|
PureBytes Links
Trading Reference Links
|
Tomasz -
Thanks. I figured that it was probably a consideration in the original AA / QuickAFL implementation, and on a list. Just making sure. I've worked around it when needed.
I'm finding that it is one of several things that need consideration, or need different AFL programming techniques when using RT histories of 200K+ bars and trying to maximize performance.
-- Bruce
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Bruce,
>
> Something along these lines was planned already and will arrive at some point.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "bruce1r" <brucer@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, July 20, 2009 4:29 PM
> Subject: [amibroker] Re: Quick AFL in scans
>
>
> > Tomasz -
> >
> > This triggered something I've been meaning to mention. QuickAFL in AA
> > was a great enhancement for optimization, and watchlist AA functions.
> > It freed me from having to generate date truncated clones of tickers for
> > fast optimization.
> >
> > But it appears that there is a "chicken and egg" issue for single
> > tickers and AA functions. It first needs to execute once with all bars
> > for setup. That's OK for watchlist AA functions and all optimizations.
> > Where it can be problematic is for RT scans or explores running every N
> > seconds on a single ticker.
> >
> > What would be ideal is it it was detected that the same AFL was running
> > over the same Range and it used the previous QuickAFL setup. This would
> > allow quick repeated scans of RT data while maintaining long history.
> >
> > I'm making a wild guess that this is complicated by needing to detect
> > that the time period OR certain things in Settings haven't changed also.
> > But, if the changes aren't too bad, it might make a useful enhancement.
> >
> > -- Bruce
> >
> > P.S. Yes - I'll enter in the Feedback center unless you point out a bad
> > assumption.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
> >>
> >> Hello,
> >>
> >> This article
> >>
> >> http://www.amibroker.com/kb/2008/07/03/quickafl/
> >>
> >> explains:
> >>
> >> "In a similar manner, automatic analysis window can use subset of
> > available quotations to calculate AFL, if selected "range" parameter is
> > less than "All quotations".
> >>
> >> So, in short QuickAFL works so it calculates only part of the array
> > that is currently visible (indicator) or within selected range
> > (Automatic Analysis)."
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "sidhartha70" sidhartha70@
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Sent: Saturday, July 18, 2009 12:55 PM
> >> Subject: [amibroker] Quick AFL in scans
> >>
> >>
> >> > Something's that confusing me slightly about Quick AFL...
> >> >
> >> > When charting, I understand that SetBarsRequired(500,0) sets the
> > number of bars per array to the number of visible bars + 500...
> >> >
> >> > However, when using Quick AFL in a scan, where the symbol being
> > scanned may not even be visible on a chart, therefore there is no
> > concept of 'bars visible', how does SetBarsRequired(500,0) work...?
> >> >
> >> > Does it simply set the array sizes to 500 bars back...?
> >> >
> >> > TIA
> >> >
> >> >
> >> >
> >> > ------------------------------------
> >> >
> >> > **** 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
> >> >
> >> >
> >> >
> >>
> >
> >
> >
> >
> > ------------------------------------
> >
> > **** 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
> >
> >
> >
>
------------------------------------
**** 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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|