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Tomasz,
Excellent. Thank you.
>From initial testing it appears that performance is identical
regardless of whether one writes inline code, inline functions or
external functions and then #INCLUDE's them.
=========================
For example this code ...
=========================
/* @f_DEMA.AFL */
function f_DEMA(iparray, ipvariable)
{
oparray = DEMA(iparray, ipvariable);
return oparray;
}
#include "c:\Program Files\AmiBroker\AFL\@f_DEMA.afl"
Len1 = Optimize("Len1", 11, 1, 50, 1);
Len2 = Optimize("Len2", 21, 1, 50, 1);
DEMAx = f_DEMA(C, Len1);
DEMAy = f_DEMA(C, Len2);
Buy = DEMAx > DEMAy;
Sell = DEMAx < DEMAy;
Short = Sell;
Cover = Buy;
=================================================
Appears to run at the same speed as this code ...
=================================================
Len1 = Optimize("Len1", 11, 1, 50, 1);
Len2 = Optimize("Len2", 21, 1, 50, 1);
DEMAx = DEMA(C, Len1);
DEMAy = DEMA(C, Len2);
Buy = DEMAx > DEMAy;
Sell = DEMAx < DEMAy;
Short = Sell;
Cover = Buy;
===========
Great work.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Fred,
>
> 1. Yes you can save functions in a separate file(s).
> Then use #include to include the definitions in your formula
>
> 2. You can pass any type of the variable. Strings, arrays numbers.
> Also you can return numbers, arrays and strings.
>
> 3. You can use both. There are no restrictions.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Fred" <fctonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, April 30, 2003 2:46 PM
> Subject: [amibroker] Re: AmiBroker 4.34.0 BETA released - now with
user-definable functions with arguments and local variables
>
>
> > Tomasz,
> >
> > This looks interesting.
> >
> > A couple of questions tho ...
> >
> > 1. Do the functions have to be inline in whatever code is
calling
> > them or can they be seperately saved some how and referenced
elsewhere
> >
> > 2. Can arrays be passed as input and returned or only variables ?
> >
> > 3. Can one use array oriented statements inside the functions or
are
> > functions assumed to require looping.
> >
> > Thanks in advance,
> >
> > Fred
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <tj@xxxx>
wrote:
> > >
> > > Hello,
> > >
> > > A new beta version (4.34.0) of AmiBroker has just been released.
> > >
> > > It is available for registered users only from the members area
at:
> > > http://www.amibroker.com/members/bin/ab4340beta.exe
> > >
> > > If you forgot your user name / password to the members area
> > > you can use automatic reminder service at:
> > http://www.amibroker.com/login.html
> > >
> > > The highlight of this release are user definable functions /
> > procedures
> > > allowing passing parameters and supporting local variables.
> > >
> > > Please read "HELP ON NEW FEATURES" section below for the
details.
> > > The description of remaining additions is included in the
CHANGE LOG
> > > later in this document.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > >
> > > AmiBroker 4.34.0 Beta Read Me
> > > April 30, 2003 13:42
> > >
> > > THIS IS AN EARLY BETA VERSION OF THE SOFTWARE. EXPECT BUGS !!!
> > >
> > > AGAIN: THIS IS AN EARLY BETA VERSION OF THE SOFTWARE. EXPECT
> > BUGS !!!
> > >
> > >
> > > Backup your data files and entire AmiBroker folder first!
> > >
> > > INSTALLATION INSTRUCTIONS
> > >
> > > IMPORTANT: This archive is update-only. You have to install
full
> > version 4.30 first.
> > >
> > > Just run the installer and follow the instructions.
> > >
> > > Then run AmiBroker. You should see "AmiBroker 4.34.0 beta"
written
> > in the About box.
