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Ara,
They are NOT read from the disk. They are cached in RAM.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Ara Kaloustian" <ara1@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, June 24, 2007 6:26 AM
Subject: Re: [amibroker] Re: VBScript / Jscript
> 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:
> 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
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