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> Are you talking about writing static arrays to disk, using ATC >without
> time stamping?
Yes.
Yes, similar to ATC but different ... 'no sync' arrays would be non time relative.
Dynamic arrays would allow 'arrays of arrays' like:
C1 = [1,3,0,6,7];stores five elements
C2 = [4,2,8];//stores three elements
Since it is in beta Tomasz doesn't say if static arrays works, for all bars, in AA mode ... guess it must.
Also, I presume we can use array subscripts to reference, say, the third element in C1 i.e. C1[2]
If Tomasz does implement 'persistent arrays' then yes, it would be like a database and opens the possibility to pass an array to another database (if they are stored in a global AB area).... I guess users could toggle on/off local/global saving of persistent arrays?
Saving static arrays, as binary files, would be much faster than sending to an SQL database I think?
--- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>
> Brian,
>
> I am not sure I follow what you are getting at, but just a few ideas:
>
> Array of Arrays:
> StaticVarSet("myMatrix"+Index+ChartKey, myArray);
>
> I previously objected to this structure to build arrays because it
> could result in millions of individual static variables. However, it
> is practical now with one dimension being a true array. A large
> static matrix would exceed memory very quickly, so no point in going
> overboard.
>
> Are you talking about writing static arrays to disk, using ATC without
> time stamping?
>
> That would seem to be the logical extension to static arrays to gain
> persistence -- only write every once in a while the arrays to disk for
> speed.
>
> I will admit that I have to be careful that there are enough bars
> loaded if I use AFL arrays for general (non time stamp related)
> purposes. So far my use has been modest enough in dimensions to not
> be a problem. If I needed a large dimension, I suppose I would have
> to run on a large dummy ticker in another chart, and pass the relevant
> data in non time stamped static arrays. The key is to keep the
> processing tasks reasonable and modular.
>
> Using a database is another possibility for storing lots of data on
> disk.
>
> There are many ways to solve a problem if you have some basic low
> level functions to work with.
>
> BR,
> Dennis
>
>
> On Mar 7, 2009, at 7:51 PM, brian_z111 wrote:
>
> > Just an idea.
> >
> > If you do allow 'persistent arrays' then in a way they become custom
> > reserved variables ... so there is a need to manage them.... AB has
> > to know this at the start of each session?
> >
> > Would adding them at the head of the code, as, say a variation on
> > the includes theme be the way to go to manage this?
> >
> > The hard part of persisent arrays, for the user, would be
> > remembering them and the variables assigned to them, so there would
> > need to be some way of referencing all saved 'special reserved
> > variables' ... auto inclusion in an include(persistentvariables)
> > list might be a way to do that?
> >
> > Anyone else have an interest, or a comment, on this idea or other
> > other related ideas?
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> >>
> >> I think you are teasing me Tomasz :-)
> >>
> >> You must be thinking about adding array permits to VarSet etc so
> >> that we can read/write dynamic arrays, especially 'no sync' dynamic
> >> arrays.
> >>
> >> I think we are close to 'jagged arrays' and 'array of arrays'?
> >>
> >> So, soon we will have the power users Matrix Backtester toolkit
> >> hidden in the AFL .... I was 95% certain you would do it this way?
> >>
> >> Then I think you will have done everything possible to give Herman
> >> his Performance Indicators (ditto for those who work in the
> >> indicator pane a lot, like Dennis) .... all of the obtuse
> >> Performance Indicator and Matrix Backtester talk was useful
> >> afterall? :-)
> >>
> >> I always liked that about you Tomasz .... I know you are great at
> >> playing snap and I work off that .... it's good fun ... you are a
> >> good sport.
> >>
> >>
> >> I think we are bumping up against the limit... as shown by the N
> >> tick/timestamp limitations.... I predicted this because the
> >> overheads in managing the volume of data that is needed to calc
> >> indicators on the fly is pretty massive.
> >>
> >> Over time IT advances have a way of rubbing out limitations though.
> >>
> >> I can't help thinking that multicore is a huge asset in that
> >> regard ... some said it is only useful for huge number cruncing
> >> tasks like opt but I am not so sure about that.
> >>
> >> Say one core was busy massaging data on the fly while another was
> >> busy running other AB functions?
> >>
> >> Also, I think that not all ticks are created equal .... maybe some
> >> exchanges have finer grained timestamps than others ... appreciate
> >> thay you have to keep AB on the optimum point of the 'number of
> >> users versus benefits they gain' curve.
> >>
> >>
> >>
> >>
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> >>>
> >>> Yes please,
> >>>
> >>> I think a 'no sync' flag would be a lot of 'bang for the buck'.
