Thomas and Herman: Thanks for your replies and Herman, for some very good and specific suggestions.
I am trying to automate in AB a manual (Excel based) system that has had a CAR over 15% for every year since 2000, and has done so ranking all symbols in a database in spite of logic that would say that it should work with fewer symbols being studied. Thus, my going in position has been to try and rank all symbols. Fall back would be doing some of the things you suggested Herman, once I "prove" I can not find a way to do all of them. Fputs and fgets may be a way for me to handle this--that is, save my ranking score in an external file rather than in the OI field. Something new to learn more about. Ken -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Thomas Z. Sent: Tuesday, July 08, 2008 10:59 AM To: [email protected] Subject: RE: [amibroker] What is your Largest AFL file? Hello Ken, My system framework includes 4800 lines. A Backtest over my complete futures portfolio (41 symbols) takes approximately 30 seconds. So there are no problems also even with a large amount of code lines. However it also depends on the type of calculation that your code does and as Herman already mentioned you can increase the speed by reducing unnecessary calculations. Thomas www.PatternExplorer.com From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Ken Close Sent: Tuesday, July 08, 2008 4:01 PM 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 ------------------------------------ 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
