Jeff,

Thanks for getting back to me quickly and clarifying the CPU impact of the
C-Trader Pro genetic optimizer. I can tell you for a 3rd party add on genetic
optimizer for TradeStation that the CPU impact can be quite large if one has
many genetic parameters.

I had purchased "The Encyclopedia of Trading Strategies" some time ago and am
again reading part of it, but had not investigated the use of C-Trader Pro until
very recently.

Thanks again,

Dave

--- In scientific-traders@yahoogroups.com, Jeffrey Owen Katz <jeffkatz@...>
wrote:
>
> Hi,
>
> The GA is defnitely not the limiting factor: it runs incredibly fast
> (probably less than 0.01% CPU time). The limiting factor is clearly the
> evaluation of fitness which 1) requires many calculations over long data
> series and 2) is being run in TradeStation's very slow, interpreted
> (rather than compiled) Easy Language.
>
> If you are fluent in basic ANSI C, you should have no problem working with
> C-Trader. Take a look at the book, "The Encyclopedia of Trading
> Strategies".
>
> Jeff
>
> On Fri, 29 May 2009, cohndw wrote:
>
> > Jeff,
> >
> > Thanks much for your quick reply. Two more quick questions for
> > clarification:
> >
> > 1) When I watch TradeStation run with a genetic optimization, the
> > genetic optimization itself is using substantial CPU time, 10% or more -
> > and these are DLL's. So it would appear that if one is doing genetic
> > optimization, then the genetic optimizer is the limiter to maximum
> > speedup that can be achieved. Correct?
> >
> > 2) You said below that I need to know C++ to use C-Trader Pro. But
> > would knowing just regular C work most of the time?
> >
> > Thanks for your patience with me,
> >
> > Dave
> >
> >
> > --- In scientific-traders@yahoogroups.com, Jeffrey Owen Katz <jeffkatz@>
wrote:
> >>
> >> Hi,
> >>
> >> On Sat, 23 May 2009, cohndw wrote:
> >>
> >>> I am considering buying C-Trader Professional in order to greatly speed up
large genetic optimizations I am doing in TradeStation. I have searched the
forum but cannot find clear answers to the questions below. Thanks for taking
the time to respond to this.
> >>>
> >>> 1) Does C-Trader Pro work well under Cygwin in windows?
> >>
> >> Definitely. Others on the group have it working in Cygwin. You
> >> need to install X-11, gnuplot, and do some configuration from what I hear;
> >> however, once configured properly, Cygwin works very well.
> >>
> >>>
> >>> 2) Does C-Trader Pro deliver the 100 to 1 speed improvement over
> >>> TradeStation for Large Genetic Optimizations? What type of TradeStation
> >>> program (small, large) was used to show the 100 to 1 speedup?
> >>
> >> Easily, maybe even a greater speedup since the newer TradeStation
> >> versions are slower! And not just for genetic optimization, but for
> >> brute force optimization and all backtesting operations. Part of this
> >> comes from C being a compiled language.
> >>
> >>>
> >>> 3) Does the Genetic Optimizer that comes with C-Trader Pro have all the
> >>> capabilities of the 3rd party add-on: TradeSmart's Genetic Optimizer
> >>> V1.5, so that one can convert existing TradeStation code directly to
> >>> C-Trader Pro?
> >>>
> >> I am not familiar with TradeSmart's genetic optimizer. We
> >> developed TS-Evolve, a GO that works with TradeStation-- in fact, it was
> >> the first out there! Others did knockoffs of TS-Evolve, some so similar
> >> as to violate copyrights!
> >>
> >>> 4) Must one know C++ in order to use C-Trader Pro?
> >>
> >> Afraid so. You do not need to be a Wizard, but you need a basic
> >> knowledge of C. If you know Easy Language, you should have no problem
> >> picking up what you need of C language.
> >>
> >>>
> >>> 5) Must one know C++ in order to use the Genetic Optimization within
> >>> C-Trader Pro?
> >>
> >> Save as above. You need some ability to use C.
> >>>
> >>> 6) For buy and sell intraday limit orders, does C-Trader Pro allow one
> >>> to specify that the order is not filled until the limit price is
> >>> exceeded?
> >>
> >> Easily. You can also specify any other imaginable kind of order
> >> and fill rules. All order coding is explicit and easily modified.
> >>
> >>>
> >>> Thanks,
> >>>
> >>> Dave
> >>>
> >>>
> >>
> >
> >
> >
>