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RE: [amibroker] Quick AFL



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Bruce, dingo,

My apologies, you guys are correct as TJ noted.

Plus I learned a new trick from you... _TRACE("#DBGVIEWCLEAR");

Thanks.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of bruce1r
Sent: Friday, October 21, 2005 17:38
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Quick AFL

Dale -

I'll take this one since I was here again and checking in anyway. 
BTW, thanks Tomasz.

Terry - I believe that AB processes all data in the reference ticker
range for corresponding tick data in the "Apply to" target.  This has
significant implications on the processing time.

Here's a short program to prove it to yourself -

//  Run this on N last days == 1, or on any From/To period - IT MAKES
NO DIFFERENCE

_TRACE("#DBGVIEWCLEAR");
_TRACE("TICK LOOP");
for ( i = 0; i < BarCount - 1; i++ )
{
	if ( i % 252 == 0 )
	{
		d = DateTime();
		_TRACE( NumToStr( d[i], formatDateTime ) );
	}
	// Do some wasted processing on the tick to show elapsed time
	for ( j = 0; j < 1000; j++ )
		temp = 0;
}
_TRACE("ARRAY PROCESS");
//  Do some wasted processing on the array to show elapsed time
for ( k = 1; k < 100000; k ++ )
	temp = EMA( Close, 20 );

Filter = Status( "lastbarinrange" );
AddColumn( C, "Last Close", 8.3 );
_TRACE("STOP");

--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
>
> TJ didn't miss it.
>  
> d
> 
> 
>   _____  
> 
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Terry
> Sent: Friday, October 21, 2005 5:21 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Tomasz - Quick AFL
> 
> 
> 
> I was responding to the middle paragraph about QuickAFL in AA. My
statement
> stands as I believe it already works the suggested way. I did not
try the
> artificial reference ticker. Possibly I am missing the point.
> 
>  
> 
> --
> 
> Terry
> 
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of dingo
> Sent: Friday, October 21, 2005 14:03
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Tomasz - Quick AFL
> 
>  
> 
> So you didn't try what was suggested and you concluded that it
doesn't make
> sense?  
> 
>  
> 
> d
> 
>  
> 
> 
>   _____  
> 
> 
> 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.
> 
> --
> 
> Terry
> 
> -----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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