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Gotcha.
That's a "nice work" (for being father of the idea) from me too.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@xxx> wrote:
>
> As I stated and you reiterated, IO Clones symbols in order to
increase speed
> of optimization. See the comparative run time chart below.
>
>
>
> It does this in essence by manufacturing and running an AFL to
export
> symbols with limited data history and then importing them under a
different
> easily identifiable symbol. This is relatively fast and from the
> perspective of having to match dates totally painless as AB will
match the
> dates when the cloned data is imported.
>
>
>
> IO does it this way because one might be using IO Servers which can
not be
> expected to have the same completeness of data for the symbol in
the same
> data directory nor even the same symbol in the same data directory
nor even
> the same data directory.
>
>
>
>
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of brian_z111
> Sent: Friday, May 02, 2008 6:08 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Copying/Limiting Database history
>
>
>
> Tomasz,
>
> I empathise with your position.
>
> When you produce 'customiseable' and complex software the questions
> are almost infinite (10000^N where N == newusers).
>
> In a world where transparent exchange of information is the
benchmark
> isn't getting any easier.
>
> When I said "discussion isn't permanent and info is best provided
in
> docs or a KB" I put my money where my mouth is.
>
> My new AmiBrokerTradersProject (ATP) is intended to go to the next
> level above and beyond the UKB (of course it is up to AB and the
> community if they want that or not -if either of those parties
don't
> want it I will just go to the beach instead).
>
> > It does so for indicators, commentaries, tooltip display and
> >interpretations.
> > It does NOT do so in AA.
>
> It would have been enough for me if you had only said the above
> + "the exception is when using Pad & Align" (from memory I don't
> think that particular special 'bars loaded behaviour' of P&A is
> spelled out anywhere in docs - from my side of the screen I can't
> guess if all bars are loaded or not, depending on the
circumstances).
>
> I am sure a lot of newcomers will be happy to receive your
> explanation though.
>
> > I have posted artificial ticker code earlier. If I implement it
> >in "easier" way, I am still
> > going to "hide" it from "casual user" because of points rised
above.
>
> Creating an artificial 'market day' ticker isn't a difficult
problem
> (rather tedious matching the calendar/market holidays for each
market
> though but that isn't an AB problem).
>
> I should thing 'advanced' users would be happy to use a function to
> over-ride default AA 'load all bars behaviour' and then have to
deal
> with the consequences (as we do now in Foreign(fixup == 0)).
>
> I don't know about other people but I know how many bars I need at
> all times and in all places.
>
> BTW isn't there already some 'problems' to deal with, if using P&A
> for optimization truncation, because data with holes will be
> automatically fixed, whether the user wants it or not????
>
> Wouldn't we need something like SetBarsRequired(100,0, enabledinAA
=
> true, fixup = true)????
>
> Anyway, thanks for your answer.
>
> As always you make me think about things.
>
> brian_z
>
> --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com,
> "Tomasz Janeczko" <groups@>
> wrote:
> >
> > Hello,
> >
> > > I thought AB default was to load a 'few' more bars than
required
> by
> > > AFL
> >
> > It does so for indicators, commentaries, tooltip display and
> interpretations.
> >
> > It does NOT do so in AA.
> >
> > Why? It was discussed in the past already.
> > I am wondering if any other vendor on this planet gives you
inside
> out information
> > about literally everything. I should probably start
saying "because
> of technical reasons. period".
> > But OK, lets go over it once again.
> > There are two main reasons for that:
> >
> > a) AddToComposite use.
> > When you create composites you want them to include all data
> consistently,
> > not only say one last bar if it happens that you run scan on one
> last bar only
> >
> > b) Trading system consistency and accurracy.
> > Your trading system may rely on indicators that have recursive
> formulation
> > (functions like Cum, EMA, AMA) and others having "unknown"
lookback
> period
> > (ValueWhen). Because of such formulation they use unlimited or
> nearly unlimited
> > lookback period. Your trading system results may be severely
> affected if
> > you truncate time series. What does not matter for charts (due to
> display limitations
> > you can not really see difference of less than 0.5..1% on
charts),
> may be important
> > if you use trading system. The same also applies for exploration.
> You probably
> > want full accurracy.
> >
> > If AmiBroker truncated data series in AA by default, we would
> simply get
> > dozens of e-mails saying "results are inaccurrate/incorrect"
simply
> because
> > most people are unaware of things like recursion. I have seen
> people comparing
> > absolute values of indicators such as Chaikin Oscillator, without
> understading
> > its concept of running sum over all loaded bars. Now if AA did
not
> load all data,
> > they would run the same exploration code with different "start"
> date and they would
> > get different result at the same "end" date.
> >
> > At support we already spend significant amount of time educating
on
> such basic things.
> >
> > For advanced users, who know what they are doing, there is a pad
> and align feature
> > that allows to use artificial ticker to control on how many bars
> your code is run in AA.
> > I have posted artificial ticker code earlier. If I implement it
> in "easier" way, I am still
> > going to "hide" it from "casual user" because of points rised
above.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "brian_z111" <brian_z111@>
> > To: <amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com>
> > Sent: Friday, May 02, 2008 4:29 AM
> > Subject: [amibroker] Re: Copying/Limiting Database history
> >
> >
> > >> 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@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com,
> "bruce1r" <brucer@> 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.
> > >>
> > >
> > >
> > >
> > > ------------------------------------
> > >
> > > 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.amibroke <http://www.amibroker.com/devlog/>
r.com/devlog/
> > >
> > > For other support material please check also:
> > > http://www.amibroke <http://www.amibroker.com/support.html>
> r.com/support.html
> > > Yahoo! Groups Links
> > >
> > >
> > >
> >
>
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