> Fred and I and probably > others clone symbols to a specified date minus 252 bars to allow long > lookback functions to stabilize. This data truncation has a >PROFOUND > impact on execution times.
Can anybody please explain why this speeds up execution. I thought AB default was to load a 'few' more bars than required by AFL, so if the formula filters by datenum OR range OR barindex etc why is that slower than using 'Pad and Align' with a 'shortened' symbol. Doesn't AFL only load and process from the filtered date on? If not, what does it do? What does a 'Pad and Align',with a 100 bar reference, do differently to a barindex filter of 100 days, as far as loading and processing time goes? I would appreciate it if anyone can clear this up for me. brian_z --- In [email protected], "bruce1r" <[EMAIL PROTECTED]> wrote: > > Herman - > > First, I agree, the new status functions look wonderful and will allow > some interesting app's. > > In reference to your note about cloning data, I've tried lobbying TJ > at conferences for 2 years to add this to the Settings. He > acknowledges the gain, so maybe someday soon. Fred and I and probably > others clone symbols to a specified date minus 252 bars to allow long > lookback functions to stabilize. This data truncation has a PROFOUND > impact on execution times. Depending on the amount of AFL code, and > if you only need a couple years of history, speedups of 3x+ are not > uncommon. Very important to optimizations. > > There is another way, though, and that is why I thought I'd write a > quick note. If this method was available through COM automation, I > would have used it instead of cloning because the overhead is minimal > and the benefits are almost as great. > > Go into settings and set "Pad and align...", and set the reference > symbol to a ticker that covers the desired date range minus a number > of bars for functions to stabilize. For example, if you were using > the QP3 database, you might set it to IEZ, which started in 5/5/2006 > to get a 1 year history minus 1 year of bars for stabilization. You > will get a significant speedup. > > Plus it is simpler than an export/import. Just remember to "un-set" > it when it isn't needed. > > Bruce R. >
