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[amibroker] Re: IQFEED AMIBROKER PROBLEMS



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I use IQFeed with AmiBroker.  My experience is that there are at least 2 additional dimensions that determine the performance of AB besides executing the AFL. When you first create the database, you specify the number of bars.  Secondly, there is a stock ticker list that you use for downloading the data.  My database is set for 5 minute bars, then I synthesize other time frames up to daily bars using statements like TimeFrameCompress etc.

I do my development work on a database with many stocks over a large number of bars.  It is usually done with the DB offline.  When I've got my indicators set like I want them, I create a SECOND live database that has just enough bars to make the indicators work properly and just the tickers that I really intend to trade.  By limiting the two dimensions, the database loads and auto-scans execute quickly.

If you are running WinVista, the default is for real time virus checking with Win Defender.  You should turn that off in the Defender control panel.  You don't need it checking the IQFeed data for viruses.  This really boosted my performance.  

Also it really helps if you can run AB & IQ on a dual processor machine because AB runs on one CPU and IQ runs on the other - eliminating the time consuming context switching in a single CPU machine.  Check your memory usage - I had to add more memory.  This machine only runs these two programs - no browser, no email or other stuff  -  very bare bones.  I spent a lot of time watching the performance monitor to figure out where my bottle necks were. I enter my orders on a second machine logged on to my broker - don't want any stalls when entering an order.

Finally, try and get a handle on your network performance. My ISP wouldn't help me - so it was a chore to figure out how much capacity I had and how much IQ was actually using.  The incoming data is very bursty which can cause stalls and dropped data.

ReefBreak
  

--- In amibroker@xxxxxxxxxxxxxxx, "trfy1120" <trfy1120@xxx> wrote:
>
> I don't use long backfills but I do have what could be a related issue.  I use a symbol list that I found on IQFEED of US symbols.  I have no idea how IQFEED finds these symbols but I think there are about 6300 of them.  I select from that list with my formula so I generate many fewer orders.  I am wondering if that number of symbols is causing a problem.  If I were industrious, I could probably eliminate more than 3000 of them from consideration and end up with a much more manageable database.  I think that will be my next task because, based on the responses so far, it seems that it must be something fairly unique to me.
> 
> Thanks again,
> 
> MS
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
> >
> > Hello,
> > 
> > http://www.amibroker.com/video/IQFeed.html
> > 
> > This video demonstrates far far more than 180 days backfill using IQFeed.
> > 
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> >   ----- Original Message ----- 
> >   From: Keith McCombs 
> >   To: amibroker@xxxxxxxxxxxxxxx 
> >   Sent: Friday, October 30, 2009 12:54 AM
> >   Subject: Re: [amibroker] IQFEED AMIBROKER PROBLEMS
> > 
> > 
> > 
> > 
> >   Are you trying to use long backfills?  I don't believe anyone has been able to get 180 day backfills to work properly.
> > 
> >   trfy1120 wrote: 
> >       
> >     Is anyone else having problems with IQFEED and Amibroker? In my case, I have had trouble with duplicate data. That is, for example, my database will have data for 10/29 preceded by data from 10/28 and then more data for 10/29. You can only see this when you look at the quote editor. It don't think it shows up in the charts but it does affect formula computations referring to previous bars. 
> > 
> >     Today, my system is dropping data that were previously in the database. 
> > 
> >     I think I am following the video database tutorial and I have contacted support without much luck. Does anyone else have any idea what may be going on?
> > 
> >     By the way, I use IQFEED to feed other programs so I don't think it is an IQFEED problem.
> > 
> >     Thank you,
> > 
> >     MS
> >
>




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