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--- 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.
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