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Tomasz,
This is exactly the point to use another, independent AA window.
One to scan [say every 5 min] the interesting [and critical for that
day] composites and another [independent] for the regular
explorations. It is hard to know in advance the explorations you will
need after the middle of the session, if the day is bearish many
[interesting] breakouts may happen. The last months a breakout -10%
below the recent peak is quite useful and tomorrow will be too late
to catch some early birds.
Of course it is a matter of style, but...
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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