> > >
> > > HELP ON NEW FEATURES
> > > USER-DEFINABLE FUNCTIONS, PROCEDURES, LOCAL/GLOBAL VARIABLES
(4.34
> > or higher)
> > >
> > > Here is a sample code showing user-defined function:
> > >
> > > // the following function is 2nd order smoother
> > >
> > > function IIR2( input, f0, f1, f2 )
> > > {
> > > result[ 0 ] = input[ 0 ];
> > > result[ 1 ] = input[ 1 ];
> > >
> > > for( i = 2; i < BarCount; i++ )
> > > {
> > > result[ i ] = f0 * input[ i ] +
> > > f1 * result[ i - 1 ] +
> > > f2 * result[ i - 2 ];
> > > }
> > >
> > > return result;
> > > }
> > >
> > > Plot( Close, "Price", colorBlack, styleCandle );
> > > Plot( IIR2( Close, 0.2, 1.4, -0.6 ), "function example",
> > colorRed );
> > >
> > >
> > > In this code IIR2 is a user-defined function. input, f0, f1, f2
are
> > formal parameters of the functions.
> > > At the time of function call the values of arguments are passed
in
> > these variables. Formal parameters behave like local variables.
> > > Later we have result and i which are local variables. Local
> > variables are visible inside function only. If any other function
> > uses the same variable name they won't interfere between each
other.
> > >
> > > Due to the fact that AFL does not require to declare variables
the
> > decision whenever given variable is treated as local or global is
> > taken depending on where it is FIRST USED.
> > >
> > > If given identifier appears first INSIDE function definition -
then
> > it is treated as LOCAL variable.
> > > If given identifier appears first OUTSIDE function definition -
> > then it is treated as GLOBAL variable.
> > >
> > > Example (commentary):
> > >
> > > k = 4; // this is GLOBAL variable
> > >
> > > function f( x )
> > > {
> > > z = 3; // this is LOCAL variable
> > > return z * x * k; // 'k' here references global variable k
(first
> > used above outside function)
> > > }
> > >
> > > z = 5; // this is GLOBAL variable with the same name as local
> > variable in function f
> > >
> > > "The value of z before function call :" + WriteVal( z );
> > >
> > > // Now even if we call function
> > > // the value of our global variable z
> > > // is not affected by function call because
> > > // global variable z and local variable z are separate and
> > > // arguments are passed by value (not by reference)
> > >
> > > "The result of f( z ) = " + WriteVal( f( z ) );
> > >
> > > "The value of z after function call is unchanged : " + WriteVal
(
> > z );
> > >
> > >
> > > At the end of the function we can see 'return' statement that
is
> > used to return the result to the caller. Note that currently
return
> > statement must be placed at the very end of the function.
> > >
> > > It is also possible to write a procedure (a function that
returns
> > nothing (void))
> > >
> > > procedure SinePlotter( Freq, ColorIndex )
> > > {
> > > pname = "Line"+WriteVal(ColorIndex,1.0);
> > > array = sin( Cum( Freq * 0.01 ) );
> > > Plot( array, pname , colorRed + ColorIndex, styleThick );
> > > }
> > >
> > > for( n = 1; n < 10; n++ )
> > > {
> > > SinePlotter( n/2+Cum(0.01), n );
> > > }
> > >
> > > Note that although there are two separate keywords 'function'
> > and 'procedure' AmiBroker currently treats them the same (they
both
> > accept return values but not require them), but in the future the
> > rules maight get enforced to use
> > > return statement ONLY in conjunction with function keyword. So
it
> > is advised to use function keyword in case when your function
returns
> > any value and procedure keyword otherwise.
> > >
> > > Note also that recursion (having a function call itself from
within
> > itself) is NOT supported as for now.
> > >
> > >
> > > FLOW CONTROL AND LOOPING (4.31 or higher)
> > >
> > > while Statement
> > > The while statement lets you repeat a statement until a
specified
> > expression becomes false.
> > >
> > > Syntax
> > >
> > > while ( expression ) statement
> > >
> > > The expression must have arithmetic (numeric/boolean) type.
> > Execution proceeds as follows:
> > >
> > > 1.. The expression is evaluated.
> > >
> > >
> > > 2.. If expression is initially false, the body of the while
> > statement is never executed, and control passes from the while
> > statement to the next statement in the program.
