[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [AmiBroker] Re: Is 500,000 the maximum number of bars allowable in a database?



PureBytes Links

Trading Reference Links

Tomasz,

Your to cheap. Programming consultants are in the $80 - $100 hr range!

 

Donald F Lindberg


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of eric tao
Sent: Wednesday, September 12, 2007 8:55 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Is 500,000 the maximum number of bars allowable in a database?

 

$60/hours, Good to know :)

--- In amibroker@xxxxxxxxxps.com, "Tomasz Janeczko" <groups@xxx> wrote:
>
> > This isn't even a major change. It just removes the direct
> > relationship of per symbol data on disk to the amount of symbol data
> > Amibroker processes.
>
> I will tell you something: you have NO idea, absolutely NO IDEA, if
it is major change or not.
> As far as AmiBroker internals are considered your guesses are as
accurate as forecasting the value of SP500 in December 2017.
>
> The one you think isn't major is in fact big (requires in fact LOTS
of changes) and no-one except 0.5% of AB user base would benefit
> from it.
>
> Are you willing to pay for custom development? $60/hour is the rate.
> It will take about 10 days of development and testing. Are you
willing to pay $4800 to develop it for you?
> If so, no problem, I will do that for $4800.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "scourt2000" <stevehite@x..>
> To: <amibroker@xxxxxxxxxps.com>
> Sent: Wednesday, September 12, 2007 4:43 PM
> Subject: [amibroker] Re: Is 500,000 the maximum number of bars
allowable in a database?
>
>
> >
> > Tomasz,
> >
> > Just because I store large amounts of data in one file (aka, a
> > symbol), it doesn't mean that Amibroker has to process all of that
> > data. Take the example of sqlite, the free database stores all of its
> > information in one file but users don't process all of that data just
> > because it's in one physical file on a disk. The stock data in
> > Amibroker is a simple database.
> >
> > Please address this point:
> >
> > 1. Amibroker should never delete old stock/futures data just because
> > new data is coming in. All that is needed is for Amibroker to limit
> > the amount of data it is willing to pull in historically from some
> > specified start point in the past. Whether that is a certain number
> > of bars or a specific date range, that's fine. Like I alluded to, if
> > I have 5 years worth of something like ES tick data as a continuous
> > contract in one file and I want to backtest (or view) a date range in
> > that data, then I should have some way in Amibroker of specifying a
> > start date and end date for the data segment to be pulled in for
> > processing.
> >
> > Here's what Amibroker currently 'says': "I'm going to use all of the
> > data you have for a symbol. If you have too much, then I am going to
> > blow out the PC's memory. Game over."
> >
> > Here's what Amibroker should do: If there's too much data for a
> > symbol, let the user specify a date range for testing/viewing or so
> > many bars leading up to the present bar for testing/viewing. The
> > actual physical size of that data on disk remains intact, just not all
> > available for processing due to memory limitations.
> >
> > This isn't even a major change. It just removes the direct
> > relationship of per symbol data on disk to the amount of symbol data
> > Amibroker processes.
> >
> > And like I said previously, there is a workaround for this. I have to
> > chop up my data into separate, artificial symbol names. Where does
> > this put the burden of the workload? On me, of course. What is
> > software supposed to do? It's supposed to take the burden of the
> > workload off of the user as much as possible.
> >
> > Steve
> >
> >
> > --- In amibroker@xxxxxxxxxps.com, "Tomasz Janeczko" <groups@> wrote:
> >>
> >> Hello,
> >>
> >> Why don't you move to Metastock that has 65000 bar limit ?
> >>
> >> The truth is that AmiBroker is the most capable in this area because
> >> it stores way more data than other softwares. Also, by changing the
> > registry
> >> limit you can set it to any value you need. The limit is not the
> > software but the hardware
> >>
> >> It is funny when people make statements like yours without taking
> > calculator and
> >> actually checking how much memory you need to store that.
> >>
> >> 20 million bars - OK, but did you actually count how much memory you
> > need for that?
> >> Each quote is 64 bytes, now 20 million of bars is 1.2GB of memory
> > per symbol.
> >>
> >> You may say "but you don't need to load it at once". But
> > unfortunatelly you do need that.
> >> How you can backtest without loading the data ?
> >> And each AFL array in such case would need 4 * 20 million = 80 MB of
> > RAM.
> >> Usually user formulas use hundreds of such arrays.
> >>
> >> Wise old words are: "You can't eat your cake and have it too".
> >>
> >> If you want more data stored - the price for that is increased
> > memory requirements
> >> and more CPU power needed to process it.
> >>
> >> Now you can say: you can process one bar at a time - yes you can -
> > but you need
> >> to store intermediate results anyway for next iteration and that
> > means that memory requirements
> >> would not be even one byte less than they are. Plus changing
> > execution model to 1-bar at a time will
> >> mean (number-of-bars)-times slow down.
> >>
> >> So you would end up with system that is slow, slow and even more
slow.
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "scourt2000" <stevehite@>
> >> To: <amibroker@xxxxxxxxxps.com>
> >> Sent: Wednesday, September 12, 2007 2:00 PM
> >> Subject: [amibroker] Re: Is 500,000 the maximum number of bars
> > allowable in a database?
> >>
> >>
> >> >
> >> > And this is my biggest pet peeve about Amibroker:
> >> >
> >> > If I have the disk space available, Amibroker should never,
ever, EVER
> >> > just silently blow away my historical data because of some
arbitrary
> >> > system limit like 500,000 bars or 1,000,000. If I want 20 million
> >> > bars historical and I have the disk space to store it, then
fine. If
> >> > Amibroker needs far less to function well, then that's fine too.
> >> >
> >> > The solution is NOT to delete old data. The solution is to
have a way
> >> > for Amibroker to limit the number of past bars (for calculation
> >> > purposes) or even have me set a beginning and end date in an
> >> > historical range WITHOUT destroying that historical data (i.e., the
> >> > present day should not have to be the last bar that I view or
use for
> >> > backtesting).
> >> >
> >> > Currently, the only solution is to set some registry value to
go over
> >> > 500,000, but that in itself is not solution. Because of
Amibroker's
> >> > implementation, you'll get your memory stressed out big time and,
> >> > again, if your new limit gets reached, Amibroker will remove your
> >> > oldest data to make room for new data.
> >> >
> >> > No one ever said that you had to look at stock/futures data
from the
> >> > complete past to today. If I had 20 years of one symbol's
data and
> >> > that data was far too much to make available at one time because of
> >> > memory problems, then it should be segmentable without me having to
> >> > split of the data in artificial symbols.
> >> >
> >> > Of course there's a workaround (there usually is). You have to
split
> >> > your data up (e.g., tick data) into segments with different
artificial
> >> > symbol names (e.g., I use eSignal continuous futures contracts).
> >> >
> >> >
> >> > --- In amibroker@xxxxxxxxxps.com, Graham <kavemanperth@> wrote:
> >> >>
> >> >> I believe the database limit is set to 500,000 but can be
changed in
> >> >> the windows registry. TJ has mentioned this in a previous post
here,
> >> >> somewhere sometime.
> >> >>
> >> >>
> >> >> --
> >> >> Cheers
> >> >> Graham Kav
> >> >> AFL Writing Service
> >> >> http://www.aflwriting.com
> >> >>
> >> >>
> >> >> On 12/09/2007, Ara Kaloustian <ara1@> wrote:
> >> >> >
> >> >> >
> >> >> > You can have as much as you want, but performance degrades.
> >> >> >
> >> >>
> >> >
> >> >
> >> >
> >> >
> >> > 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




Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___