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It appears that using the registry tweaks will allow setting the
database size to some arbitrary large number, like 5 billion, but will
this database size impact backtesting speed and RAM requirements? For
example, if I store a month's worth of tick data and only backtest on
a single day, will Amibroker load the entire dataset or just the bars
needed? In case it is just the bars needed, is this the parameter
specified by NumberOfBarsToLoad in tools->preferences->data?
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Yes that is all correct. And keep in mind that memory is needed for
data alone (64 bytes per bar)
> and AFL arrays during processing. 10million bars would be 640MB of
continuous RAM + array memory (4 * number of bars * number of arrays
> used in AFL) which can be problematic. Imagine 10 symbols -> 6.4 GB
for quotation data.
> So 200 symbols TICK data (10 million bars each) for 4 years - no it
is unrealistic for physical hardware you have
> unless you run 64 bit version with lots of RAM.
> Sure the program can keep data on disk and does that, but currently
used data (including any foreigh calls)
> must be in RAM plus minimum in-memory cache size is 11 symbols.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Paul Ho
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, November 13, 2008 10:54 AM
> Subject: RE: [amibroker] Maximum tick data AB can handle ?
>
>
> The canned version handles 500,000 bars, but if you ask Tomasz,
there is a registry tweak to increase it to whatever system can
handle, the more bars, the slower it is.
> For example, I have 2 years worth of tick data for INDU, and is
2.5M bars. Depending on what you're storing, it could be more or less.
> If you are storing something like emini, you'll need to set it to
5 - 10M bars for 4 years.
>
>
>
----------------------------------------------------------------------------
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of thariman
> Sent: Thursday, 13 November 2008 5:58 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Maximum tick data AB can handle ?
>
>
> Tomasz,
>
> What is the maximum tick data AB can handle ?
> I need to be able to store about 3-4 yrs worth of tick data for
about 200 symbols.
> Is this possible in AB ?
> Or is it possible to store natively n-contracts records ?
>
> Thanks,
>
> Tony
>
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