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Hi Dima and all,
<BLOCKQUOTE
>
<DIV
>From:
Dima
Rasnitsyn
To: <A title=amibroker@xxxxxxxxx
href="">amibroker@xxxxxxxxxxx
Sent: Sunday, January 21, 2001 7:49
PM
Subject: RE: [amibroker] AFL
comments
<SPAN
><FONT
face=Verdana>Hello Tomasz,
<SPAN
><FONT
face=Verdana>
<SPAN
><FONT
face=Verdana>I was really amazed by AFL speed. Now I understand the reason –
thank you.
<SPAN
><FONT
face=Verdana>
<SPAN
><FONT
face=Verdana>As for my suggestion #1, just in case I was not clear enough, I
mean the CONST argument can be NUMBER (not a VECTOR). Probably the better
example would be
<SPAN
><FONT
face=Verdana>N = -1;
<SPAN
><FONT
face=Verdana>prevClose = ref (close,
N);
<FONT face=Verdana
color=#993366><SPAN
>Anyway,
this limitation can be workaround (at least in my case), so I do not thing it
is worth any significant effort…
<SPAN
><FONT
face=Verdana color=#000000>Well, in fact you CAN use numbers right now.The only
thing to take care are implict type
conversions
<FONT face=Verdana
color=#000000><SPAN
>performed
by AFL engine. For example if you write<SPAN
class=EmailStyle20><SPAN
>
number = min(5, 2
);buy= ref( cross( macd(), 0 ), number );
sell = 0;
You will get "Bad args" error
because number is an array (vector) as a result of implict type conversion made
by AmiBroker
during execution of min function.
To switch back from array to a
number you have to use lastvalue() or ValueWhen() functions as shown
below:
<FONT face=Verdana
size=2>number = lastvalue( min( 5, 2 ) );buy= ref( cross( macd(),0 ),
number );
sell = 0;
Hope it helps.
<FONT face=Verdana
size=2>
<SPAN
><FONT
face=Verdana color=#000000>Best regards,Tomasz
Janeczko===============AmiBroker - the comprehensive share
manager.<FONT
face=Verdana>http://www.amibroker.com
<FONT face=Arial color=#993366
size=2><SPAN
>
<BLOCKQUOTE
>
<FONT face=Tahoma color=black
size=2><SPAN
>-----Original
Message-----From: Tomasz
Janeczko [mailto:tj@xxxx]<SPAN
>Sent: Sunday, January 21, 2001 5:23
AMTo:
amibroker@xxxxxxxxxxx<SPAN
>Subject: Re: [amibroker] AFL
comments
<FONT face="Times NewRoman"
size=3><SPAN
>
<FONT face=Tahoma color=black
size=2>Hello
Dima,<SPAN
>
<FONT face="Times NewRoman"
color=black size=3><SPAN
> <FONT
color=black><SPAN
>
<FONT face=Tahoma color=black
size=2>Thank
you for your e-mail. I think that the best news for you is that soon
AmiBroker will support charting/analysis plug-ins (in the form of
DLLs)<SPAN
>
<FONT face=Tahoma color=black
size=2>that
will enable writing systems/indicators in any
programming language. <SPAN
>
<FONT face="Times NewRoman"
color=black size=3><SPAN
> <FONT
color=black><SPAN
>
<FONT face=Tahoma color=black
size=2>As for
suggestions #1 and #2 - implementing such things is not so easy in AFL because
AFL is vector-based language. This means<SPAN
>
<FONT face=Tahoma color=black
size=2>that
when you write " something = close * volume" the engine performs vector
multiplication at once (this is the reason why<FONT
color=black><SPAN
>
<FONT face=Tahoma color=black
size=2>AFL is
10 or more times faster than other formula languages found in other stock
analysis software).... BUT I will think about it :-)<FONT
color=black><SPAN
>
<FONT face="Times NewRoman"
color=black size=3><SPAN
> <FONT
color=black><SPAN
>
<FONT face=Tahoma color=black
size=2>Point
#3 - yes, external functions would be nice :-) <FONT
color=black><SPAN
>
<FONT face="Times NewRoman"
color=black size=3><SPAN
> <FONT
color=black><SPAN
>
<FONT face="Times NewRoman"
color=black size=2>Best
regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<SPAN
><SPAN
>http://www.amibroker.com<FONT
color=black><SPAN
>
<DIV class=Section1
>
<P class=MsoNormal
><FONT
face="arial ce" color=black size=2><SPAN
>----- Original
Message ----- <SPAN
>
<P class=MsoNormal
><FONT
face="arial ce" color=black size=2><SPAN
>
From:<FONT face="arial ce"
color=black size=2><SPAN
> <A
title=rasnitsyn@xxxx href="">Dima Rasnitsyn
<SPAN
>
<P class=MsoNormal
><FONT
face="arial ce" color=black size=2><SPAN
>To:<FONT
face="arial ce" color=black size=2><SPAN
> <A
title=amibroker@xxxxxxxxxxx
href="">amibroker@xxxxxxxxxxx
<SPAN
>
<P class=MsoNormal
><FONT
face="arial ce" color=black size=2><SPAN
>Sent:<FONT
face="arial ce" color=black size=2><SPAN
> Sunday,
January 21, 2001 4:56 AM<FONT face="arial ce" color=black
size=2><SPAN
>
<P class=MsoNormal
><FONT
face="arial ce" color=black size=2><SPAN
>Subject:<FONT
face="arial ce" color=black size=2><SPAN
> RE:
[amibroker] AFL comments<FONT face="arial ce" color=black
size=2><SPAN
>
<P class=MsoNormal
><FONT
face="Times New Roman" color=black size=3><SPAN
> <FONT
color=black><SPAN
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>Hello
Tomasz!
