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In 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.
Thanks, Barry.
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