This does not make
sense to me. You pick the dates you want tested. There is no other
way.
This assumes that
if you have data back to say, 1990,
and you test from 2000 to present, AA only runs from 2000 to present (plus
some number of days earlier
to insure reasonably correct results
as required). I'm sure this is correct since I can see the speed change when I
test on less data. Try testing one month, then test 20 years. It's
obvious this is
true.
-----Original
Message-----
From:
amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf Of dingo
Sent: Friday, October 21, 2005
12:48
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE:
[amibroker] Tomasz -
Quick AFL
I second
that request!!
d
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of bruce1r
Sent: Friday, October 21, 2005 12:21
PM
To:
amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Tomasz - Quick
AFL
First, thanks again
for adding the OLE charting properties and methods
to 4.73. They work out
great.
Your previous
response about Quick AFL in charting prompts me to
ask
if you have considered
employing it in AA methods. Those who
backtest, scan, etc. would realize speed increases if the
From/To
dates were utilized with
a pad similar to what you described in
QuickAFL in charting. AB is faster than anything
else out there, but
alas, we
always want more speed. Have you ever considered this,
or
perhaps it has issues - maybe
in the RT area ?
FYI at
present, I utilize an artificial reference ticker that
is
written out based on the From
date minus 1 year through the end date
and then imported. It was the best approach that I
could come up
with, and it
speeds up a number of AA applications.
-- Bruce R.