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I've had a quick read through the .org file now and it appears that you're using R for things like moving averages over the stream of prices. Have you considere

I've had a quick read through the .org file now and it appears that you're using R for things like moving averages over the stream of prices. Have you considered using one of Haskell's FRP (or pipes/conduit) libraries for this side of things?

zygomega 14y ago
definitely. I intend to move all of that code into haskell once I get a handle on whether the algo design is on the right track.