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Mark,
There is no doubt using an external, global product is going to be slower!
However you are comparing Apples with Oranges.
1) Hashnums is designed to structure data as Symbolic objects, ie
a thing with a Name and many Attributes (strings or numbers) with
an array as a side feature.
It is not designed as a simple external array, it has many other
features that of course have trade offs. The array features are
not optomised as its main use is the symbolic structuring of
data that can be mapped to CSV files!
Indeed it is more than an Array, as storing items at indexes:
1, 3000, and 100000
will only allocate memory for 3 Floats. To do this in Tradestation
requires allocating data for 100000 items!
So a comparison cannot be made !
2) Tell me how you use Tradestations Arrays when you hit the 64K barrier.
It would be silly to use Hashnums when you can use inbuilt
Tradestation tools, in this case inbuilt arrays will, no doubt, be faster.
3) Tell me the speed when you write these values out to a file?
4) Hashnums allows all this data to be read by any Dll compliant program
or langauge, Excel, Visual Basic, C++, The manual provides
example code for these. If you let us know what problem you're having
we may be able to help.
5) I have done speed tests with HASHNUMS.
Processing a 2 minute Bar Chart with 8751 Bars ( A 1 minute
bar chart had too much data for Tradestation) storing and retrieving
20 symbolic variables (see below) on every bar took:
- With Hashnums (Put + Get) 12 seconds
- Tradestaion Arrays 10 seconds
- Done on a Pentium 120 with 32 meg of Memory.
- on my Pentium 350 with 256 meg of memory I could not
ever time the difference!!
It is quite simple to write a super fast global DLL that only stores
data by an array Index, a tool like Global Variables Pro would be a
good choice. We can create one for you if you want, but all the
other features of Hashnums are what makes it useful! We have not yet
found a case where the features and flexibility of hashnums don't
outweigh any overheads.
Example of a portion of test code:
putAt("BarData", "CurrentBar", CurrentBar);
putAt("BarData", "Open", Open);
............
myBar = getAt("BarData", "CurrentBar");
myOpen = getAt("BarData", "Open");
-----Original Message-----
From: Mark J. Cerar [SMTP:mcerar@xxxxxxxxx]
Sent: Friday, 18 September 1998 1:22
To: Kim Horn; Omega-list@xxxxxxxxxx
Subject: RE: EXE Code Too Large
Kim,
I have written two identical versions of the same indicator. One stores
data to and retrieves data from a multi-dimensional array in TS, the other
stores/retrieves data to/from the HashNums DLL, specifically using the
functions that store and retrieve by index number i.e. putNo("High", 1,
1080) and getNo("High",1). I stored the "array data" in the HashNums DLL
not in a .csv file. Otherwise the code is identical. I processed the exact
same data i.e. a daily chart, used the exact same loop structures and
bubbled down the arrays the same way. The HashNums version is many, many
orders of magnitude slower than the TS version on my computer (Pentium 150
MHz, 512 KB cache, 128 MB RAM in Win95). It's so slow that I wouldn't even
attempt it on a real-time chart. The only problem with the TS version is
the 64K limit which prevents me from adding everything I want.
If however you have any insight into interfacing HashNums with VB so that
data could be passed from TS to HashNums, processed in VB, returned to
HashNums and imported back into TS then I'd be interested in learning how.
There are several programming hurdles that need to be overcome to do this.
The HashNums on-line manual is very ambiguous on this matter.
Sincerley,
Mark.
> -----Original Message-----
> From: Kim Horn [mailto:kim@xxxxxxxxxx]
> Sent: Thursday, September 17, 1998 2:14 AM
> To: 'Mark J. Cerar'; 'Omega-list@xxxxxxxxxx'
> Subject: RE: EXE Code Too Large
>
>
> None of these products will impact the speed of a system to a great
> degree and it will all depend on how the systems are coded.
>
> We constantlyl use HASHUMS storing and retrieving 100's of variables
> from Systems running on the maximum amount of data that
> Tradestation can handle.. Therere is not a great speed loss.
>
> The TradeLab solution will not provide a significant
> advantage over the HASHNUMS and GLOBAL VARIABLES PRO.
> Indeed it may be much slower and more expensive. HASHNUMS
> interfaces to Visual C++, Visual Basic, Excel etc and allows data
> to be passed between the 2. HASHNUMS provides many more
> features in a Global variable product than Tradelabs Global Variables
> thing..
>
>
>
>
>
>
>
> -----Original Message-----
> From: Mark J. Cerar [SMTP:mcerar@xxxxxxxxx]
> Sent: Thursday, 17 September 1998 7:11
> To: Jim McConnon; Omega List
> Subject: RE: EXE Code Too Large
>
> Welcome to every TS programmers nightmare. I have used the
> HashNums program
> but be warned passing values back and forth between TS and HashNums slows
> things down considerably especially in long RT charts. You still
> might find
> it practical if you plan to pass values back and forth once or twice i.e.
> with one IncludeSystem Statement but after that Good Luck. There might be
> an interesting solution at Scientific Approaches Tradelab. Their Global
> Variables program interfaces with Visual Basic. So you could pass the raw
> data to their Global Variables program, a Visual Basic program
> could process
> the data and pass it back to the Global Variables from where the TS system
> could import the results. My thoughts are that this could be reasonably
> fast. I have not used the SciApps TradeLab Modules but I'm
> looking hard at
> it right now. There WebSite is http://sciapp.com/index.html
>
> Can anybody out their add their two cents worth?
>
> > -----Original Message-----
> > From: Jim McConnon [mailto:Jmcconno@xxxxxxxxxxxxx]
> > Sent: Wednesday, September 16, 1998 12:14 AM
> > To: Omega List
> > Subject: EXE Code Too Large
> >
> >
> > I have run up against the size limitation for systems in TS 4 build 21
> > (64k?).
> >
> > I have tried to slim down the code as much as possible. I put
> some print
> > functions into an Include System. I put some calculations into a
> > function,
> > but that seems like it uses up just as much space.
> >
> > Any thoughts? Use a DLL like Hashnums to pass values? I'm sure
> > others run up
> > against this and TS 5 is not here.
> >
> > Jim
> >
>
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