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Fred,
I see what you are doing, but am not sure this helps my application.
How do I avoid reading ATCs from disk for each symbol (which AB does as
part of its structure, by running through entire code for each symbol)
during backtest???
ATCs contain sector info that I need and do not change with each symbol.
Reading disk repetitively is what is costing me a lot of time.
Did I miss something???
Thanks
Ara
----- Original Message -----
From: "Fred" <ftonetti@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, June 23, 2007 8:57 PM
Subject: [amibroker] Re: VBScript / Jscript
> IO uses techniques like the one you are looking for ...
>
> Change the WL number in the first line to a WL you have symbols in.
>
> You can demonstrate this works by clicking Explore ... Notice that
> the same list of Random Numbers is returned for each symbol
>
> Different Variable Names in this case Var0, Var1 ... VarN are set for
> each incoming piece of information but only when the first symbol in
> the WL is being processed. They are retrieved and stored in an array
> for for every symbol processed.
>
> I'll leave it to you to remove the random number generation and add
> the appropriate file i/o prior to, in and following the while loop.
>
> List = CategoryGetSymbols(categoryWatchlist, 11);
>
> if (Name() == StrLeft(List, StrLen(Name())))
> {
> VarNo = 0;
> while (VarNo < 10)
> {
> Rand = Random();
> VarName = "Var" + NumToStr(VarNo, 1.0);
> StaticVarSet(VarName, Rand[0]);
> VarNo++;
> }
> }
>
> for (VarNo = 0; VarNo < BarCount; VarNo++)
> {
> VarName = "Var" + NumToStr(VarNo, 1.0);
> VarArray[VarNo] = StaticVarGet(VarName);
> }
>
> Filter = VarArray >= 0;
>
> AddColumn(BarIndex(), "BI", 1.0);
> AddColumn(VarArray, "Var Array", 1.9);
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>>
>> Bruce
>>
>> Thanks for the response.
>>
>> After reading it, something seemed missing, so I read my initial
> question.
>>
>> To restate the issue, the program works but takes far too long
> because of
>> the repeated disk read operations.
>>
>> I realize now my point was not stated clearly.
>>
>> My reason for desiring Static arrays is that I would have to read
> the disk
>> info only once and save it in the Static Array. This should save a
> lot of
>> time.
>>
>> Appreciate any further comments
>>
>> Ara
>>
>>
>> ----- Original Message -----
>> From: "bruce1r" <brucer@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Saturday, June 23, 2007 8:46 AM
>> Subject: [amibroker] Re: VBScript / Jscript
>>
>>
>> > 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@> 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
>> >>
>> >
>> >
>> >
>> >
>> > Please note that this group is for discussion between users only.
>> >
>> > To get support from AmiBroker please send an e-mail directly to
>> > SUPPORT {at} amibroker.com
>> >
>> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroker.com/devlog/
>> >
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> >
>> > Yahoo! Groups Links
>> >
>> >
>> >
>>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
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