Ed: The RSI and ROC are merely test indicators to try and prove the code concepts. Right now, Watchlist size is the key killing factor. I can do 30 symbols easily, 100 to 150 symbols within a reasonable time (minutes). 400 to 500 symbols (SP-500) take too long (estimated time to complete 1 3/4 to 2+ hours). Since Thomasz says the code is sorting N * N times, then it is easy to see why growth in the size of the watchlist is causing such a slow down.
If I can get something to work reasonably well with more symbols, my intention is to create a "recipe" of symbols probably numbering in the 8 to 10 range. > > So when you sum RSI and ROC, I think in most cases RSI will dominate the ranking. Since I am using ordinal ranking, I do not think that the relative values of the indicators have anything to do with "dominating the ranking". Maybe I am missing something; please explain further if I am. Thanks for your response and considering my issue. Ken -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Ed Hoopes Sent: Sunday, July 06, 2008 1:40 PM To: [email protected] Subject: [amibroker] Re: Paul Ho: Memory Challenges with Great Ranking Tool - Corrigendum (?) You might want to consider the relative values of your two ranking indicators. ROC is the % rate of change over the last 14 days - for most stocks that number would be fairly small. On the other hand RSI swings from 0 to 100. So when you sum RSI and ROC, I think in most cases RSI will dominate the ranking. Maybe it would be better to multiply RSI by a weighting factor to get its value to be more equal to ROC, unless you intend to have RSI dominate the rank, of course. Ed ------------------------------------ Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links
