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


  • Date: Sat, 16 Jan 2010 23:39:41 -0500
  • From: Keith McCombs <kmccombs@xxxxxxxxxxxx>
  • Subject: Re: [amibroker] Re: Using large intra day historical data bases

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Mike, gariki, and James --
I have stock data from PItrading.com.  1100 stocks, most going back 7 years.
AB uses 40bytes to store one data point, OHLCV.  That means for 1min of data 15,600 bytes per day, 3,931,200 bytes per year.  For 1100 stocks that is 4,324,320,000 bytes, 4GB for one year.  I'm running XP64 with 8GB RAM, which is about my limit without a lot more $ for RAM.  Most of the testing I do requires portfolio testing with large number of stocks with few trades per stock.

PITrading has a 'market' disk which contains over 235 actively traded symbols, including ten futures with from 5 to 12 years of data each.  Check with them as to how they handle rollover date.

With my particular strategies, I see practically no difference between having running with SetBarsRequired(sbrAll, sbrAll); present or commented out.  I ran this simple test with the same strategy on two equities: 
  AAXJ, has data going back only to 8/18/08.
  BHI, has data going back to early 1992.

I optimized for a variable which was set to a random number on each iteration.   I also included in the strategy Buy = C < .01 AND (rest of strategy);  // so no trades are generated
EOD data was used and the Range was 8/1/2008 to 12/31/2009.
Optimize:  1000Steps   2000Steps
  AAXJ       3secs      7secs
  BHI        8secs     16secs

The tests were performed multiple times giving each stock a chance to be cached in RAM.

Thank you for your feedback.  But I would still like to try breaking the data up into smaller time periods and would appreciate suggestions on how to go about it.
-- Keith


gariki wrote:
 

I have done exactly this recently; but with only about 5years of intraday 1min data. In the end once the 5year database got loaded (the initial database creation took a while) i started using that database instead of the five 1year databases and used walkforward settings to set the backtest periods to 1year intervals. Backtesting did not seem to be slow for me on the bigger database so it worked out well.

This saved me a bit of time since i dont need to switch between databases etc.

BTW, you mind revealing where you bought your data from and how much it costs; i am myself contemplating buying some futures 1min data from http://disktrading.is99.com/disktrading/#data1. The cost seem pretty reasonable and i will have 7 more years of intraday data than i currently have.

thanks
-gariki

--- In amibroker@xxxxxxxxxps.com, "Mike" <sfclimbers@...> wrote:
>
> 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@xxxxxxxxxps.com, Keith McCombs <kmccombs@> 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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