Your question is too general and depends
on many factors.
First, 10,000 stocks isn’t the whole
market. It just depends on how you define it. Do you
really want to scan for penny stocks that trade 5000 shares a day? Awful hard
to get to get a fill. My filter is 10 day MA close >= $3.00 and
<= $60, and 10 day MA volume >= 100,000 shares per day. This
filter yields about 2100 tradable US Stocks and ADRs. Then I scan these for
specific symbols have certain characteristics. The final list is a
bucket only about 30-40 symbols.
Second, you may be able to perform a
real-time scan, but you would have to have a VERY fast computer and a VERY fast
datafeed.
Third, it depends on the algorithms that
you use. I have a somewhat older computer – 2.26 Ghz, but with a fast
SCSI disk system and 1.5Gb of memory. I ran a very simple scan that
crunched 1500 daily bars of all the symbols in my database 9500 symbols. It
took 2 minutes 30 seconds the first time. The second it ran, it took 22
seconds BUT…
I have other scans that ALWAYS take 15
minutes to run. These scans are calculating custom indicators and saving
them as composites.
Bottom line… The concise answer is “Yes”,
“No” and “Maybe”. It just depends. You
need to define your question more precisely.
Regards,
Dan.
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of fox97us
Sent: Monday, October 03, 2005
1:40 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] how long it
takes to scan the whole market?
hello,
If i have an amibroker program and like to
use it to do real time scan of the
whole market ( ~ 10,000 stocks), how long it will
take?
Anyone has any experience?
thanks
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