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Michael,
PREV in metastock is not a function and it can not be written as a function.
It is a 'magic word' (or 'special variable') that causes that metastock instead of executing formula
once, executes is as many times as there are bars loaded.
This makes it that slow. It is sick workaround in MS language that does not support looping.
Looping is hundeds times faster, better and nicer way of writing formulas
involving interation.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Michael.S.G." <OzFalcon@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 30, 2003 2:27 AM
Subject: RE: [amibroker] Re: Translation into AFL
> To help all the MS users that ask for the PREV function,
> Would a solution be to write an AFL function (With whatever looping is
> required), Call it PREV and upload it to the 3rd party & Online AFL
> sections for anyone asking to download? They then just pop this code into
> the front of their afl and away they go.
>
> <MSG>
>
> At 10:49 AM 29/07/2003 -0400, you wrote:
> >Tomasz,
> >We routinely see MS code using PREV on this forum. You have indeed shown
> >many times that AMA, or now, native loops, can be used to emulate MS PREV
> >code. Since so many (including myself) still struggle with looping Would it
> >make any sense for AB to simply offer PREV as a function?
> >
> >Regards,
> >Jayson
> >
> >
> >-----Original Message-----
> >From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
> >Sent: Tuesday, July 29, 2003 10:24 AM
> >To: amibroker@xxxxxxxxxxxxxxx
> >Subject: Re: [amibroker] Re: Translation into AFL
> >
> >
> >Stephane,
> >
> >This is not recursion but ITERATION.
> >PREV in metastock is not the value of some funciton but
> >just previous value of array (like in EMA formulation).
> >
> >What is more: even if some algorithm is recursive it can be
> >always rewriten to iterational form (there is a proof for this in computer
> >science)
> >
> >As for the question below, of course it can be written using loops
> >(as any other algorithm).
> >
> >BTW: Metastock people have very interesting habit of repeating
> >code everywhere and not using variables at all (that's probably
> >due to the 20 variable limit that metastock has)
> >
> >We would need to 'unwind' this bad coding practice:
> >
> >Original:
> >If(LinearReg(C,13)>PREV,If(LinearReg(C,13)-(ATR(13)*2.5)>
> >PREV,LinearReg(C,13)-(ATR(13)*2.5),PREV),LinearReg(C,13));
> >
> >So, we have LinearReg(C,13) in this formula mentioned 4 times and
> >ATR(13) mentioned 2 times.
> >
> >So let us replace this with variables :
> >
> >myLR = LinearReg( C, 13 );
> >myATR = ATR( 13 );
> >
> >result =
> > If( myLR > PREV,
> > If( myLR - 2.5 * myATR > PREV,
> > myLR - 2.5 * myATR,
> > PREV ),
> > myLR );
> >
> >Now let's rewrite to AFL native loops:
> >
> >myLR = LinearReg( C, 13 );
> >myATR = ATR( 13 );
> >
> >result[ 0 ] = myLR[ 0 ];
> >for( i = 1 ; i < BarCount; i++ )
> >{
> > if( myLR[ i ] > result[ i - 1 ] )
> > {
> > temp = myLR[ i ] - 2.5 * myATR[ i ];
> >
> > if( temp > result[ i - 1 ] ) result[ i ] = temp;
> > else result[ i ] = result[ i - 1 ];
> > }
> > else
> > result[ i ] = myLR[ i ];
> >}
> >
> >Graph0=result;
> >
> >Graph1=Close;
> >
> >This shows "DIRECT" rewriting of the formula. Resulting AFL code is 100+
> >times faster than Metastock code.
> >
> >
> >Best regards,
> >Tomasz Janeczko
> >amibroker.com
> >----- Original Message -----
> >From: "Stephane Carrasset" <nenapacwanfr@xxxxxxxxx>
> >To: <amibroker@xxxxxxxxxxxxxxx>
> >Sent: Tuesday, July 29, 2003 3:16 PM
> >Subject: [amibroker] Re: Translation into AFL
> >
> >
> > > Hello,
> > > I ask to me if recursion is not supported ( a function call itself
> > > from within itself) is it possible to get this formula below ( with
> > > PREV) in pure AFL with loops?
> > >
> > > stephane
> > >
> > > In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
> > > wrote:
> > > > If(LinearReg(C,13)>PREV,If(LinearReg(C,13)-(ATR(13)*2.5)>
> > > > PREV,LinearReg(C,13)-(ATR(13)*2.5),PREV),LinearReg(C,13));
> > > >
> > > >
> > > > x=IIf(LinearReg(C,13) > Ref(LinearReg(C,13),-1),
> > > > IIf(LinearReg(C,13)-(ATR(13)*2.5)>Ref(LinearReg(C,13)-(ATR(13)
> > > *2.5),-1),Line
> > > > arReg(C,13)-(ATR(13)*2.5),Ref(LinearReg(C,13)-(ATR(13)*2.5),-
> > > 1)),LinearReg(C
> > > > ,13));
> > > >
> > > >
> > > > ---
>
>
>
>
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