> > > If expression is true (nonzero), the body of the statement is
> > executed and the process is repeated beginning at step 1.
> > >
> > > This is an example of the while statement:
> > >
> > > i = 10;while( i < 20 ){ Plot( MA( Close, i ), "MA" + WriteVal(
i,
> > 0 ), colorBlack + i ); i = i + 1;}The example plots 10, 11, 12,
13,
> > 14, 15, 16, 17, 18, 19 - bar moving averages.
> > >
> > >
> > > for Statement
> > >
> > > The for statement lets you repeat a statement or compound
statement
> > a specified number of times. The body of a for statement is
executed
> > zero or more times until an optional condition becomes false.
> > >
> > > Syntax
> > >
> > > for ( init-expression ; cond-expression ; loop-expression )
> > statement
> > >
> > > Execution of a for statement proceeds as follows:
> > >
> > > 1.. The init-expression, is evaluated. This specifies the
> > initialization for the loop. There is no restriction on the type
of
> > init-expression.
> > >
> > >
> > > 2.. The cond-expression, is evaluated. This expression must
have
> > arithmetic type. It is evaluated before each iteration. Three
results
> > are possible:
> > > a.. If cond-expression is true (nonzero), statement is
> > executed; then loop-expression, if any, is evaluated. The loop-
> > expression is evaluated after each iteration. There is no
restriction
> > on its type. Side effects will execute in order. The process then
> > begins again with the evaluation of cond-expression.
> > >
> > >
> > > b.. If cond-expression is false (0), execution of the for
> > statement terminates and control passes to the next statement in
the
> > program.
> > > This example illustrates the for statement:
> > >
> > > myema[ 0 ] = Close[ 0 ];for( i = 1; i < BarCount; i++ ){
myema[
> > i ] = 0.1 * Close[ i ] + 0.9 * myema[ i - 1 ];}This example
iterates
> > all bars of close array to calculate exponential moving
averageif,
> > else Statements
> > > if( expression )
> > > statement1
> > > [else
> > > statement2]
> > >
> > > The if keyword executes statement1 if expression is true
(nonzero);
> > if else is present and expression is false (zero), it executes
> > statement2. After executing statement1 or statement2, control
passes
> > to the next statement.
> > >
> > > Example 1
> > >
> > > if ( i > 0 )
> > > y = x / i;
> > > else
> > > {
> > > x = i;
> > > y = abs( x );
> > > }In this example, the statement y = x/i; is executed if i is
> > greater than 0. If i is less than or equal to 0, i is assigned to
x
> > and abs( x ) is assigned to y. Note that the statement forming
the if
> > clause ends with a semicolon.
> > >
> > > When nesting if statements and else clauses, use braces to
group
> > the statements and clauses into compound statements that clarify
your
> > intent. If no braces are present, the compiler resolves
ambiguities
> > by associating each else with the closest if that lacks an else.
> > >
> > > Example 2
> > >
> > > if ( i > 0 ) /* Without braces */
> > > if ( j > i )
> > > x = j;
> > > else
> > > x = i;The else clause is associated with the inner if
> > statement in this example. If i is less than or equal to 0, no
value
> > is assigned to x.
> > >
> > > Example 3
> > >
> > > if ( i > 0 )
> > > { /* With braces */
> > > if ( j > i )
> > > x = j;
> > > }
> > > else
> > > x = i;The braces surrounding the inner if statement in this
> > example make the else clause part of the outer if statement. If i
is
> > less than or equal to 0, i is assigned to x.
> > >
> > > CHANGE LOG
> > > CHANGES FOR VERSION 4.34.0 (as compared to 4.33.0)
> > >
> > > a.. user-definable functions and procedures with parameters
and
> > local variables
> > >
> > > b.. 'A' is NO LONGER predefined symbol. I decided to remove
it
> > because people tend to use A as user-variable forgetting the fact
> > that it was build-in array holding typical price (H+L+C)/3.
Use 'Avg'
> > instead.
