxx>]

Guys,
 
Some weeks ago we had a thread running on DLLs. I 
have recently been testing a fairly simple trading system. This system is not 
numerically intensive at all - its nothing more complex than a few exponential 
moving averages and a bit of swapping. The 
complexity is in the number of stop options it has to evaluate. The optimisation 
ran over 15000 bars and required some 226800 
iterations. For our purposes, there were three tests
 
  code as copied from elsewhere  - 30 hours 
  elapsed
  optimised  code - 28 hrs elapsed
  mathematical elements of the code  translated 
  to a dll - 21.25 hours elapsed.
 
Given the small mathematical component, I'm 
surprised at the speedup being as large as it is,
 
I think that I'm going to leap to the use of the 
dll more often.