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PureBytes Links
Trading Reference Links
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I believe that both are equally fast/slow. There are a few differences
thou:
1. With WL you can optimize a whole portfolio at once with portfolio
money management.
2. You can optimize each symbol of the portfolio in one run.
3. Assigning the various values of the system to EACH symbol is one
mouse click
4. The exhaustive optimizations generates 2 and 3-dimensional graphs for
visualization relationships between #OptVar values and performance
metrics
5. You can also use the new function "SetOptimizeValue" in your script.
It allows you to define your own optimization value. This function
accepts a single "float" parameter, pass in whatever you want. This
value is added to the Optimization Results tabulations and graphs.
Finally, and most important and related to your question, you can
increase the speed of testing if you lower the number of trades that you
want to be displayed in the "Trades Report". This can cut down speed to
10%-20% depending on how many trades your system was generating.
Hope this all helps.
Volker
||-----Ursprüngliche Nachricht-----
||Von: Ivo@xxxxxxxxx [mailto:Ivo@xxxxxxxxx]
||Gesendet: Tuesday, December 09, 2003 6:44 AM
||An: omega-list@xxxxxxxxxx
||Betreff: Wealth-Lab speed?
||
||Maybe a bit off-topic here - a question to those familiar with both
||Wealth-Lab and TS. How fast are Wealth-Lab optimizations compared to
||TS? Is the WL scripting language any faster than EL?
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||Ivo Karindi
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