From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Terry
Sent: Friday, October 21, 2005 3:59
PM
To:
amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Tomasz - Quick
AFL
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.