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RE: [amibroker] What is your Largest AFL file?



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Ken,

 

I recall in some previous ( not relatively recent ) version of AB running into a limit of how many lines or characters ( I don’t recall which ) could be in an AFL.  At the time this could be overcome by segmenting the code into includable chunks and then including them in a main section if you will.

 

As to your questions that caused you to ask about the maximum size of an AFL … It would seem that having a separate non AB database i.e. SQL, flat CSV etc might be the way to go for storing information related to symbols in some AB database that you for whatever reason can’t write data to.

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Ken Close
Sent: Tuesday, July 08, 2008 10:01 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] What is your Largest AFL file?

 

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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