> > >
> > > c.. indicator list column width increased in Indicator
Builder
> > > d.. DayOfYear - returns the calendar day number counting from
> > beginning of the year January 1st is 1. Maximum number returned
is
> > 366
> > > CHANGES FOR VERSION 4.33.0 (as compared to 4.32.2)
> > >
> > > a.. Database purify tool implemented (available via Tools-
> > >Database Purify)
> > > allows to detect missing/extra quotes, possible splits,
invalid
> > OHLC relationship
> > >
> > > Apply to/range settings similar to AA window. You can also
right
> > click over result list to add symbols to watch list and copy the
list
> > to the clipboard (and paste it later to any other program for
futher
> > use)
> > >
> > >
> > > b.. further improvements to AFL garbage collector, now
looping
> > regardless of loop count requires the same amount of memory as
just
> > single pass of the code (no growing allocated memory during
loops).
> > > This enormously lowered memory consumption for some formulas
and
> > increased the speed of some loops 3..4 times.
> > >
> > >
> > > c.. added variable period support to the following functions:
> > > LinRegSlope,
> > > LinearReg,
> > > LinRegIntercept,
> > > StdErr,
> > > TSF
> > > Sample code:
> > >
> > > Plot( Close, "Test", colorBlack );
> > >
> > > range = 15 * MA( ATR( 15 ), 50 ) / ATR( 15 );
> > >
> > > //Plot( range, "range", colorBlue, styleOwnScale );
> > > Plot( LinearReg( Close, range ), "Test", colorRed );
> > >
> > > d.. fixed sometimes incorrect output of variable-period
version
> > of LLV/HHV
> > >
> > > e.. fixed crash occuring when bad arguments were passed to
the
> > function (bug introduced in 4.32.x).
> > >
> > > CHANGES FOR VERSION 4.32.2 (as compared to 4.32.1)
> > >
> > > a.. second bug in experimental garbage collector fixed.
> > > CHANGES FOR VERSION 4.32.1 (as compared to 4.32.0)
> > >
> > > a.. garbage collector was releasing memory too soon in some
> > cases, now fixed.
> > > CHANGES FOR VERSION 4.32.0 (as compared to 4.31.1)
> > >
> > > a.. added type check in IF/ELSE statements
> > > b.. added type check in array element assignment
> > > c.. error messages now numbered and display changed slightly
> > > d.. you can break running loop by pressing Shift+BREAK
(Pause)
> > key combination
> > > e.. calling COM objects works again (was broken in 4.31.x)
> > > f.. changed slightly the way TAB works in editor, if TAB is
> > pressed any selection is deselected to avoid accidential deletion
of
> > text
> > > g.. experimental: added 'agressive garbage collector' that
> > extremely decreases the amount
> > > of memory required to run AFL formula by releasing the memory
> > > used for temporary variables as soon as possible (previously
> > > temporary memory was released at the end of formula
execution).
> > > A side-effect of new garbage collector is some speed up in
> > formula execution.
> > > h.. new tab in preferences for AFL engine settings
> > > i.. experimental feature, NOT for beginners, may be
> > removed/modified in future releases:
> > > new _TRACE( "string" ) AFL function added
> > > that allows to write debug messages from AFL code to system
debug
> > viewer.
> > > (it calls internally OutputDebugString Win API function).
> > > To view debug messages you have to run DebugView freeware
program
> > > from http://www.sysinternals.com/
> > > CHANGES FOR VERSION 4.31.1 (as compared to 4.31.0)
> > >
> > > a.. fixed bug introduced in 4.31.0 causing no text output in
> > commentary/interpretation
> > > CHANGES FOR VERSION 4.31.0 (as compared to 4.30.0)
> > >
> > > a.. Workspace window uses "icon font" set in the Windows
settings
> > instead of hard coded Tahoma 8
> > > b.. for better readability and ClearType(tm) compatibility on
> > WinXP, all dialog windows use now 'MS Shell Dlg' face name that
maps
> > to standard MS Sans Serif on Win 9x/Me/NT and Tahoma on Win 2K
and
> > XP.
