Traders Laboratory - View Single Post - Trading with Market Statistics VI. Scaling In and Risk Tolerance
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Old 08-12-2007, 07:05 AM
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Re: Trading with Market Statistics VI. Scaling In and Risk Tolerance

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understand now... very nice improvement.
Here is another suggestion, if you have not implemented yet... store on every tick... check for new PVP only if the price changed... this is 60% savings and no loss of accuracy. (my initial concern converted into improvement )
Hi nick, this would not be needed. There is a single comparison on each loop...is the volume at this level greater than pvp.

Store this ticks volume
Is the stored volume > than the current PvP
No Finish

I think I am safe in saying the code is optimal. You'll see when Dbntina publishes.

Cheers,
Blowish (another Nick)

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