Tuesday, 14 August 2012

lets do 5.3 billion Candlestick calculations

Been heavily involved in trying to condense the Candlestick processing. The story so far is that I have 8 Candlestick indicators, 3 of which have 2 values and the remaining 5 have 22 values. What this gives is 256 divided by 2 combinations (each candlestick option appears only in half of the options) of 22 to the power 5 times 2 to the power 3, giving 5,277,319,168 separate Candlestick calculations - as the previous indicator calculations take 2 hours per company for 300,000 odd calculations, then 5.3b will take approximately 4 years per company to complete, there are approximately 2,500 companies in the LSE, and so we should be finished by about the year 12012. This is unacceptable, and so thinking up ways to optimise.  

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