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[amibroker] Re: Copying/Limiting Database history



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Herman -

First, I agree, the new status functions look wonderful and will allow
some interesting app's.

In reference to your note about cloning data,  I've tried lobbying TJ
at conferences for 2 years to add this to the Settings.  He
acknowledges the gain, so maybe someday soon.  Fred and I and probably
others clone symbols to a specified date minus 252 bars to allow long
lookback functions to stabilize.  This data truncation has a PROFOUND
impact on execution times.  Depending on the amount of AFL code, and
if you only need a couple years of history, speedups of 3x+ are not
uncommon.  Very important to optimizations.

There is another way, though, and that is why I thought I'd write a
quick note.  If this method was available through COM automation, I
would have used it instead of cloning because the overhead is minimal
and the benefits are almost as great.

Go into settings and set "Pad and align...", and set the reference
symbol to a ticker that covers the desired date range minus a number
of bars for functions to stabilize.  For example, if you were using
the QP3 database, you might set it to IEZ, which started in 5/5/2006
to get a 1 year history minus 1 year of bars for stabilization.  You
will get a significant speedup.

Plus it is simpler than an export/import.  Just remember to "un-set"
it when it isn't needed.

Bruce R.


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