Ken,

 

I recall in some previous ( not relatively recent ) version of AB running
into a limit of how many lines or characters ( I don't recall which ) could
be in an AFL.  At the time this could be overcome by segmenting the code
into includable chunks and then including them in a main section if you
will.

 

As to your questions that caused you to ask about the maximum size of an AFL
. It would seem that having a separate non AB database i.e. SQL, flat CSV
etc might be the way to go for storing information related to symbols in
some AB database that you for whatever reason can't write data to.

 

  _____  

From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf
Of Ken Close
Sent: Tuesday, July 08, 2008 10:01 AM
To: [email protected]
Subject: [amibroker] What is your Largest AFL file?

 

A side question is this: what is the largest practical AFL file ever created
that runs and is used regularly?

 

Obviously a hard question to answer (what is yours in terms of number of
lines or number of symbols operated on).  We talk about memory and multiple
cores, and speed, etc, I will bet primarily in terms of optimization speed.
But what about just a large number of symbols and a large number of
calculations and variables? That is what my question is aimed at.

 

If you are wondering why this question, here is a brief background:  all of
my recent postings have been because I am trying to work my way towards
implementation of what seems like a very large system.  I want to calculate,
for each and every symbol, a ranking indicator or value really.  I want to
use the "ordinal value" approach that I have recently been asking about.
Creating these ordinal values consumes a LOT of processing time and
calculations etc. I would like to do this on 1000s of symbols (maybe the
entire database) but may have to settle for some subset, perhaps only in the
hundreds.   But that is only the first step.

 

After having these calculated values, I thought I would save them into the
OI field of each symbol.  Then, separately, I would create an elaborate
rotational trading system, with a variety of parameters, and which would use
the ordinal ranking parameter I had previously calculated and saved into the
OI field.  The rotational trading system, I am estimating, would take a lot
of statements and need to keep track of a lot of information, and that would
be before attempting any opimization of the trading parameters.  I am
guessing that the rawbacktester mode is required.

 

If separating the ranking calculation and saving it into the OI field is a
problem (because of the interplay between local storage vs plugin access
that I asked about in another message), then I could consider putting
everything (I mean everything) into one humongous AFL file.  Calculate
ordinal rankings, keep them in their variables (by symbol) and then go right
into a rotational trading routine, all in the same code file.   I suspect it
would either overload memory, or would take days of continual running to
complete.

 

That is why I asked what is the largest code file you have ever made.  Maybe
my quest is a futile one, but I am still plowing along.

 

Thanks for listening.

 

Ken

 


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