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Arizona, USA
Experience: Intermediate
Platform: NinjaTrader
Broker: MB Trading
Trading: Cello
Posts: 116 since Jan 2011
Thanks Given: 321
Thanks Received: 138
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I have come up with a potentially fruitful automated strategy. The problem is, it is very computationally intensive. Running real time shouldn't be an issue. But, backtesting and Market Replay is showing processor bottlenecks. It seems NT runs a strategy on a single processor unless you are optimizing in the Strategy Analyzer.
As to be expected, parallelized for loops as supported in .NET 4.0 are not supported in NT (I can't even declare 'using System.Threading.Tasks'). A parallelized loop is exactly what I need.
Has anyone figured out how do get around this? Is there a workaround? NT support hinting that there was in their reply ( Parallelization not Possible? - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum). But to be honest, I do not completely understand the content of the links. I'm a math guy, not a CS guy.
Any suggestions?
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