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phsst,
8 mins sounds like a long time, run the formula below as a comparison,
My comp is a 2.5 ghz with 512mgz ram .
using the formula below as a test,
Buy=Cross(C,MA(C,10));
Sell=Cross(MA(C,10),C);
In an AA backtest,
my computer takes about 4 seconds with the report settings set to no
trade list, on about 1500 tickers with a 12 year history.
with the same data and the report settings set to tradelist with
prices( 4 dec.dig) it takes 27 seconds.
My old 200 mgz comp took about 13 times longer on this test.
peter.
--- In amibroker@xxxxxxxxxxxxxxx, "phsst" <phsst@xxxx> wrote:
> I too filter stocks by price under $5, along with other
restrictions.
>
> But since you state that TJ has made the QP2 plugin pretty fast...
> I'll trust it too.
>
> But one final question... is it unusual for a full database backtest
> to take 8 minutes to complete... including filtering of stocks less
> than $5 in price?
>
> Thanks for the feedback.
>
> Phsst
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> > Psst,
> > I do not use the all stocks option as there are many, many stocks
> there that
> > I would not even consider trading. For instance the qp database
has over
> > 2200 stocks under $5, almost 600 less than a dollar. Instead I
> filter a list
> > that meets my trading universe criteria. I suppose there are pro's
> and cons
> > to both approaches. Using the enable local storage option will
speed
> things
> > a bit but Tomasz has made the QP plug in pretty fast.
> >
> > Jayson
> > -----Original Message-----
> > From: phsst [mailto:phsst@x...]
> > Sent: Thursday, April 24, 2003 10:56 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Jayson (or TJ) QP2 database efficiency
> >
> >
> > Jayson,
> >
> > You made a post earlier today that did not register for a few
hours,
> > so I apologize for not linking into the original thread.
> >
> > I believe that you posted that it only takes you a couple minutes
to
> > ripple thru your QP2 database to create new indexes.
> >
> > Here is my question:
> >
> > I link directly to my QP2 database rather than using QP2 to
update the
> > native AB database.
> >
> > Then, using the 'Groups / All Stocks' option to backtest or
explore
> > against the entire QP2 database, it usually takes about 8 minutes
per
> > backtest or explore on my 1.7 ghz system.
> >
> > Am I using the system in the most efficient way? Or should I
specify
> > the 'local database' option and let the system spend a few minutes
> > each day to update a native AB database from my QP2 database in
order
> > to speed up things on all subsequent backtests an explores?
> >
> > Thanks in advance,
> >
> > Phsst
> >
> >
> >
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> >
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