> > > c.. rewritten AFL parser, now formula is parsed and coverted
to
> > syntax tree and then interpreted. This would allow further
> > improvements including compilation. This allowed also to add
loops/if-
> > else statements.
> > > d.. implemented IF/ELSE statement, WHILE and FOR loops:
> > > The same basic 'for' loop in AFL is 2..3 times faster than in
> > JScript
> > > Syntax follows C++/JScript style:
> > > while( conditional_expression ) statement;
> > >
> > > for( initializer_part; conditional_expression;
iterator_part )
> > statement;
> > >
> > > if( conditional_expression ) statement;
> > >
> > > if( conditional_expression )
> > > statement;
> > > else
> > > statement;
> > >
> > > e.. implemented compound statements: these are blocks of
> > statements enclosed
> > > in opening and closing curly brace
> > >
> > > {
> > > statement1;
> > > statement2;
> > > ...
> > > statementN;
> > > }
> > >
> > > compound statement can appear anywhere when simple statement
can.
> > >
> > > For example:
> > >
> > > i = 10;
> > > while( i < 20 )
> > > {
> > > Plot( MA( Close, i ), "MA" + WriteVal( i, 0 ), colorBlack +
i );
> > > i = i + 1;
> > > }
> > >
> > > f.. implemented C-style postfix and prefix
increment/decrement
> > operators
> > >
> > > i = 10;
> > > WriteIf( i++ );
> > > WriteIf( ++i );
> > > WriteIf( i );
> > >
> > > g.. implemented array element access (subscript) operator []:
> > >
> > > WriteVal( Close[ 0 ] ); // prints the first bar of close array
> > >
> > > /* a sample low-level implementation of exponential moving
> > average in AFL */
> > >
> > > myema[ 0 ] = Close[ 0 ];
> > >
> > > for( i = 1; i < BarCount; i++ )
> > > {
> > > myema[ i ] = 0.1 * Close[ i ] + 0.9 * myema[ i - 1 ];
> > > }
> > >
> > >
> > >
> > > h.. added built-in constant 'BarCount' that returns number of
> > bars available in arrays (the number of elements of array)
> > > When QuickAFL is turned on it may be less than true number of
> > bars because QuickAFL feature attempts to use only visible bars
(and
> > few before). You can control how many bars the formula requires
using
> > SetBarsRequired() function
> > >
> > > i.. implemented infinite-loop protection. Nice if you forgot
to
> > increment counter variable in 'for' loop :-)
> > >
> > > j.. tab key now works without need to press ALT/CTRL in AFL
> > editors
> > >
> > > k.. added C-like synonyms for logical ADD/OR/NOT: &&, ||, !
> > >
> > >
> > > /* a sample low-level implementation of Profit-target stop in
> > AFL: */
> > >
> > > Buy = Cross( MACD(), Signal() );
> > >
> > > priceatbuy=0;
> > >
> > > for( i = 0; i < BarCount; i++ )
> > > {
> > > if( priceatbuy == 0 && Buy[ i ] )
> > > priceatbuy = BuyPrice[ i ];
> > >
> > > if( priceatbuy > 0 && SellPrice[ i ] > 1.1 * priceatbuy )
> > > {
> > > Sell[ i ] = 1;
> > > SellPrice[ i ] = 1.1 * priceatbuy;
> > > priceatbuy = 0;
> > > }
> > > else
> > > Sell[ i ] = 0;
> > > }
> > >
> > > /* sample EMA rainbow */
> > >
> > > Plot( Close, "Price", colorBlack, styleCandle );
> > > for( Range = 15; Range < 100; Range++ )
> > > Plot( EMA( Close, Range ), "MA"+WriteVal(Range,0),
colorRose +
> > Range % 8, styleNoLabel );
> > >
> > >
> > > HOW TO REPORT BUGS
> > >
> > > If you experience any problem with this beta version please
send
> > detailed description of the problem (especially the steps needed
to
> > reproduce it) to bugs@xxxx
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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