I am planning to have intraday strategies on 2,500 symbol universe in timeframes ranging from 10sec to 60min in AA with each timeframe in its own AA window.
The 60min strategy will have max indicator lookback of 200 bars. Given 30 bar margin for QuickAFL, lets round the number of bars in 60min timeframe to 250 to make the math easy. If I use RT data source with 1sec base interval, I assume I need:
250 hourly bars * 3600 sec/hr = 900,000 bars
Q #1) Above math says File -> Database Settings -> Number of bars has to be 900000? Is my understanding correct regarding this setting or can the 60min strategy AA window work with smaller setting in File -> Database Settings?
Q #2) I also understand from reading the ADK documentation that the above setting serves as the pQuotes nSize in GetQuotesEx(). (By the way, nice job on the plugin API). Assuming 2,500 symbols * 900,000 bars * 40 bytes/bar, the machine running AB needs 90GB of DRAM. Altenative to such large machine configuration would be running multiple AB instances with the higher timeframe AA windows such as 60min using database with 1min base interval rather than 1sec. Again, is this understanding correct? Thanks.