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Re: [amibroker] Re: Speeding up Composite creation



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Hello,

Caveat: the looping accross symbols using GetCategorySymbols
is good idea on small watch list (upto 100 symbols).
Using it on larger watch lists especially in indicators is bad idea
because it may hog down the system especially when working in real-time.

AddToComposite has advantage of being much more CPU friendly.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, December 09, 2003 2:12 PM
Subject: [amibroker] Re: Speeding up Composite creation


> Herman,
> I prefer to run all the daily composites just after the EOD download.
> If there are some interesting intradays, it is more convenient to 
> have some GetCategorySymbols() already prepared to give the result 
> without scan, especially when the AA window is occupied for breakouts 
> explorations etc. In general, the more you prepare [time consuming of 
> course] the better. 
> Tomasz wrote some time ago about more [independent] AA windows. It 
> would be probably interesting.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx> 
> wrote:
> > If you are like me you placed you AddToComposite()s ahead of the 
> code that
> > uses the Composites. This is easy as it keeps things together 
> however it
> > also means that when you perform a Scan most of the other code is 
> executed
> > as well and this can slow down your Scan significantly. You can 
> prevent this
> > by using a simple if(scan){} , this executes Scan code only when 
> scanning
> > and skips the Scan code when running Backtests or Explorations. I 
> found this
> > really speeds up my code.
> > 
> > Buy=Sell=Short=Cover=0;
> > Scan = Status("Action")==3;
> > 
> > ... preperatory code
> > 
> > if(Scan) {
> > 
> > AddToComposite()
> > AddToComposite();
> > 
> > } else {
> > 
> > ...systems and explorations
> > 
> > } // End else
> 
> 
> 
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