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Ara -
I addressed it - just not in detail. I mentioned that ATC's normally
operate out of ticker data cache. AB maintains its own memory cache
for ticker data. So, your retrievals of your ATC "static" arrays
should be coming from this memory via a Foreign() call - and this is
fast. They are probably not coming from disk. So, I can think of
only three remotely possible reasons that you might see disk reads -
1. The settings in Tools/Preferences/Data are unusually small for the
cache, and the ATC tickers cannot be kept there. This seems unlikely.
2. AB has a bug that flushes the cache. Unlikely knowing TJ, and it
probably would have been noticed by now.
3. Your watchlist is lengthy or you do a large number of foreign's
that flush the ATC's out of the cache. Also unlikely.
BUT, I said that I would show you a hack for static arrays, and I'll
do it in the a follow-up post to this.
Bruce R.
--- 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.
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