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----- Original Message -----
From: "Dave Merrill" <dmerrill@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 11, 2004 6:47 PM
Subject: RE: [amibroker] Computation efficiency
> Not to be a Fred Flintstone about it, but why not just try it? If you
don't
> see any difference (my bet), any difference there is is too small to
matter.
> Iterating megathousands of times will of course be more sensitive to small
> efficiencies, so if that's what your planning test that.
>
> Dave
>
Thanks everybody.
Well it's just about a... clean act I suppose ;-))
I was cleaning out some indicators. This is sometimes an Augian stable, with
useless repetitions, multiplications which add absolutely nothing except new
scaling etc. etc.
So I also came up against this problem of scaling in stochastic-type
indicators which oftentimes is not logically necessary like
aaa:=(a-hhv(a))/(llv(a)-llv(a))*100,
and sometimes is plainly redundant (consider for example the above formula
as:
aa/ref(aa,-1)
... where you would have this hundred - *100 - show in both aa and
ref(aa,-1).
So one theory proposed (on another list) reads that maybe this seemingly
redundant multiplication is OK to the extent that it helps get rid of a
fraction and so possibly speeds up code execution. Without multiplication,
stochastic would range between 0 and 1. I was wondering how this is done in
Amibroker.
Thanks. Best regards,
Yarroll
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