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PostPosted: Mon Jul 07, 2014 4:29 pm 
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Joined: Wed Sep 18, 2013 10:50 am
Posts: 67
Location: London
Hi Guys

* Suppose I have multiple projects in my solution.
* Each projects takes about 30 seconds to process and arrive at a decision (to buy/sell or not)
* The solution subscribes to 5 min bars.

Does that mean I can only have a maximum of 10 projects in my solution? ( 30 * 10 = 300 sec = 5 minutes ) (Since projects are executed syncronously: Please correct me if I am wrong)

Regards
Maddy


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PostPosted: Mon Jul 07, 2014 6:29 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6778
Hi,

since event handlers in solution projects get triggered sequentially (i.e. OnBar for for example MSFT for the first project, then OnBar for MSFT for the second project and so on), the answer is yes, but I guess if you have such a time consuming data processing algorithm, you can run this algorithm in a thread (per project) and once this thread processes data for one set of bars, the strategy skips (or collects) other incoming bars.

Regards,
Anton


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PostPosted: Mon Jul 07, 2014 6:31 pm 
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PS. If you have a multicore machine, then the solution above should scale up with the number of cores.


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PostPosted: Mon Jul 07, 2014 6:37 pm 
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Thanks Dr. Anton


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