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Re: [amibroker] Re: Backtest execution speed.



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No, your tests shows that TC2000 itself accounts for 90% of run time (5 minutes with TC compared to less than half minute without 
link to TC).

And yes if you are using TC2000 you can switch back and forth - select TC2000 as data source, run one AA over all symbols to copy
data to AB local database, then switch data source to (local database) to avoid querying TC2000 for new data - this gives 10x 
speedup because
slow TC2000 is not contacted anymore.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "polomorabe" <paul.moore@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, September 13, 2009 8:28 AM
Subject: [amibroker] Re: Backtest execution speed.


> Thanks Bruce, Tomasz and Keith.
>
> Bruce, I checked with the simple AFL you suggested Buy=Sell=Short=Cover=0, and my results were:
> - First run after starting AB: 5'30"
> - Subsequent runs: 2'10"
> - Using local database: 0'23"
> So indeed, the AFL itself accounts for most of the run-time. Thanks for the tip.
>
> Keith, until he confirms himself, I believe Tomasz confirmed my understanding, ie, that with the source set to "local database", 
> no accesses from the TC2000 database are made. That is, after starting AB, the source must be set to TC2000 to ensure the local 
> database is updated. Afterwards, within the same AB session, the source can be set "local database" to maximise performance.
>
> Paul
>
>
>
> ------------------------------------
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>



------------------------------------

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