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If you use a PRINT statement print to a file the daily trading results of
your system, you will find you do not get 5 years of historical results.
At 08:05 AM 6/18/02 +0100, you wrote:
>Guys... I'm still not clear on what "Maximise Calculation Speed" does....
>If we take a simple example of two moving averages crossing over... a 9 day
>and a 15 day for example.... if I have 5 years of historical in a given
>symbol and run the workspace assistant with "Maximise Calculation Speed" NOT
>SELECTED I get 5 years work of trading signals generated off this simple
>strategy.
>Now if I SELECT "Maximise Calculation Speed" (with MaxBarsBack set at 15) as
>far as I can see I get exactly the same set of signals generated... i.e. the
>whole 5 years worth.... rather than what I would expect which would be just
>a signal for the last 15 bars worth of data....
>Can you clarify exactly how it works....?
>
>Many thanks
>
>
>Does anyone know what the "Maximise Calculation Speed" setting on the
>WorkSpace Assistant actually does. I have a strategy written in EasyLanguage
>which spools trading signals out to a CSV file..... the problem is.... If
>for instance if I have a 5 year chart of historical data (updated for last
>night's closing prices each day)... and I run the workspace assistant
>WITHOUT the "Maximise Calculation Speed" setting selected, I get, as
>expected, trading signals for the whole data period written to my CSV file.
>If however I DO SELECT the "Maximise Calculation Speed" setting I still get
>trading signals for the whole period. I would have expected that the
>workspace assistant would have loaded only the latest set of data up to the
>amount set in MaxBarsBack setting and produce trading signals ONLY over that
>data set...? Is that a correct assumption...? If so what am I doing
>wrong.....?
>Help would be appreciated.
>Thanks.
>
>
>-----Original Message-----
>From: William Brower [mailto:1000mileman@xxxxxxxxxxxxxx]
>Sent: June 16 2002 15:47
>To: Jim Bronke; omega-list@xxxxxxxxxx
>Subject: Re: WorkSpace Assistant
>
>
>Maximize Calculation Speed should be de-selected. What it does is to
>reduce the number of bars loaded to the absolute minimum required by the
>Maxbarsback setting. That means if you are using any exponential average
>and the minimum number of bars required is 2, then when the chart is
>opened, only 2 bars will be loaded and the calculations performed. Since
>exponentials take some time to settle down, you will get very different
>results than if you load a lot of bars. That is why you should not use
>this setting.
Bill Brower
Email: 1000mileman@xxxxxxxxxxxxxx
Web Site: http://www.insideedge.net
Web Site: http://www.portfolioriskanalysis.com
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