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In order to take advantage of the dual processors a program needs
to be threaded so that each thread can be assigned a slice of
either processor using the RISC algorithm.
TS2K cannot do this!
Apart from that, TS2K is written to be capable of many things with
easy language, and while it is an excellent tool for developing
simple ideas without having to write an entire application, it is not
ideal for complex situations.
Severe speed restrictions are caused by carrying foreward all the
variables for each bar of data so that a value n bars ago can be
retrieved easily. This is known as a push stack. The overhead is
huge. Other limitations are also the floating point calcualtions etc
etc.
My point is, if speed is your goal, TS2K is not a good choice no
matter how fast machines get. To illustrate this, let me use a
recent example.
A client developed a trading system on TS2K. They sat thru
hundreds of hours of optimizations and eventually realized that they
needed more speed... alot more!
So I wrote a fairly basic charting application and proceeded to code
their system. Then I coded a strategy engine just like TS2K,
Display of the indicators, Display of the Equity bar by bar, an
optimization engine and finally the reporting of results in the same
style as TS2K but with more parameters like Sharpe, Sortino
Annualized ROI, contribution of trades to Net Profit, etc etc.
In TS2K the optimization process of 2000 runs took about 2.5Hrs.
In this stand alone app it took 11 seconds!
Right off the bat it only took 18 seconds, but with some attention to
detail, I shaved it down to 11 seconds.
Since then we have been able to introduce many more
sophisticated tools to more than double profitability and the
process now runs in about 3mins. After a little more attention to
detail of the new processes, that will be cut in half.
If that were to run of TS2K it would be taking about 25Hrs!
So if its sped you want, forget TS2K. Its never going to happen on
that platform.
Also keep in mind that all these numbers are from a 400Mhz
machine. The application is 32bit clean and threaded, so if you
were to run it on a dual processor machine, you would see
significant speed imporvements
While I'm at it, I might as well mention that to code your system
inside this stand alone shell is really not that hard, and I also
should mention that I am offering 50% off for coding work to new
clients, mainly so that they can see how fast this developing work
is to do!
Regards
Mike
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