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Re: [amibroker] Re: foreign



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Hello Jan,
 
Recalculation is a reminiscence of the old days 
when scrolling was not
"live" and saving memory for the buffers was 
important.
It will be re-enginereed some time in the 
future.
 
Best regards,Tomasz Janeczko===============AmiBroker - the 
comprehensive share manager.<A 
href="">http://www.amibroker.com
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
jonf 
To: <A title=amibroker@xxxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Thursday, September 13, 2001 
5:26 PM
Subject: Re: [amibroker] Re: 
foreign

Tanks b,
 
Very interesting and twisted way to preprocess and analyze 
foreign symbol !
Unfortunately your solution is not viable to me, I want to 
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 see why 
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@xxxxxxx 

To: <A title=amibroker@xxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, September 13, 2001 
10:23 AM
Subject: [amibroker] Re: foreigh
Jon,If you are doing extensive optimization 
retesting on one or two stocks, here is an approach that is workingwell 
for me as I am in the middle of extensive backtesting of variationson 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 allthe 
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 to use 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 allmy 
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@xxxxx> 
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 use of Yahoo! 
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