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For those who are trying to convert MS code to AB
code and have PREV somewhere within the MS code, TJ provided clues on how to
proceed.
I get individual emails so I don't know the
message number to this:
This is not recursion but ITERATION.PREV in
metastock is not the value of some funciton butjust previous value of array
(like in EMA formulation).What is more: even if some algorithm is
recursive it can bealways 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 repeatingcode everywhere and not using
variables at all (that's probablydue 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 andATR(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
Janeczkoamibroker.com
-CS
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=gillesdeprez@xxxxxxxxx
href="">gillesdeprez
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, September 06, 2003 1:36
AM
Subject: [amibroker] Re: Help with
formula- again...
Ok, but then what do I write instead of PREV? That's my
main problem, I have no idear what PREV refers
to...--- In <A
href="">amibroker@xxxxxxxxxxxxxxx,
"mrdavis9" <mrdavis9@x...>
wrote:> Should you have iif in the fifth line instead of if?? Ron
D> ----- Original Message ----- > From:
gillesdeprez > To: <A
href="">amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, September 06, 2003 12:42
AM> Subject: [amibroker] Help with formula-
again...> > > Hello,>
After fighting for hours, I give up after the fifth line, before I
> jump trhu the window, screaming! I know I jump often- I
live on the > ground level.> If one
of you knows MS and is kind enough to give me a hand...>
"Recursive moving trend average"> Lb:=Input("Look-Back
Period?",3,100,21);> Ty:=Input("1=C 2=H 3=L 4= Median
Price",1,4,1);>
Tv:=If(Ty=1,C,If(Ty=2,H,If(Ty=3,L,MP())));>
Alpha:=2/(LB+1);>
Bot:=(1-Alpha)*(If(Cum(1)<Lb,Tv,PREV))+Tv;>
RMTA:=(1-Alpha)*(If(Cum(1)<Lb,Tv,PREV))+>
(Alpha*(Tv+Bot-Ref(Bot,-1)));> RMTA>
> TIA!> Gilles> > >
> Send BUG REPORTS to bugs@xxxx> Send
SUGGESTIONS to suggest@xxxx>
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