Trading simulators vary dramatically in such aspects of performance as speed, capacity, and power. Speed is important when there is a need to carry out many tests or perform complex optimizations, genetic or otherwise. It is also essential when developing systems on complete portfolios or using long, intraday data series involving thousands of trades and hundreds of thousands of data points.
In some instances, speed may determine whether certain explorations can even be attempted.
Some problems are simply not practical to study unless the analyses can be accomplished in a reasonable length of time.
Simulator capacity involves problem size restrictions regarding the number of bars on which a simulation may be performed and the quantity of system code the simulator can handle.
Finally, the power a simulator gives the user to express and test complex trading ideas, and to run tests and even system optimizations on complete portfolios, can be significant to the serious, professional trader. A fairly powerful simulator is required, for example, to run many of the trading models examined in this book.
Simulator capacity involves problem size restrictions regarding the number of bars on which a simulation may be performed and the quantity of system code the simulator can handle.
Finally, the power a simulator gives the user to express and test complex trading ideas, and to run tests and even system optimizations on complete portfolios, can be significant to the serious, professional trader. A fairly powerful simulator is required, for example, to run many of the trading models examined in this book.
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