Search found 3 matches
- Tue Mar 28, 2006 11:08 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Data Corrections
- Replies: 21
- Views: 25575
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...
- Thu Feb 23, 2006 1:21 pm
- Forum: Custom C++ or Java Platforms
- Topic: Custom Java system, Plus self intro
- Replies: 5
- Views: 13364
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 ...
- Thu Feb 23, 2006 12:53 am
- Forum: Custom C++ or Java Platforms
- Topic: Custom Java system, Plus self intro
- Replies: 5
- Views: 13364
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...