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You guys are spoiled with all your high-end computers >VBG<. If high-tech
grants profits, IŽll defintely bust out>G<.
Know what? I run my scans on an 230 Mhz PC with 64MB Ram and Addcomposite as
described by Jayson (all stocks included) takes about 15 minutes.
No big deal in my eyes and time to have another coffee...
Cheers
Markus
----- Original Message -----
From: "amiabilityy" <amiabilityy@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 25, 2003 7:15 AM
Subject: [amibroker] Re: Jayson (or TJ) QP2 database efficiency
> phsst,
>
> 8 mins sounds like a long time, run the formula below as a comparison,
> My comp is a 2.5 ghz with 512mgz ram .
>
> using the formula below as a test,
>
> Buy=Cross(C,MA(C,10));
> Sell=Cross(MA(C,10),C);
>
> In an AA backtest,
> my computer takes about 4 seconds with the report settings set to no
> trade list, on about 1500 tickers with a 12 year history.
>
> with the same data and the report settings set to tradelist with
> prices( 4 dec.dig) it takes 27 seconds.
>
>
> My old 200 mgz comp took about 13 times longer on this test.
> peter.
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "phsst" <phsst@xxxx> wrote:
> > I too filter stocks by price under $5, along with other
> restrictions.
> >
> > But since you state that TJ has made the QP2 plugin pretty fast...
> > I'll trust it too.
> >
> > But one final question... is it unusual for a full database backtest
> > to take 8 minutes to complete... including filtering of stocks less
> > than $5 in price?
> >
> > Thanks for the feedback.
> >
> > Phsst
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> > > Psst,
> > > I do not use the all stocks option as there are many, many stocks
> > there that
> > > I would not even consider trading. For instance the qp database
> has over
> > > 2200 stocks under $5, almost 600 less than a dollar. Instead I
> > filter a list
> > > that meets my trading universe criteria. I suppose there are pro's
> > and cons
> > > to both approaches. Using the enable local storage option will
> speed
> > things
> > > a bit but Tomasz has made the QP plug in pretty fast.
> > >
> > > Jayson
> > > -----Original Message-----
> > > From: phsst [mailto:phsst@x...]
> > > Sent: Thursday, April 24, 2003 10:56 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Jayson (or TJ) QP2 database efficiency
> > >
> > >
> > > Jayson,
> > >
> > > You made a post earlier today that did not register for a few
> hours,
> > > so I apologize for not linking into the original thread.
> > >
> > > I believe that you posted that it only takes you a couple minutes
> to
> > > ripple thru your QP2 database to create new indexes.
> > >
> > > Here is my question:
> > >
> > > I link directly to my QP2 database rather than using QP2 to
> update the
> > > native AB database.
> > >
> > > Then, using the 'Groups / All Stocks' option to backtest or
> explore
> > > against the entire QP2 database, it usually takes about 8 minutes
> per
> > > backtest or explore on my 1.7 ghz system.
> > >
> > > Am I using the system in the most efficient way? Or should I
> specify
> > > the 'local database' option and let the system spend a few minutes
> > > each day to update a native AB database from my QP2 database in
> order
> > > to speed up things on all subsequent backtests an explores?
> > >
> > > Thanks in advance,
> > >
> > > Phsst
> > >
> > >
> > >
> > > Yahoo! Groups Sponsor
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