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Ara -
I only check in here occasionally, but found your question, and it
relates to some things that I've done in the past, so I'll try to
share what I found.
Bottom line - ATC's are roughly as fast as any alternate,
off-the-shelf solution since they operate out of the ticker memory
cache - just a little messier if you have you are managing a large
number of results.
ATC addresses the main problem in an WL explore, though, because it
performs array truncation and alignment. That issue is this - as each
ticker is looped through, a new default array length with entry dates
is defined. This applies to all arrays created in that pass. For
example, if you had a WL of two tickers - say the RUT-I and UCPIX in
the FT database, the default array would have a start date of 9/1/88
for the RUT-I and a start date of 1/29/04 for UCPIX. SO if you could
create a static indicator array for the SP-CP ticker and then tried to
read it when the UCPIX ticker was executed - it would be too long and
start at the wrong date. ATC's and Foreign's truncate if necessary
and align dates. The alignment is even more important if you mix data
from foreign markets that have different market dates and holidays.
If you're still convinced that you need a way to do static arrays and
are willing to use modified settings, let me know and I'll find some
time later to write it up.
-- Bruce R.
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> One my issues with Amibroker is the lack of static arrays ... I know
it's coming, but ... I have a backtest that uses sector data stored in
ATCs.
>
> Question I have:
>
> If I use jscript or VB script, can I do something like this (below)
so that once I define arrays, they stay defined?
>
> Code below to be called only once using #include_once command
>
> Start script
> Declare arrays
> Read disk
> Assign info from disk read to script arrays
>
> continue with rest of code
> call arrays from memory when needed
>
>
> The intent is to avoid reading disk for every symbol I process
during backtest
>
> TIA
>
> Ara
>
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