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> 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.
Can anybody please explain why this speeds up execution.
I thought AB default was to load a 'few' more bars than required by
AFL, so if the formula filters by datenum OR range OR barindex etc
why is that slower than using 'Pad and Align' with a 'shortened'
symbol.
Doesn't AFL only load and process from the filtered date on?
If not, what does it do?
What does a 'Pad and Align',with a 100 bar reference, do differently
to a barindex filter of 100 days, as far as loading and processing
time goes?
I would appreciate it if anyone can clear this up for me.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "bruce1r" <brucer@xxx> wrote:
>
> 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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