> >>>
> >>> Haven't downloaded and tried the beta yet but if they are not
> >>> persistent, between sessions and databases, that would be good ...
> >>> I would like to save a 'no sync' calculated array and reference it
> >>> again at a later date..... like an ~ATC in the sym list but not
> >>> necessarily visible.
> >>>
> >>> I think it is a way to bypass writing to files ... much quicker too.
> >>>
> >>>
> >>>
> >>> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@> wrote:
> >>>>
> >>>> Tomasz,
> >>>>
> >>>> I would welcome your idea of a "nosync" flag.
> >>>>
> >>>> Some of the uses I have for static arrays involve data that has no
> >>>> relation to time stamps. Other uses are for saving temporary
> >>>> results
> >>>> of calculations that are only needed once per parameter change on
> >>>> very
> >>>> large arrays (200K) for special case backtesting. The backtests
> >>>> are
> >>>> on one security in indicator mode with real time feed off. Speed
> >>>> is
> >>>> important as it can take 20-30 seconds for one AFL pass today
> >>>> without
> >>>> static arrays. It will take a while before processor speeds
> >>>> increase
> >>>> 30x.
> >>>>
> >>>> In these cases the extra overhead of matching time stamps would
> >>>> not be
> >>>> needed, and in the first case might actually create problems.
> >>>>
> >>>> Best regards,
> >>>> Dennis
> >>>>
> >>>> On Mar 7, 2009, at 4:08 AM, Tomasz Janeczko wrote:
> >>>>
> >>>>> Hello,
> >>>>>
> >>>>> In that case it will work because timestamps are in sync.
> >>>>>
> >>>>> In the future I may consider adding "nosync" flag, that will skip
> >>>>> any timestamp matching logic for such simple scenarios.
> >>>>>
> >>>>> Generally speaking static array variables are designed to "do
> >>>>> their
> >>>>> best" to synchronize to selected symbol even if there is no match.
> >>>>>
> >>>>> Best regards,
> >>>>> Tomasz Janeczko
> >>>>> amibroker.com
> >>>>> ----- Original Message -----
> >>>>> From: J. Biran
> >>>>> To: amibroker@xxxxxxxxxxxxxxx
> >>>>> Sent: Saturday, March 07, 2009 8:08 AM
> >>>>> Subject: RE: [amibroker] AmiBroker 5.24.0 BETA released .Static
> >>>>> array variables implemented!
> >>>>>
> >>>>> Hi TJ,
> >>>>> Would you care to clarify comment d) below in the case of trying
> >>>>> to
> >>>>> import output of one indicator from one pane to a second pane of
> >>>>> same symbol and same interval when the interval is Range bars.
> >>>>> Will it not work in that case?
> >>>>>
> >>>>> --
> >>>>>
> >>>>> Joseph Biran
> >>>>> ____________________________________________
> >>>>>
> >>>>> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> >>>>> On Behalf Of Tomasz Janeczko
> >>>>> Sent: Friday, March 06, 2009 6:59 AM
> >>>>> To: amibroker@xxxxxxxxxxxxxxx
> >>>>> Subject: [amibroker] AmiBroker 5.24.0 BETA released ?Static array
> >>>>> variables implemented! (do NOT work well for tick/volume
> >>>>> intervals!)
> >>>>>
> >>>>> Hello,
> >>>>>
> >>>>> AmiBroker 5.24.0 BETA is released now:
> >>>>> http://www.amibroker.com/devlog/2009/03/06/amibroker-5240-beta-released/
> >>>>>
> >>>>> This is somewhat special beta because it contains only one fix and
> >>>>> introduces only one new feature: array static variables.
> >>>>> I decided to release this feature "alone" because the static
> >>>>> variable code has been completely rewritten, so in case of any
> >>>>> issues, it would be easy to revert to 5.23.
> >>>>>
> >>>>> Best regards,
> >>>>> Tomasz Janeczko
> >>>>> amibroker.com
> >>>>> d) static array variables do not work well for non-time based
> >>>>> intervals (tick/n-volume/n-tick) because timestamps in those
> >>>>> intervals
> >>>>> may not be unique (i.e. several bars may have same time stamp), so
> >>>>> time synchronization is not reliable.
> >>>>>
> >>>>>
> >>>>>
> >>>>>
> >>>>>
> >>>>
> >>>
> >>
> >
> >
> >
> >
> > ------------------------------------
> >
> > **** IMPORTANT PLEASE READ ****
> > This group is for the discussion between users only.
> > This is *NOT* technical support channel.
> >
> > TO GET TECHNICAL SUPPORT send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > http://www.amibroker.com/feedback/
> > (submissions sent via other channels won't be considered)
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > Yahoo! Groups Links
> >
> >
> >
>
------------------------------------
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