long WINAPI CreateDirectory(char* lpPathName,long lpSecurityAttributes); long WINAPI RemoveDirectory(char* lpPathName); long WINAPI MoveFile(char* lpExistingFileName,char* lpNewFileName);
However, it is often convenient to choose algo first. For example, if you write an algo that you want to trade selectively from multiple assets.
Code
// initial settings
...
LookBack = max((1440 / BarPeriod) * MANUAL_LOOKBACK_DAY_SETTING, LookBackNeeded);
...
for(auto it : myAlgoContainerMap)
{
algo(it.first); // name of algo
while(asset(loop(Assets))
{
it.second->run(); // process function of algo
}
}
In this case, the number of times the asset is switched will also increase in proportion to the increase in algo. When the asset is switched, lookback data may also need to be moved(or copied). I'm asking you to review whether this can be a factor in performance degradation.
![[Linked Image]](http://i.ytimg.com/vi/T1gJGRbu0ck/hqdefault.jpg)