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Fred,
Indeed the overhead of function call in AFL is very small.
For example parameter-less function call
requires just one symbol lookup in a
hash table (very fast) and that's it.
Actually if you had repeated fragments of code using functions
may speed up the formula. This is so because when parser
sees the definition of the function it transforms it into
internal representation that can be executed directly.
Now if you call functions many times you can save some time
because repeated code does not need to be parsed.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, April 30, 2003 4:44 PM
Subject: [amibroker] Re: AmiBroker 4.34.0 BETA released - now with user-definable functions with arguments and local variables
> 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/
> > >
> > >
> > >
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> 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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