Search found 3 matches

by Mowgli
Tue Mar 28, 2006 11:08 pm
Forum: Data Providers and other non testing software
Topic: CSI Data Corrections
Replies: 21
Views: 19065

CSI Data Corrections

I am a new customer with CSI. Recently, on more than one occasion, I have noticed lots of data corrections in many contracts after I perform a daily update. Strangely, none of these corrections are to the Close and Unadjusted Close prices. I'm comparing data from the same delivery month, so no sprea...
by Mowgli
Thu Feb 23, 2006 1:21 pm
Forum: Custom C++ or Java Platforms
Topic: Custom Java system, Plus self intro
Replies: 5
Views: 10094

Re: Custom Java system, Plus self intro

A factor of 4 improvement (0.2 sec for a 20 year test of 15 futures) would be very nice. c.f. got the same 3MA Crossover System to run on VeriTrader 2.0 C++ in 0.205 seconds. This was for a basket of 34 commodities for a 10 year test, with disk logging turned off. (More than twice the size of your ...
by Mowgli
Thu Feb 23, 2006 12:53 am
Forum: Custom C++ or Java Platforms
Topic: Custom Java system, Plus self intro
Replies: 5
Views: 10094

I also have been developing a Java BackTesting Platform for the past 2 years in my free time. When you say performance of the system, do you mean the performance of Testing Platform or the Trading System? About the Testing Platform - It takes about 2 seconds to test a strategy on a basket of 15 futu...