This does not make sense to me. You pick
the dates you want tested. There is no other way.
This assumes that if you have data back to say, 1990, and
you test from 2000 to present, AA only runs from 2000 to present (plus some number of days earlier to
insure reasonably correct results as required). I'm sure this is correct since I
can see the speed change when I test on less data. Try testing one month, then
test 20 years. It's obvious this is true.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of dingo
Sent: Friday, October 21,
2005 12:48
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Tomasz -
Quick AFL
I second that request!!
d
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of bruce1r
Sent: Friday, October 21, 2005
12:21 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Tomasz -
Quick AFL
First,
thanks again for adding the OLE charting properties and methods
to 4.73. They work out great.
Your previous response about Quick AFL in charting
prompts me to ask
if you have considered employing it in AA
methods. Those who
backtest, scan, etc. would realize speed increases
if the From/To
dates were utilized with a pad similar to what you
described in
QuickAFL in charting. AB is faster than
anything else out there, but
alas, we always want more speed. Have you
ever considered this, or
perhaps it has issues - maybe in the RT area ?
FYI at present, I utilize an artificial reference
ticker that is
written out based on the From date minus 1 year
through the end date
and then imported. It was the best approach
that I could come up
with, and it speeds up a number of AA
applications.
-- Bruce R.
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