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

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



PureBytes Links

Trading Reference Links

--- In amibroker@xxxxxxxxxxxxxxx, "scourt2000" <stevehite@xxx> wrote:
>
> 
> 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.
> 


Hi everybody,

just my two cents opinions: 
one thing is to use AMB with historical intraday data, and, in that 
case there's no problem I'm aware of.
Completely different matter is collecting real time data and storing 
them for a later use, given that - for example - a "normal" day on 
the emini S&P could easily exceed 60000 ticks.

Sorry to hear from Tomasz that Steve' suggestions (reported above) 
would require much time and effort.

However, given that not every AMB user has the confidence "to touch" 
the Windows registry and it is not always practical to remember that 
every X days you have to save older data in order to avoid their 
distruction on a FIFO basis, I would kindly suggest Tomasz to think a 
bit more about this matter.

How many more AMB users could use the software to collect real time 
data, if no more work is required in order to save them all (this is 
one of tha main purpose of people collecting real time data, isn't 
it?)?

I humbly feel the "ten days of projected work" should be faced with 
the question above, and not with the global value of the time 
required, valued on an hourly basis.







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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/