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[amibroker] Re: Using large intra day historical data bases


  • Date: Fri, 15 Jan 2010 23:12:28 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: Using large intra day historical data bases

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Kieth,

I will admit that I have not used it. But, wouldn't a single database using QuickAFL solve the problem for you?

Mike

--- In amibroker@xxxxxxxxxxxxxxx, Keith McCombs <kmccombs@xxx> wrote:
>
> I recently purchased 1min historical data, in ASCII format, for system 
> development and backtesting.  Some of it goes back many years and 
> therefor the files can be enormous.  I have NO problem with how much 
> disk space they take up.  However, I do mind how much time is used in 
> back testing.
> 
> One of my thoughts is to somehow break the data up into smaller time 
> periods, for example years with some overlap of November and December.  
> So I might have one data base that goes from 11/1/1998 to 12/31/1999 and 
> the next from 11/1/1999 to 12/31/2000, etc.  This would allow/require me 
> to test one year at a time, which might also help me keep my "back 
> testing" separate from "forward testing"  I might also consider even 
> smaller time periods such as quarters or months or weeks.
> 
> Has anyone else thought about, or better yet, done this?
> 
> Is there any efficient (time wise) way to implement this.  I don't care 
> about disk space; it's cheap.
> 
> Your thoughts and suggestions are appreciated.
> -- Keith
>




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