You are correct, AB will only save number of bars specified
in the
database settings.
I save tick data of few future contracts. To keep the
whole
3 months of history I had to set that number to 1,000,000!
(you
need to edit the registry to allow that setting). This
results in a data
file that can reach 30 MB per symbol.
I do not think there is a penalty in
performance once the
symbol is loaded. There seems to be s long time-lapse
when
changing symbols.
Joseph
Biran
____________________________________________
-----Original
Message-----
From: amibroker@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
On Behalf Of Barry
Scarborough
Sent: Thursday, July 31, 2008 9:09
PM
To: amibroker@xxxxxxxxxps.com
Subject:
[amibroker] Database settings and the amount of
data saved
I set up
a 5 second database today and let the number of
bars default
to 1000,
duh. I am trying to build a long term database for
"forward"
testing
using BarReplay. When I tried to use the data there
wasn't too
much
there, duh again. I changed the database settings to
200000, 84
days,
but when I hit OK it tells me there will be
performance
degradation. I
didn't think AB loaded all the bars but only
enough to
fill the
indicators. Why are we getting this message, what
does it
really mean
and why does the database default to so small a
number of
bars?
I had wondered why I kept losing data. It seems AB truncates
the
data
in the database to the number of bars specified on the
database
settings. Is that the max size of the database? I always
thought,
especially with the message about performance, that this was
the number
of bars that would be loaded. I did not know it was the max
database
size and that AB would truncate the data when that number
was exceeded.
Before it does that there should be some warning message
that the data
will be truncated unless the database size is changed. Data
is
important and should not simply be deleted. It would be much
clearer if
the parameter said database size per symbol. That would give
us a clue
as to what is happening when we start losing data. And maybe
the
message text should be changed if the size of the database
does not
impact performance.
What needs to be done so I can archive lots of
data but not
impact
performance? I surely don't want it to load a
100,000 or a
million bars
when I open a symbol. With terabyte hard
drives archiving
lots of data
is pretty cheap these days. Back in the
early days of AB 40
GB drives
were standard. No longer.
Barry
------------------------------------
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