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Thx for your reply. Would please explain the difference between fundamental data fields and price arrays? Is it because price fields are arrays and fundamental data fields are scalar? If so, does it mean that we would never have historical fundamental fields in AB. TIA
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> 1. You need to conserve memory. That is paramount importance. Not because of RAM, but because of CPU CACHE.
> Anything that exceeds CPU on-chip cache size runs 10 times slower.
> 2. On 64 bit systems there are strict guidelines for alignment for best performance - the structure needs to be 8 byte aligned, so
> you can not have odd number
> of floats in the structure.
> 3. It would make it very difficult to write 3rd party plugins if quotation structure size was not known in advance
> 4. If you really want more fields - use different ticker (artificial ticker) and AddToComposite or use static arrays.
>
> All in all, for all practical reasons it makes no sense.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "tipequity" <l3456@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, August 06, 2009 11:06 PM
> Subject: [amibroker] Aux data fields
>
>
> > Tomasz
> >
> > What is the resean for limiting the number of aux data fields to two? Wouldn't it give more flexibility if it could have been user
> > defined? TIA
> >
> >
> >
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