happy new year!

I once used a pricey predictive system that creates virtual traders that (using Genetic Algorithms) are randomly seeded with components of a few defined systems in the initRun... forming a unique set of rules for each trader. The resulting traders are also initialized with the same starting capital. Last, there is a clearing market to settle trades. Traders that lose too much money are killed off and replaced with new traders while good traders stay in the pool.

Zorro is really fast. If I tried to do the same in Zorro for a modest 1,000 virtual traders, any guidance on how would I be able to store the parameters and status of each of the 1,000 traders from one bar to the next? (We need to save the descriptors for the rules/systems it follows, parameters for the systems, current open orders, net capital, etc.) I plan to use a struct with lots of switch commands.

Thank you so much for your expertise.

Last edited by OptimusPrime; 12/28/18 16:32.

Thanks so much,

OptimusPrime