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Re: [amibroker] Real Time time measurements



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Herman
 
Thanks for the suggestion.  GetRTData() and GetRTDataForeign() are considerably faster, but do not provide array data.
 
For the time being I am trading on a visual basis so I need to have my charts.
 
When I get to fully automated trading, there will be no need for charts and will be able to use GetRT....
 
 
FYI,  Foreign() takes 1 ms to execute.  GetRTDataForeign() takes 6 microseconds.  Huge difference!!!
 
Happy trading
 
 
Ara 
----- Original Message -----
Sent: Wednesday, April 05, 2006 2:06 AM
Subject: RE: [amibroker] Real Time time measurements

In RT you probably only use the lastprice, try using GetRTData() and GetRTDataForeign()
 
Use built-in timing check, Preferences->Miscelaneous->Display chart timing to measure time.
 
herman
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of Ara Kaloustian
Sent: Wednesday, April 05, 2006 12:30 AM
To: AB-Main
Subject: [amibroker] Real Time time measurements

I am using WIN 2000 with 3GHz Hyperthreading CPU... with eSignal data feed.
 
Since I use multiple windows with multiple indicators in each window, my total time for each pass on all windows is over 1 second. Way too slow...
 
 
Using TICK data base with 20000 bars of data (about 10 days for NQ) measured the time required to execute x = Foreign(..) statement.
 
I used DebugView with following code.
 
My results are that it takes 25 ms to process a single statement.  This seems like a lot of time ...
 
Can anyone verify similar timing results ....
 
Thanks
 
Ara
 
==============================================================================
 
The value of  Count may need to be increased to get meaningful results
 
==============================================================================
 
 
//File: Test bed
 

Count = 10;

_TRACE("LoopTime - Start - #1  " + Now(4));
for (i=0; i<Count; i++)
{
RT_UpVolume       = Foreign("$UVOL","Close");
}
 
_TRACE("LoopTime - end 1 - #2  " + Now(4));
 
for (i=0; i<Count; i++)
{
RT_UpVolume       = Foreign("$UVOL","Close");
RT_DnVolume       = Foreign("$DVOL","Close");
 
}
_TRACE("LoopTime - end 2 - #3  " + Now(4));
 
for (i=0; i<Count; i++)
{
RT_UpVolume       = Foreign("$UVOL","Close");
RT_DnVolume       = Foreign("$DVOL","Close");
RT_UpVolume       = Foreign("$UVOL","Close");
RT_DnVolume       = Foreign("$DVOL","Close");
}

_TRACE("LoopTime - end 2 - #4  " + Now(4));
_TRACE("LoopTime - end  - #5 =============================================================");


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