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[amibroker] Re: VBScript / Jscript



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--- In amibroker@xxxxxxxxxxxxxxx, "cstrader" <cstrader232@xxx> wrote:
>
> Sorry, I've been away... what are ATC's? 
> 
> thanks
> 
> 
> ----- Original Message ----- 
> From: "bruce1r" <brucer@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, June 24, 2007 8:39 AM
> Subject: [amibroker] Re: VBScript / Jscript
> 
> 
> > 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@> 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@>
> >> 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:
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For other support material please check also:
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