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Herman,
LOL ... Thanks ... I'm not THAT picky ... it either bogs down or it
doesn't and when it does the cause and potential solutions usually
jump out.
--- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx>
wrote:
> Fred,
>
> try the Debug Window mentioned in the Readme, you no longer need to
talk
> about "it appears to be faster" :-) using the Debug window you will
know to
> the micro second where you code bogs down.
>
> Herman
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: April 30, 2003 10:45 PM
> To: amibroker@xxxxxxxxxxxxxxx
> 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@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
>
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