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>Thank
you very much for your response.
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>As a
software engineer (yes, you are right), I would like to ask for three more
enhancements. I’m not sure whether they are valuable for the majority of
AmiBroker customers – long-term stock investors, but they would be definitely
beneficial for short-term and commodity traders, especially for those using
complicated custom indicators and/or trading
systems.
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>
<DIV class=Section1
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>1)<FONT
face="Times New Roman" size=1><SPAN
>
<FONT
face=Arial color=navy size=2><SPAN
>It
would be nice if the functions like ref(), valuewhen(), etc. with an argument
of type CONST will accept a NUMBER, so it will be possible to
do:
<DIV class=Section1
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>N =
MIN (a, b);
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>prevOpen
= ref (open, N);
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>
<DIV class=Section1
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>2)<FONT
face="Times New Roman" size=1><SPAN
>
<FONT
face=Arial color=navy size=2><SPAN
><SPAN
> For/while loops and IF-THEN-ELSE
constructs would be useful as well. The last would save complicated
multi-level IIF constructs.
<DIV class=Section1
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>
<DIV class=Section1
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>3)<FONT
face="Times New Roman" size=1><SPAN
>
<FONT
face=Arial color=navy size=2><SPAN
>Functions
(AFL file name where the function is defined), or simple ‘include’
construction can help to reduce code size and complexity for sophisticated
custom indicators and/or trading
systems.
<DIV class=Section1
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>As for
my 47Kb formula, I think about 80% of this code is targeted to workaroundthe
current limitations of AFL listed in the message #859 (<A
href="">http://www.egroups.com/message/amibroker/859).
It’s my system for trading NYBOT Sugar (I’ve not tested it onother
commodities yet), and the indicators showing graphically the account balance
and results of each trade. BTW, it would be very useful if the automatic
analysis tool will graph the account value and trade results.
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>I can
send this code directly to you if you are curious to see how a mad software
engineer can write 47K code in 4-th generation scripting language to implement
a trading system based on 2 simple price formations <SPAN
class=EmailStyle19><SPAN
><SPAN
>J<SPAN
class=EmailStyle19><SPAN
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>Thank
you,
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>Dima
<P class=MsoNormal
><SPAN
class=EmailStyle19><SPAN
>
<DIV class=Section1
>
<P class=MsoNormal
><FONT
face=Tahoma color=black size=2><SPAN
>-----Original
Message-----From: AmiBroker
Support [mailto:support@xxxx]<SPAN
>Sent: Saturday, January 20, 2001 6:05
AMTo:
amibroker@xxxxxxxxxxx<SPAN
>Subject: Re: [amibroker] AFL
comments<SPAN
>
<P class=MsoNormal
><FONT
face="Times New Roman" color=black size=3><SPAN
> <FONT
color=black><SPAN
>
<P class=MsoNormal
><FONT
face="Courier New" color=black size=2><SPAN
>Hello
Dima,<SPAN
>You
must be a software developer, Dima! Your requests are so
detailed!I am glad and thankful that you point out all these
things.> I'd like to request a few minor enhancements
to AFL interpreter.>> 1) The AFL buffers (in
Guru Comments, indicator builder, etc.) are> limited to about
32Kb [AFL code for my trading system is currently 47K].> Once
AFL code is larger, it becomes impossible to edit it in the window
(but> still possible to load file). It'd be great if you can
make this buffer> *unlimited*Wow! 47K formula
- that sounds truly interesting. Maybe you will uncover some
secretsabout this one?As for the limit I can
enlarge it easily to 64K but then limitation of Windows
95/98comes up:"Windows 95 implements some window
management features in 16 bits. The use of 16 bits imposes some restrictions
on parameters infunctions and messages and places limits on
internal storage. In some cases, Windows 95 provides features that can beused
to avoidthese restrictions and limitations. For example, the
standard edit control is limited to somewhat less than 64 kilobytes (K)
oftext" - taken from Microsoft Developer
NetworkThere are of course no such limitations on Windows
NT/2000 so this is not an issue for these platforms.Or... I
can switch to so-called "Rich-edit" controls that do not have such limitation
(but are slower...)>> 2) Subsequent
comments are not recognized, i.e. if I have> /*
comment one */> /* comment two */>
or> a = b; // comment one> /* comment two
*/> I get an error message pointing to the leading slash of
the> second commentThis one should be fixed
long time ago :-(> 3) result of Boolean (or any other)
operation including an array which> value is {EMPTY} for
particular date is {EMPTY}. I think {EMPTY} should be>
considered as 0. Example:> sell = exitLongPosition OR
enterShortPosition;> If my first trade for the time period is
Long, sell will have> {EMPTY} value until my first short
trade. 1 in exitLongPosition will be> ignored because of
{EMPTY} value of enterShortPosition.I guess you are right
(but for boolean operations only). Why not for all
operations?Simply because {EMPTY} is used to mark that thereare
no valid datafor given bar. For example moving average valueis
NOT available for the first<range> number of bars. So if
you base your other calculations on the resultsof MA you should
not include these invalid data. AFL engine detects {EMPTY}values
and skips them so nested functions/operators work only on valid
data.Best regards,Tomasz
Janeczko===============AmiBroker - the comprehensive
share manager.<A
href="">http://www.amibroker.com<FONT
color=black><SPAN
>
<FONT face="Times NewRoman"
color=black size=3><BR
><BR
><FONT
color=black><SPAN
>
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