RE: [amibroker] Why, TJ???

["Richard Dale" <richard@xxxxxxxxxxxxxxx>]

Thanks for the discussion Tomasz,

 

I'm firmly focussed on daily data only so didn't think about the intraday
RAM ramifications (1 million bars of daily data is a 4000 year history - I
don't think we have any trading records back that far J )

 

I look forward to the day the volume is a float - perhaps we have it as a
milestone for the future then all data plugin developers will be ready (or
at least informed) about it.

 

Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
  markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net 

From: Tomasz Janeczko [mailto:groups@xxxxxxxxxxxxx] 
Sent: Tuesday, 6 February 2007 8:07 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Why, TJ???

 

Hello,

 

As for changing volume from integer to single precision IEEE float - this is
already on to-do list but this unfortunatelly has been postponed

due to the fact that this change would break compatiblity with all existing
data plugins - so they all would need to be adopted to this change.

 

As for using double precision for volume field only - it makes no sense
because AFL uses single precision, so there is no need

to use double in one place and single in all other places.

 

As for using double for all other places - this is not about hard disk
space, but about RAM. Nowadays, even with 32 bit fields people

push their RAM to the limit for example they use 1 million bars (each bar is
64 bytes now) PER SYMBOL (intraday data) - this is 64 MB per symbol

Now even if you have 1 GB of ram it means that only about 15 symbols can be
stored in RAM if they have 1million bars.

Moving to 64 bit would decrease this BY FACTOR OF TWO. This is simply
unacceptable by people using intraday analysis for long periods.

 

Of course not all symbol data are kept in RAM (only "currently used" are
kept) but it is not uncommon for intraday analysts to watch

15 symbols at once.

 

Again: I want to stress that there is no single design choice in AB made
without very serious analysis and if something is done

one way or not another there is very strong reasoning behind every single
thing. I am however not able to provide all background information

here because it would take 200 years for me to explain every bit.


Best regards,
Tomasz Janeczko
amibroker.com


Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.17.28/672 - Release Date: 2/6/2007 10:22 AM