|
PureBytes Links
Trading Reference Links
|
Tomasz,
I am not so sure about not implementing a PREV function. It's
true that a lot of time you can find a replacement but some expression needself
reference. Now I think you are right by saying that you shouldn't implementit
as a truly recursive function but we need a self reference of the previous day
of the current array !
I think an improved PREV function like PREV(Period, Default)
could be very useful. This will take the result of the past Period ago current
expression result. Default parameter will be return if
expression is not yet calculated or index is before the first bars.
This doesn't required an recursive implementation. We are self
reference the previously calculated individual elements and not the expression
by itself like a true recursion formula !.
For a better understanding here are an example of the
classical fibonacci number series:
1) Non recursive
implementation fib[0] = 0;fib[1] = 1;for i=2 to
n fib[i] =
fib[i-1] + fib[i-2];
2) Recursive
implementation function fibF(i) if i<2
return i else return
fib(i-1) + fib(i-2)end functionfor i=0 to n fib[i] =
fibF(i);
3) HypotheticalAmibroker
improved PREV fib = prev(-1,1) + prev(-2,0)
Now the complexity order for first algorithm is O(n).
For the second algorithm is O( n*sum(i) ) = O( n*(n+1)*n/2 ) =
O(n^3)
An implementation of PREV should be as the first algorithm
(linear, efficient) and not like the second (cubic, very inefficient).
Now the implementation PREV may required a complete
reprogramming of the AFL evaluation and may be not reasonable use of your time.
But this is another story !
Best !
Jon
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, September 07, 2001 7:34
AM
Subject: Re: [amibroker] Another PREV
example
Hello,
This is the reason why I think it is a good idea
NOT to have PREV in AFL.
In 80% of cases things may be coded without it in
much more efficient manner
(remember MS's PREV is very slow). The rest 20%
of cases could be coded
in script (also much more
efficiently).
Best regards,
Tomasz Janeczko
amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Daniel Ervi
To: <A title=amibroker@xxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: 07 September, 2001 12:44
Subject: RE: [amibroker] AnotherPREV
example
<FONT face=Arial color=#0000ff
size=2>Hey that worked perfectly!
<FONT face=Arial color=#0000ff
size=2>
It
just goes to show that there is always a different perspective for every
problem. I never thought to use the barssince
function.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thanks Jon and David for your help!
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Daniel
<FONT face=Tahoma
size=2>-----Original Message-----From: jonf
[mailto:jonf_ca@xxxx]Sent: Thursday, September 06, 2001
11:25 PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
Re: [amibroker] Another PREV example
Daniel,
barssince( month() != ref(month(),-1) ) +
1;
Hope this will help !
Tell me if it's not what you want !
Jon.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
DanielErvi
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">Amibroker Yahoo Group
Sent: Thursday, September 06, 2001
10:32 PM
Subject: [amibroker] AnotherPREV
example
Hi All,I've been struggling to figure out how
to code an MS indicator in AFLwithout using VBScript or
JScript. The function is pretty straight forward,but the
solution still eludes me. Here is the
function:
If(Month()<>Ref(Month(),-1),1,PREV+1)It is recursive,
which makes it very simple to understand. It is anindicator
that plots the current trade day number of the month.Can anybody
offer any ideas on how to get this going?Thanks in
advance!DanielYour use of Yahoo! Groups
is subject to the Yahoo!
Terms of Service. Your use ofYahoo!
Groups is subject to the <A
href="">Yahoo! Terms of Service.
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Your
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
|