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[amibroker] Re: Best setup for large forex history



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the reason for my suggestion is because if you are looking for a
sample of intraday history 6 months of intraday history is the
equivalent of 4 years daily history on an hourly chart if the market
is open for 8 hours a day. I would hope that it would be enough to
backtest any strategy.



--- In amibroker@xxxxxxxxxxxxxxx, Alan Lam <firehorse888uk@xxxx> wrote:
> Eugene wrote:
> 
> >--- In amibroker@xxxxxxxxxxxxxxx, "firehorse888uk"
> ><firehorse888uk@xxxx> wrote:
> >  
> >
> >>Hi,
> >>
> >>Current spec AMD 1800+, 1.5GB
> >>Will be upgrading to AMD 3200+, 2GB
> >>
> >>I'm loading large forex databases and it's getting slow. 14
> >>currencies, tick data from 2000 onwards. I'm importing source data
> >>month by month. I'm up to 2003 Nov and it's taking 2-3 hrs to
> >>intialise/load all the currencies. Current database folder is 1.08GB.
> >>The actual importing of data of each month only takes a few minutes.
> >>
> >>If I have 2GB ram, what is the best settings in the data page. I've
> >>read in past posts to set "in memory cache" to 11. But there are 2 "in
> >>memory cache", Symbols and Maxdata. Which one or should both be set
> >>to 11?
> >>
> >>Windows XP - paging size 2GB-4GB.
> >>Mem Usage - Adjust best performance for "programs"
> >>
> >>And is there anything else/settings in amibroker/windows to speed
> >>things up in the above particular case?
> >>
> >>Thanks
> >>Alan
> >>    
> >>
> >
> >May I suggest using only 6 months of intraday history and creating a
> >mixed database with eod data and intraday data.
> >
> >What I would do is import 6 mos data at a time and then compress it to
> >daily. Use the following afl if you like...
> >
> >dao=TimeFrameGetPrice("O",inDaily,0);
> >dah=TimeFrameGetPrice("H",inDaily,0);
> >dal=TimeFrameGetPrice("L",inDaily,0);
> >dac=TimeFrameGetPrice("C",inDaily,0);
> >Filter=C>0;
> >AddColumn(dao,"Open",1.4);
> >AddColumn(dah,"High",1.4);
> >AddColumn(dal,"Low",1.4);
> >AddColumn(dac,"Close",1.4);
> >
> >  
> >
> Hi Eugene,
> 
> Thanks for the code to convert intraday history into daily.
> 
> However, I didn't explain what I was trying to do. I'm testing for
intra 
> day transactions so daily history would not serve this purpose.
> 
> I'm wondering if there are any particular settings that would optimize 
> Windows or Amibroker for this purpose.
> 
> Regards
> Alan




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