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PureBytes Links
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A side question is this:
what is the largest practical AFL file ever created that runs and is used
regularly?
Obviously a hard question
to answer (what is yours in terms of number of lines or number of symbols
operated on). We talk about memory and multiple cores, and speed, etc, I
will bet primarily in terms of optimization speed. But what about just a
large number of symbols and a large number of calculations and variables? That
is what my question is aimed at.
If you are wondering why
this question, here is a brief background: all of my recent postings have
been because I am trying to work my way towards implementation of what seems
like a very large system. I want to calculate, for each and every symbol,
a ranking indicator or value really. I want to use the "ordinal value"
approach that I have recently been asking about. Creating these ordinal
values consumes a LOT of processing time and calculations etc. I would
like to do this on 1000s of symbols (maybe the entire database) but may
have to settle for some subset, perhaps only in the hundreds. But
that is only the first step.
After having these
calculated values, I thought I would save them into the OI field of each
symbol. Then, separately, I would create an elaborate rotational trading
system, with a variety of parameters, and which would use the ordinal ranking
parameter I had previously calculated and saved into the OI field. The
rotational trading system, I am estimating, would take a lot of statements and
need to keep track of a lot of information, and that would be before attempting
any opimization of the trading parameters. I am guessing that the
rawbacktester mode is required.
If separating the ranking
calculation and saving it into the OI field is a problem (because of the
interplay between local storage vs plugin access that I asked about in another
message), then I could consider putting everything (I mean everything) into one
humongous AFL file. Calculate ordinal rankings, keep them in their
variables (by symbol) and then go right into a rotational trading routine, all
in the same code file. I suspect it would either overload memory, or
would take days of continual running to complete.
That is why I asked what is
the largest code file you have ever made. Maybe my quest is a futile one,
but I am still plowing along.
Thanks for
listening.
Ken
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