Hello,
Thank you very much for your e-mail.
1. Size limit for matrix is 500 million elements (2GB) per matrix.
There is of course RAM limit too and Windows limits too (like 32bit Windows limit of 4GB max memory per app)
Usual Windows memory limits apply for everything, see
http://www.amibroker.com/guide/x_performance.html
Generally in Windows you can not really count on allocating more than 2GB continuous chunk.
You may have lots of RAM but it is rarely continuous because Windows fragments memory heavily.
So this applies to any function.
I don't know what you are thinking when you write
"Most indicators have a typical range of only a couple of hundred significant digits, "
I am afraid you use the term 'significant digits' incorrectly.
In short, in modern computers, you don't deal with more than 15 significant digits for double precision
floating point and 7 for single precision.
http://www.amibroker.com/kb/2010/07/20/about-floating-point-arithmetic/
I think you meant the number of bars or elements in array / matrix instead
2. Your approach is OK. You can automate it if you want
http://www.amibroker.com/guide/objects.html
Best regards,
Tomasz Janeczko
amibroker.com
On 2016-04-04 04:32, pache amilist@moerae.net [amibroker] wrote:
> I'm doing some indicator vs return statistical testing. I've been
> constructing a matrix to store my counts. That's worked fine for
> individual stocks & small watchlists, but is starting to encounter
> issues with larger watchlists.
>
>
> 1) What are the size limitations on a matrix? And also size limitations
> on MxToString, MxFromString and StaticVarSetText/GetText?
>
>
> Most indicators have a typical range of only a couple of hundred
> significant digits, but invariably some have outliers in the thousands
> or tens of thousands. The fgets function mentions a 1024 character limit
> before needing to concatenate - if there are similar restrictions on the
> matrix<->string, matrix size or staticvar*text functions that would be
> relevant to how (and when) I start worrying about outlier handling. It's
> also a factor for bin sizing.
>
>
> 2) I've read
> http://www.amibroker.com/kb/2015/10/06/how-to-run-certain-piece-of-code-only-once/
>
>
> I have some code elements I don't want to run until after I've finished
> making my entire matrix (i.e. after the price data for all stocks in the
> watchlist has been run through & my matrix is fully formed). Is there a
> (multithreaded) way to run a section of code once at the end?
>
>
> Currently I'm handling it by having two explorations (one to construct &
> save the matrix, then another to process, display & export the results),
> but that approach feels a bit clunky.
>
>
> Thanks.
>
>
> ------------------------------------
> Posted by: pache <amilist@moerae.net>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
>
> ------------------------------------
>
> Yahoo Groups Links
>
>
>
>
------------------------------------
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
------------------------------------
Yahoo Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
amibroker-digest@yahoogroups.com
amibroker-fullfeatured@yahoogroups.com
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@yahoogroups.com
<*> Your use of Yahoo Groups is subject to:
https://info.yahoo.com/legal/us/yahoo/utos/terms/
Thank you very much for your e-mail.
1. Size limit for matrix is 500 million elements (2GB) per matrix.
There is of course RAM limit too and Windows limits too (like 32bit Windows limit of 4GB max memory per app)
Usual Windows memory limits apply for everything, see
http://www.amibroker.com/guide/x_performance.html
Generally in Windows you can not really count on allocating more than 2GB continuous chunk.
You may have lots of RAM but it is rarely continuous because Windows fragments memory heavily.
So this applies to any function.
I don't know what you are thinking when you write
"Most indicators have a typical range of only a couple of hundred significant digits, "
I am afraid you use the term 'significant digits' incorrectly.
In short, in modern computers, you don't deal with more than 15 significant digits for double precision
floating point and 7 for single precision.
http://www.amibroker.com/kb/2010/07/20/about-floating-point-arithmetic/
I think you meant the number of bars or elements in array / matrix instead
2. Your approach is OK. You can automate it if you want
http://www.amibroker.com/guide/objects.html
Best regards,
Tomasz Janeczko
amibroker.com
On 2016-04-04 04:32, pache amilist@moerae.net [amibroker] wrote:
> I'm doing some indicator vs return statistical testing. I've been
> constructing a matrix to store my counts. That's worked fine for
> individual stocks & small watchlists, but is starting to encounter
> issues with larger watchlists.
>
>
> 1) What are the size limitations on a matrix? And also size limitations
> on MxToString, MxFromString and StaticVarSetText/GetText?
>
>
> Most indicators have a typical range of only a couple of hundred
> significant digits, but invariably some have outliers in the thousands
> or tens of thousands. The fgets function mentions a 1024 character limit
> before needing to concatenate - if there are similar restrictions on the
> matrix<->string, matrix size or staticvar*text functions that would be
> relevant to how (and when) I start worrying about outlier handling. It's
> also a factor for bin sizing.
>
>
> 2) I've read
> http://www.amibroker.com/kb/2015/10/06/how-to-run-certain-piece-of-code-only-once/
>
>
> I have some code elements I don't want to run until after I've finished
> making my entire matrix (i.e. after the price data for all stocks in the
> watchlist has been run through & my matrix is fully formed). Is there a
> (multithreaded) way to run a section of code once at the end?
>
>
> Currently I'm handling it by having two explorations (one to construct &
> save the matrix, then another to process, display & export the results),
> but that approach feels a bit clunky.
>
>
> Thanks.
>
>
> ------------------------------------
> Posted by: pache <amilist@moerae.net>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
>
> ------------------------------------
>
> Yahoo Groups Links
>
>
>
>
------------------------------------
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
------------------------------------
Yahoo Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
amibroker-digest@yahoogroups.com
amibroker-fullfeatured@yahoogroups.com
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@yahoogroups.com
<*> Your use of Yahoo Groups is subject to:
https://info.yahoo.com/legal/us/yahoo/utos/terms/
EmoticonEmoticon