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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.
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