PureBytes Links
Trading Reference Links
|
Excellent news. Thanks Tomasz.
But do we still have a memory problem here? This is the current
problem that I have had with Amibroker for looking at backtesting a
tick database. It looks at tick data where the tick is an atomic
unit so less than a month's worth of futures tick data overruns the
system.
Let's say I'm interested in backtesting the ER2 500V chart. I have
a year's worth of eSignal tick data in order to build the 500V
charts, but won't tick data blowout memory because there's no
compression to some kind of pre-defined base unit from which to
build higher order volume bars (or tick bars for that matter)?
A LOT of database space would be saved if I could somehow pull the
ER2 tick data and compress it into 500 N-bars (or some I now like
250V charts and never go lower than that) for saving to the
database. Now, we're talking more about bars that could represent
anywhere from 45 seconds to hours each (in the overnight) and that
could be much more managable space-wise on disk as well as memory-
wise for backtesting. Of course, the restriction in higher
timeframe sizes is that they would have to be multiples of the base
(so, a 500V base would support 1000V, 1500V, 2000V, etc, etc).
Looking forward to your approach to this,
Steve
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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:
http://docs.yahoo.com/info/terms/
|