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Tanks b,
Very interesting and twisted way to preprocess and analyze
foreign symbol !
Unfortunately your solution is not viable to me, I wantto
analyze and view 1000s of stocks compare to the overall market, and each
market group index.
I hope the speed will be improved in AmiBroker 7.8
!
Even with the explanation of Tomasz, I really don't seewhy
it's so slow to match all dates together, it shouldn't take more time than
looping to all the data once (an operation that most indicator do) ? Also I
still don't understand why this operation is done every-time you touch the
scroll bar ?
Jon.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
b519b@xxxxx
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, September 13, 200110:23
AM
Subject: [amibroker] Re: foreigh
Jon,If you are doing extensive optimization
retesting on one or two stocks, here is an approach that is working well
for me as I am in the middle of extensive backtesting of variations on a
single ETF. It takes some time to set up, but optimization retesting
is lightening fast. The following example is a bit simplier than I use
because I build a custom indicators from 50+ stocks in Excel, but the
following will give the general idea. 1. Export all the data for a
stock (such as IBM).2. Import it into Excel.3. Import the "foreign"
data into Excel (I'll use the DJIA for illustration purposes).4.
Double check that the dates match for the stock data and the foreign data.
One could write an Excel function to do this, but I just eyeball it.
Usually if one gets the first date to match the rest match up with almost
no further changes.5. Save the new data as a csv file giving it a compound
name such as IBMxDJIA.6. Use the import wizard in AB to select the
data one wants from each of the components. Currently there are only 6
data slots in AB (Open, High, Low, Close, Volume, Open Interest), so you
will have to decide which IBM data to drop to get a space for what you
want from the DJIA. Since my indicator forumulas usually ignore Volume,
that is where I usually stick the first "foreign" data set. I like touse
the Volume slot because whatever is in Volume is automatically displayed
in the background of AB's default chart. It's nice to see how the
foreign indicator relates to the price movement. 7. If I need a second
"foreign" data set, I have AB import it into the OI slot since I never use
OI. If needed one could put foreign data into the High and Low slots,but
that often produces charts that look very confused and it might affect any
stop loss elements, so I try to leave H and L unchanged. Also I make sure
all my custom indicators are above zero since I don't know how AB would
react if a stock has negative volume for a day.8. I then make a custom
version of my indicator formula which could be named
IBMxDJIAxBuyLowSellHigh and on the first line of the formula I include a
note recording what data is in each of the 6 stock data points in the
combo stock IBMxDJIA: for example, //O = Open of IBM//C = Close of
IBM//V = Close of DJIA//OI = Open of DJIA9. Any backtesting
using this combo stock (IBMxDJIA) is lightening fast. 10. I
hope the need for the above will disappear at some point in the future if
AB includes a match feature. Hope this helps in the
meantime.b--- In amibroker@xxxx, "jonf" <jonf_ca@xxxx>
wrote:> Thank a lot for this Tomasz,> > Using foreign
only once help a little but Is it possible to avoid calculation (not only
for foreign, but for everything) each time we use the scroll bar !>
> Jon !Your
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