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.