PureBytes Links
Trading Reference Links
|
After a bit of experimentation, I can answer most of my own queries
1. SetBarsRequired - the backref parameter doesnt change the no of
past bars that AB says it needs, but it changes the initial buffer
(30 bars). So setbarsrequired(30, -1) has the same effect as
setbarsrequired(-1, -1). In other words, we cant manually overrides
the no of bars that AB internally decides it needs
2. if you enter setbarsrequired(0, 0); and A = MA(c, 50); the check
and Profile tells you that you'll need 50 past bars. Fair enough.
However, if you also put in B = MA(c, 50), it now says you'll need
100 bars. I can only say that AB always assumes the most pessimistic
scenario in calcuating the past bars required. Thats probably
explains why I end up with such a large no. for my AFL. while in
reality it only uses a fraction of that past data.
And finally a question to Tomasz if I may, would you consider a means
for the more adventurous users to overrides the defaults, In other
words, means for me to tell AB I only want a certain number of past
bars, sometime in the future.
Paul.
--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paultsho@xxx> wrote:
>
> Hi
> I have just done some checking on my afls. I have been custom
cuting
> databases for a few years now to speed up run time. So I know
> from experience how much data these afls need before the start
date.
> In looking at Code Check & profile, One of the AFLs state I need
4342
> past bars before the start date, which is approx 20 years of daily
> data. I only have approx 18 years. So using QuickAFL wouldnt make
any
> difference to the execution time. But from experimenting with
various
> starting date in my custom database, I know that this afl only
needs
> 400 bars (1 & 1/2 years) of data before the start date. Obviously,
> 400 bars back would make a marked difference in speed (thats why I
> started this years ago).
> I do not know why there is a difference between what AB calculates
> and what it actually uses.
> I also notice that setting the bars required manually to something
> less than what Code and Profile says makes no difference to either
> the results (which I would expect to ) or runtime. Is that correct
> that setbarsrequired cannot be set to less than What AB calculates?
>
------------------------------------
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.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|