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Hello,
I forgot to thank you and Ed for pointing out this error.
So BIG thanks go to Jayson and Ed for providing me with detailed reports
on this problem.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Jayson" <jcasavant@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 24, 2002 5:41 AM
Subject: RE: [amibroker] Composites: problem found - appears when running very large scans
> The fix works like a charm!
>
> thanks for all your effort.
>
> Jayson
>
>
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@x...]
> Sent: Wednesday, October 23, 2002 12:06 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Composites: problem found - appears when running very
> large scans
>
>
> Hello,
>
> There are three things that cause problems:
>
> 1. (The most important)
> The bug in AmiBroker that exihibits only when working with large databases
> and doing large scans.
> Strictly speaking it appears only when number of symbol scanned is larger
> than "in-memory cache" set in Tools->Preferences->Data.
> Usually "in-memory cache" is set to few thousands so the problem does
> not appear until your scan exceeds a few thousands of symbols.
>
> What happens is that composite symbol may be flushed from "in-memory" cache
> and then when AddToComposite tries to delete all data it "thinks" that
> there are no quotes in composite (because it is flushed and cache is not
> filled again),
> so in fact composite in that case is not reset to zero.
>
> The problem will be fixed in a new maintenance release 4.20.5
> that will appear today.
>
> 2. (important if industry names /sector names are too long)
>
> When building composite symbols from Sector/Market/Industry
> name the string is truncated after 15th character because this is the
> maximum length
> of ticker symbol used in AmiBroker.
>
> Quotes Plus database has a few such sectors/industries that differ
> only with characters past 15th.
>
> For example there is
> Aerospace-Defense
> and
> Aerospace-Defence Eqp+
> industry in QP2 database.
>
> When the AddToComposite is run first 15 characters are used
> to create a symbol. In both cases it results in:
> ~Aerospace-Defe
>
> This causes that data for symbols belonging to different categories
> affect single composite that fools AddToComposite routine.
>
> Similar effect was created by sector names starting with exactly the
> same string as industry name. (In QP2 database industry names
> have sector name prefixed so it happens quite often)
>
> So, if your database uses long sector industry names you may consider
> making them unique by the following code:
>
> symI="~" + StrLeft( IndustryID(1), 11 ) + WriteVal( IndustryID(0), 1.0 ) ;
> AddToComposite(O,symI,"O");
> AddToComposite(H,symI,"H");
> AddToComposite(L,symI,"L");
> AddToComposite(C,symI,"C");
> AddToComposite(V,symI,"V");
>
> symM="~M_" + MarketID(1);
> AddToComposite(O,symM,"O");
> AddToComposite(H,symM,"H");
> AddToComposite(L,symM,"L");
> AddToComposite(C,symM,"C");
> AddToComposite(V,symM,"V");
>
> symS="~S_" + SectorID(1);
> AddToComposite(O,symS,"O");
> AddToComposite(H,symS,"H");
> AddToComposite(L,symS,"L");
> AddToComposite(C,symS,"C");
> AddToComposite(V,symS,"V");
>
>
> 3. (this is not that important, but good to mention)
>
> Using non-default setting for flags.
> AddToComposite(O,symM,"O",flags=1);
>
> Flags = 1 mean atcFlagResetValues = 1 - reset values at the beginning of
> scan (recommended)
>
> But... an important flag (2) is missing:
>
> atcFlagCompositeGroup = 2 - put composite ticker into group 253 and EXCLUDE
> all other tickers from group 253 (avoids adding
> composite to composite)
>
> Without this flag composite tickers are NOT excluded from adding to
> themselves which is wrong.
>
> By default both atcFlagResetValues and atcFlagCompositeGroup are switched
> on
> and you should NOT change the defaults unless you really know what you are
> doing.
>
> So you should use:
> AddToComposite(O,symM,"O"); // use DEFAULTS !!!
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
>
>
>
>
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (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/
>
>
>
>
>
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (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/
>
>
>
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