|
PureBytes Links
Trading Reference Links
|
Tomasz,
Ok I see the system speed problem, but for the strategy I'm trying
out I need tick charts.
( n minute charts don't work very well here, so I'm not expecting
much from n secs charts either. Different tick charts seem to perform
much better for this strategy.)
So it would be nice to have a few more days of tick data for
backtesting purposes only. And then, after having done my testing,
for trading I presume I can go back to 100000 or less to load without
losing the extra data from the database?
Question/suggestion: How are bars to be loaded counted? If I have
e.g. a 100 tick chart, those 100 ticks do not seem to count as one
bar, but as the full 100. I presume this is necessary for calculating
the chart? Or could it be done in such a way that they count together
as one? In that case a 100 tick chart would need 100 times less data
to be loaded, from a far larger database. I'm just brainstorming
here, maybe it doesn't make much sense.
Anyway, I surely would like the possibility of loading 100000+ bars
(provided I can at any time go back to load less).
Regards,
Ralph
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Ralph,
>
> For *very* actively traded instrument 100000 ticks indeed
> may span 1-2 days. To cover longer period I suggest
> to switch to 5-second mode. It gives you 720 bars per hour
> and greatly increases speed of charting.
>
> I can also increase the limit of 100000 bars in the next beta
> (this is soft-coded limit) but note that AmiBroker (and any other
app) will
> slow down very, very much if you try for example to chart one
million of bars.
> So it is anyway not too good idea to generate charts from that much
data.
>
> 5-second mode is much better choice.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "allm4m" <allm4m@xxxx>
> To: <amibroker@xxxx>
> Sent: Thursday, October 03, 2002 1:24 PM
> Subject: [amibroker] TJ: tick charts, historical data
>
>
> > Hi,
> >
> > I'm setting up a tick database for the eminis, but I'm only
getting 1
> > day of historical tick data. A quick calculation learns that this
is
> > about the 100000 bars which is the maximum for a database to
load.
> > Is there a workaround for this? Will this max be changed soon?
> > Are the requested bars present in my database anyway now, without
> > being able to load them?
> >
> > Regards,
> >
> > Ralph
> >
> >
> >
> > Post AmiQuote-related messages ONLY to: amiquote@xxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
|