blog.algodeal.com

Algodeal Blog

Wednesday, January 26, 2011. New release: more accurate execution, faster backtests. Well, here comes v2.0.2, the latest version of our platform. We've put a lot of efforts into speeding up backtests execution, particularly backtests that use small bars (such as bars that last a minute). A heavy strategy that was using hundreds of instruments with a mix of Daily and Minute bars went from taking more 7 hours to less than 3. Not bad, though smaller strategies will see a less dramatic speed up. Posted by Er...

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Algodeal Blog | blog.algodeal.com Reviews

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Wednesday, January 26, 2011. New release: more accurate execution, faster backtests. Well, here comes v2.0.2, the latest version of our platform. We've put a lot of efforts into speeding up backtests execution, particularly backtests that use small bars (such as bars that last a minute). A heavy strategy that was using hundreds of instruments with a mix of Daily and Minute bars went from taking more 7 hours to less than 3. Not bad, though smaller strategies will see a less dramatic speed up. Posted by Er...

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Algodeal Blog | blog.algodeal.com Reviews

https://blog.algodeal.com

Wednesday, January 26, 2011. New release: more accurate execution, faster backtests. Well, here comes v2.0.2, the latest version of our platform. We've put a lot of efforts into speeding up backtests execution, particularly backtests that use small bars (such as bars that last a minute). A heavy strategy that was using hundreds of instruments with a mix of Daily and Minute bars went from taking more 7 hours to less than 3. Not bad, though smaller strategies will see a less dramatic speed up. Posted by Er...

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Algodeal Blog: New release: neural networks, cash allocation

http://blog.algodeal.com/2010/12/new-release-neural-networks-cash.html

Tuesday, December 7, 2010. New release: neural networks, cash allocation. 3 releases have come and gone since our last update on features. High time to let you know about them. Access to last open price in strategies. Strategies can now programmatically access the last open price:. This can be used in conjunction with. HasNewOpen() can be especially useful when trying to take decisions only once bars for all instruments have been started. See the Using all open prices in multi-instrument strategies.

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Algodeal Blog: New release: more accurate execution, faster backtests

http://blog.algodeal.com/2011/01/new-release-more-accurate-execution.html

Wednesday, January 26, 2011. New release: more accurate execution, faster backtests. Well, here comes v2.0.2, the latest version of our platform. We've put a lot of efforts into speeding up backtests execution, particularly backtests that use small bars (such as bars that last a minute). A heavy strategy that was using hundreds of instruments with a mix of Daily and Minute bars went from taking more 7 hours to less than 3. Not bad, though smaller strategies will see a less dramatic speed up. Posted by Er...

3

Algodeal Blog: New release: Explore Data, Meta Strategies and IE bugfix

http://blog.algodeal.com/2010/10/new-release-explore-data-meta.html

Wednesday, October 27, 2010. New release: Explore Data, Meta Strategies and IE bugfix. We've released version 1.8 of our framework and website last week. For strategy writing, the most significant new feature is the Meta Strategy. It allows for strategies made of several sub-strategies. The sub-strategies follow the same pattern as normal strategies (including extending the AbstractStrategy class), while the parent strategy must extend AbstractMetaStrategy. Public void createStrategies() {. The red arrow...

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Wednesday, January 26, 2011. New release: more accurate execution, faster backtests. Well, here comes v2.0.2, the latest version of our platform. We've put a lot of efforts into speeding up backtests execution, particularly backtests that use small bars (such as bars that last a minute). A heavy strategy that was using hundreds of instruments with a mix of Daily and Minute bars went from taking more 7 hours to less than 3. Not bad, though smaller strategies will see a less dramatic speed up. Posted by Er...

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