Monday, June 28, 2010

MySum

Why would I rewrite in indicator as simple as Sum? Because my indicators are designed to be used as components, and 'Sum' is needed in others I'm writing. The storage overhead of Ninjatrader's Sum is at least 2 kilobytes. The storage overhead for JHL.Utility.Sum of n periods is n * 8 + 16 bytes.

MySum.zip

1 comment:

Anonymous said...

You are absolutely wrong regarding your assumtion about storage. Your version memory consumtion is bigger than original, since you are still hosting original DataSeries. Plus instantiating new objects and prforming more calculations - giving more work for CPU.
Anyway your passion is appreciated.