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[amibroker] Re: Mixed EOD/Intraday data limitations?



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Thank you Tomasz.
 
That's great to hear that amibroker can handle more data than eSignal can throw out.
 
I will talk to eSignal and see how one can access their extended data histories.
 
I will also contact support to get the override instructions for downloading longer histories.

When you say one can have an unlimited number of databases, does that mean that one can access data from different databases during a custom (or simple) backtest? So that if one keeps daily data in one database and intraday data in another, can one mix the data during a backtest?

Thanks for your time.

Regards,
Ray

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> 1. eSignal started to advertise it along with just released 10.5
> but don't make it available through API. Their API still returns
> 180 days, even if you ask for many years.
>
> Complain to eSignal that you want all history available though API,
> maybe they will listen.
>
> AmiBroker can handle way more than eSignal is able to deliver
> now and in the future, if only eSignal makes the data available thru API.
>
> 2. Data are not "eliminated". Data are retrieved and stored for as much length
> as you define. If you define 1 million bars it will save upto 1 million.
> If you define 2 millions it will save that too.
>
> 3. You can have unlimited number of databases
>
> 4. Your calculation is wrong. 500000 bars is 1923 years of daily data.
> Apparently you meant 5 years of 1-minute data.
> AmiBroker has *NO* limit internally.
> 500000 bars is a amount where AMiBroker will display the warning message.
> The warning message is intended as a "wakeup call" for casual user
> "hey you - start thinking before entering stupid values and multiply
> the number of bars times 40 bytes and see how much RAM will be needed
> to store your data and be well aware that if you are entering cosmic values
> your RAM will be consumed and CPU would need to go through all those values
> so think twice before entering something and be well aware what you are doing".
> It is there solely because people tend to shoot yourself in foot way too often.
> And this "limit" is it totally overridable by one entry in the registry and if you contact
> support we can give the instructions to override provided that you are well aware
> of what you are doing. (Note: 1 million bars is 40 MEGABYTES per symbol for data alone!)
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "rmicalet" rmicalet@xxx
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, August 08, 2009 8:03 PM
> Subject: [amibroker] Mixed EOD/Intraday data limitations?
>
>
> > 1. If eSignal has up to 12 years of intraday data (for U.S. stocks) and
> > in some instances 20+ years of EOD data, will amibroker be able to hold
> > all of that data in a mixed EOD/intraday database?
> >
> > For SPY it appears as though my mixed EOD/intraday database has daily
> > data from eSignal going back to 1999, while SPY itself has data going
> > back to 1993. So I suspect the answer to question 1 is no, but as a new
> > user, I could be missing something.
> >
> > 2. As new real-time intraday data arrive do the older data in the mixed
> > EOD/intraday database get eliminated?
> >
> > 3. If the answers to 1 and 2 are no and yes, respectively, then it
> > seems to make sense to have two databases, one for long daily histories
> > and the other for intraday histories. If that's the case, is it possible
> > to combine these data in a backtest if they are from two different
> > databases?
> >
> > 4. Is the 500000 bar limit for 1-minute data a hard and fast limit?
> > That's approximately 5 years of daily data given 6.5 hour trading days.
> > What if one's data source has longer 1-minute histories? Can these
> > somehow be imported into amibroker (for example by exporting them from
> > the data source and importing an ASCII file to amibroker--could the data
> > be split up over multiple tickers)?
> >
> > Regards,
> > Ray Micaletti
> >
> >
> >
> >
> > ------------------------------------
> >
> > **** 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/





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