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Re: [amibroker] Real Time time measurements



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The numbers you report are very misleading. The time required for Foreign VARIES a lot
(several orders of magnitude) depending on how many bars you have in your database,
how many foreign calls you use, etc, etc so one can not really say the single number.
On some circumstances Foreign can execute in 6 microseconds as well.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, April 06, 2006 8:06 AM
Subject: Re: [amibroker] Real Time time measurements

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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