RE: [amibroker] any ideas to reduce runtime for the price RS ranking code?

["dingo" <dingo@xxxxxxxxxxx>]

<FONT face=Arial 
color=#0000ff size=2>AB doesn't take advantage of multiple processors. You're 
better off getting faster memory, processor, front side bus, etc. and 
enough memory to cache all of the disk data you'll be using.
<FONT face=Arial 
color=#0000ff size=2> 
<FONT face=Arial 
color=#0000ff size=2>d
<BLOCKQUOTE dir=ltr 
>
  
  
  From: Jean Paul Buffon 
  [mailto:j.buffon@xxxxxxxxxxx] Sent: Sunday, August 01, 2004 10:31 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 
  any ideas to reduce runtime for the price RS ranking 
code?
  
  Can we use a quad or dual processor computer to 
  reduce run time? 
  <BLOCKQUOTE 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    Jason 
    Hart 
    To: <A title=amibroker@xxxxxxxxxxxxxxx 
    href="">amibroker@xxxxxxxxxxxxxxx 
    Sent: 08/01/2004 10:19 PM
    Subject: Re: [amibroker] any ideas to 
    reduce runtime for the price RS ranking code?
    
    Jesus Charles!  What is in that formula?  I just pasted it 
    into AA and ran it on a watchlist of 150 stocks and I thought my computer 
    was going to catch on fire!!firstview2000 <<A 
    href="">firstview2000_1999@xxxxxxxxx> 
    wrote: 
    <BLOCKQUOTE class=replbq 
    >Hi,With 
      the following code, it takes me over 40 minutes to run a database of 
      700 tickers. This code calculates 2 ratings, one for stocks and one 
      for indices.Can anyone suggest some good ways to reduce the 
      runtime ?TIA.Charles/*** Price Relative Strength 
      Ranking***/// use this function to calculate self relative 
      strength// The funciton takes care of stocks with several quote 
      length// It returns the calculated relative strength arrayfunction 
      selfRelStrength (myArray){      sRelStren 
      = IIf((IsNull(ROC(myArray, 260)) == False),       
                  
                  
                  
            ROC(myArray, 260) + ROC(myArray, 195) + 
      ROC(myArray, 130) + 2 * ROC(myArray, 
      65),            
                  
                  
                  
            IIf (      
      (IsNull(ROC(myArray, 195)) == False),       
                  
                  
                  
                  
      ROC(myArray, 195) + 2 * ROC(myArray, 130) + 2 * ROC(myArray, 
      65),            
                  
                  
                  
                  
                  
            2 * ROC(myArray, 130) + 3 * 
      ROC(myArray, 65) ));      
                  
      return sRelStren;}//replace your watchlist number with 
      0//list = CategoryGetSymbols( categoryWatchlist, 0 );list = 
      CategoryGetSymbols( categoryMarket , 0 ) + CategoryGetSymbols( 
      categoryMarket , 1 );Count = 0;rank = 0;relval = 
      0;n = 0;CountIdx = 0;rankIdx = 0;relvalIdx = 
      0;nIdx = 0;// price change for the current symbolOwnVal = 
      selfRelStrength(C);for( i = 0; ( sym = StrExtract( list, i ) ) != 
      ""; i++ ){      
            
      SetForeign(sym);      if (IsIndex()) 
      {            
      relValIdx      = 
      Nz(selfRelStrength(C));      
            
      RestorePriceArrays();      
            nIdx         
            = Nz(IIf(relValIdx != 0, 1, 
      0));            // 
      count if there is a price change      
            // now, add up counts for all symbols with 
      price change in the specified period      
            CountIdx = CountIdx + 
      nIdx;            
      rankIdx = IIf (relValIdx > OwnVal, rankIdx + 1, 
      rankIdx);      
      }      else 
      {            
            relVal      = 
      Nz(selfRelStrength(C));      
            
      RestorePriceArrays();      
            n         
            = Nz(IIf(relVal != 0, 1, 
      0));            // 
      count if there is a price change      
            // now, add up counts for all symbols with 
      price change in the specified period      
            Count = Count + 
      n;            
      rank = IIf (relVal > OwnVal, rank + 1, 
      rank);      }}rankPerc = int(100 
      * (Count - rank) / Count);rankPercIdx = int(100 * (CountIdx - 
      rankIdx) / CountIdx);// filter out any stocks that dont have 
      recent quotes (1 month)// this is done via comparing with 
      $compxCurrentDay = Now(3);      
            // get system date with dateNum 
      formatCurrDayAgo = CurrentDay - 100;LastDay = 
      LastValue(DateNum());// donot rank DATAONLY tickers (in Market 
      #3)Filter = (CurrDayAgo <= LastDay) AND (MarketID() != 
      3);if (Status("action") == 4) {// code running in 
      explorationSetOption("nodefaultcolumns", True 
      );AddTextColumn(Name(),"Ticker");AddColumn(Close,"Close", 
      1.2);// AddColumn(Count,"count", 1.0);AddColumn(rank,"rank#", 
      1.0);AddColumn(Ownval,"Perf",1.2);AddColumn(rankPerc,"rank%",1.0);AddTextColumn(IndustryID(1),"Industry");AddColumn(rankIdx,"rankIdx#", 
      1.0);AddColumn(rankPercIdx,"rankIdx%",1.0);}Check 
      AmiBroker web page at:<A 
      href="">http://www.amibroker.com/Check 
      group FAQ at: <A 
      href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
      
    
    
    Do you Yahoo!?<A 
    href="">New 
    and Improved Yahoo! Mail - Send 10MB messages! Check 
    AmiBroker web page at:<A 
    href="">http://www.amibroker.com/Check 
    group FAQ at: <A 
    href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
    Check AmiBroker web page at:<A 
    href="">http://www.amibroker.com/Check 
    group FAQ at: <A 
    href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
    


Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








Yahoo! Groups Sponsor


  ADVERTISEMENT 












Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/ 
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx 
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.