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Will do, Anthony!
Thanx!
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Anthony Faragasso
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, October 14, 2001 6:15
PM
Subject: Re: [amibroker] Wishlist
dear iva gmbh;
Read the newsletter dated 3/2001, Database maintenance hints are given
about backups. Tomasz already gives some ideas.
Anthony
IVA GmbH wrote:
TJ, <FONT
size=-1>what do you think of a backup directory containing all the stock,
commodity (or else) data in addition to the studies being
conducted? In case of file
corruption, one would have to repeat all studies... <FONT
face=Arial>How does this sound? <FONT
face=Arial>Markus
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service.
<IMG height=47 src=""
width=197>Issue 3/2001 (No. 11)
AmiBroker Tips weekly newsletter.Issue
3/2001. No 11. 22 January
2001.Copyright (C)2001 Tomasz Janeczko. All back
issues available from:<A
href="">http://www.amibroker.com/newsletter/
IN THIS ISSUE
1 Welcome2 AFL Library: Ichimoku charts3 Tip of the week:
Database maintenance hints
1 Welcome
Welcome to the 3rd issue of AmiBroker Tips newsletter in the 2001. This
week I will present the formula for Ichimoku chart and some database
maintenance hints.
Just a reminder: if you have any comments/suggestions or article ideas,
please don't hesitate to drop a line to <A
href="">newsletter@xxxx
2 AFL Library: Ichimoku charts
Ichimoku charts - yet another Japanese charting technique is enjoying new
wave of popularity. Just a few months ago, in the October 2000 issue of
Technical Analysis of Stocks and Commodities (TASC) magazine an article
covering this charting method was presented. I will not dig into details -
they are described fairly enough in the TASC magazine - instead I am going to
focus on AFL implementation, but a bit of introduction is needed:
"Literally, ichimoku means 'one look'; a chart of this style is
referred to as [...] the table of equilibrium prices at a glance. [..] All the
computations involved no more than taking midpoints of historical highs and
lows in various ways. Nevertheless, the completed chart presents a panoramic
view of price movement"
OK. This sounds a little bit complicated, but in fact the whole algorithm
is not difficult at all. An ichimoku chart consists of:
the standard line calculated as one half of the sum of highest highand
lowest low price over past 26 days
the turning line calculated as one half of the sum of highest high and
lowest low price over past 9 days
the delayed line which is close price shifted 25 days prior to today
the first preceding span line which is calculated as the average of
standard line and turning line and then shifted 25 days ahead of today
the second preceding span line which is calculated as the average of
highest high and lowest low prices over past 52 days and then shifted 26
days ahead of today
Implementing above rules in AFL gives the following formula:
SL = ( HHV( H, 26 ) + LLV( L, 26) )/2;TL = ( HHV( H, 9) + LLV(
L, 9 ) )/2;DL = Ref( C, 25 );Span1 = Ref( ( SL + TL )/2, -25
);Span2 = Ref( (HHV( H, 52) + LLV(L, 52))/2, -25);
where SL is the standard line, TL - turning line, DL - delayed line, Span1
and Span2 - the first and the second preceding span lines.
To plot the chart we will need additional setup for graph colors and
styles:
maxgraph = 6;
graph0 = SL;graph1 = TL;graph2 = DL;graph3 =
Span1;graph4 = Span2;graph5 = close;
graph0style = graph1style = graph2style = graph3style = graph4style
= 1;graph5style = 5;
graph0color = 7;graph1color = 5;graph2color =
13;graph3color = 6;graph4color = 6;graph5color = 2;
The code above uses the same color scheme as presented in TASC except that
close price is drawn with black color and thick line. You can change it
however by modifying graph5color=2 statement. Note that you should choose
Automatic scaling in the Indicator window to chart this one properly. A
complete AFL code can be found <A
href="">here.
An ichimoku chart is a trend-following system with an indicator similar to
moving averages. As in the moving averages, a buy signal is initiated when the
turning line rises above the standard line, and the sell signal is the
opposite. For more details please consult the article in the October 2000
issue of TASC magazine.
3 Tip of the week: Database maintenance hints
This week I will cover database maintenance issues. These things are often
forgotten but they are very important.
1. Protecting your work by making database backups
Yes, I know you trust AmiBroker performing its tasks well (otherwise you
would not register it!), but since there is no perfect software you should
protect your data, especially your manually entered information and/or
studies, from accidental deletion. It is advised to make a backup of your
working database at least once a week. I do not provide any special tool for
this task just because it is very simple. All you need to do is to make acopy
of your data directory (by default this is Data subfolder of AmiBroker's main
directory). You can do this using Windows Explorer by selecting data folder,
then choosing Edit->Copy and then browsing to your Backup storage diskand
choosing Edit->Paste. You can also use Edit->Copy to folder option
available in some versions of the Explorer. Yes, it's that simple. You can
also automate this task using your favorite tool (for example Windows Task
Scheduler).
If you ever experience data lost (hopefully never) all you need to do is to
copy back the folder with all subdirectories to the original location. Please
remember to make backups and restores when AmiBroker is NOT running.
2. Managing large databases
If your database consists of 500 stocks this is not an issue at all, but if
you have ten times more (5000 stocks or so and 10 years history) it may be
worthwhile to perform some maintenance tasks to make your work faster and
smoother. The most important issue that slows down database access is thefile
fragmentation. When your operating system writes a file to the hard drive, it
finds the first available sector and begins writing. If the file is larger
than that sector then your operating system tries to write in the next
contiguous sector. If that sector is already being used by another file, then
a "forwarding address" is attached to the file in the current sector and the
remaining part(s) of the file is copied into the next available sector. This
results in disk fragmentation. Fragments of the file are stored in
noncontiguous locations on the hard drive. The read and write of this file
would take considerably longer than reading from contiguous sectors, thus
slowing performance.
In order to prevent the degradation of the performance you should run a
defragmenter program once a week or so. Supplied with Windows is Defrag
program that aligns file in a contiguous order. There are however better
third-party defragmenters (for example Diskeeper). My tests show however,that
defragmentation is performed well by these tools and often one simple method
gives better results when it comes to the database loading/saving times. The
method is very simple: just copy your database to another location (as you are
making a backup copy), then delete the original and rename the copy back to
original name. This simple process often gives 20% (or more) speed increase.
Instead of having one large database you can also consider splitting it to
a couple of smaller ones.
Another thing that may greatly reduce database loading times are AmiBroker
settings that can be found in Tools->Preferences menu,
Miscellaneous tab:
If you tick Enable partial database loading box AmiBroker will not
load all quotes stored in its files but only defined number of latest quotes
(this number is defined in Load upto box). If you have 10 year database
enabling this option and specifying 250 (roughly one year) can increase
startup time 4 or 5 times. The remaining quotes could be loaded any time later
by choosing File->Load remaining quotes option from the menu. To
save you from choosing this option for every stock that you want to checkin
detail another option is available: Load all quotes when stock is
selected. If you check this box, AmiBroker will automatically load all
remaining quotes of every stock that you select for viewing from Stock tree or
ticker list. This way you will not even notice that you have only partially
loaded database.
.... and that's all for this week - hope you enjoyed reading
AmiBroker Tips weekly newsletter. Issue 3/2001.
Copyright (C)2001 Tomasz Janeczko. All back issues available
from: <A
href="">http://www.amibroker.com/newsletter/
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