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[amibroker] Re: How to deal with years of 1min Forex data and not jeapordize db performance



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--- In amibroker@xxxxxxxxxxxxxxx, "goedings" <goedings@xxx> wrote:
>
> I am probably not the only one with the ambition to have multiple
> years of 1m data for reliable backtesting. Does anyone have a good
> solution?

I have been looking at the same basic problem.

hdf5 (http://www.hdfgroup.com/products/hdf5/whatishdf5.html) is a
possible solution. It is free open source software library that has
been around for 20 years. It is well tested and heavily used in the
scientific community.

It is specifically designed to handle very large datasets efficiently.

I have seen benchmarks showing it is as much as 100 times faster than
an SQL DB.

You can efficiently read 'columns' of data into arrays, so you could
load just the high and low arrays if that's all you need.

There is a high level API for variuos programming languages but I
don't think there is a plugin for Amibroker (yet?).

Bill



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