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Re: [amibroker] Another PREV example



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Tomatz, 
 
I agree that it's against the execution model of AFL and I can 
imagine the amount of work required to change the execution model. For this 
reason, it's not worthwhile changing it.
But I disagree that a linear implementation of PREV in C 
is less efficient or simpler than using JScript/VBScript ! 
 
In any case, unless other user want to pursue in this 
discussion, there is no point of continue this thread. 

I appreciate the way AmiBroker is 
implemented now and I am anxious to see version 3.8 when DevKit will provide a 
way to implement anything we want at the speed only limited to the C/C++ 
efficiency.
 
Thanks again !
 
Jon.
<BLOCKQUOTE 
>
<DIV 
>From: 
Tomasz Janeczko 

To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Friday, September 07, 2001 12:52 
PM
Subject: Re: [amibroker] Another PREV 
example

Hello,
 
I won't dig into technical details herebut 
there is no sense in implementing PREV-like function 
because it is against array-based execution 
model of AFL (for more details see "Array processing"
article in the newsletter: <FONT 
face=Tahoma size=2><A 
href="">http://www.amibroker.com/09-2001.html<FONT 
face=Tahoma size=2>. This model makes AFL so fast.
 
All you really need is an access to individual 
items of the array and they way
to iterate through the array.
Now this functionality is provided in 
JScript/VBScript and as AFL fully supports these languages
via its scripting host you can write ANY 
recursive formula using script. This is not only simpler
than wrestling with PREV-like formulas but also 
more efficient.
 
Best regards,Tomasz Janeczko===============AmiBroker - the 
comprehensive share manager.<A 
href="">http://www.amibroker.com
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
jonf 
To: <A 
title=amibroker@xxxxxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, September 07, 2001 
5:53 PM
Subject: Re: [amibroker] Another 
PREV example

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 
need self reference. Now I think you are right by saying that you shouldn't 
implement it as a truly recursive function but we need a self referenceof 
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) Hypothetical 
Amibroker 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@xxxxxxxxxxxxxxx 
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 isa 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: 
DanielErvi 

To: <A 
title=amibroker@xxxxxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 

Sent: 07 September, 2001 
12:44
Subject: RE: [amibroker] Another 
PREV example

<FONT face=Arial color=#0000ff 
size=2>Hey that worked perfectly!
<FONT face=Arial color=#0000ff 
size=2> 
<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@xxxxxxSubject: 
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: 
Daniel 
Ervi 
To: <A 
title=amibroker@xxxxxxxxxxxxxxx 
href="">Amibroker Yahoo Group 

Sent: Thursday, September 06, 
2001 10:32 PM
Subject: [amibroker] Another 
PREV 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! 
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