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Thank you Tomasz, that helps explain what the quickafl and setbars is for.
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
Sent: Thursday, July 22, 2004 4:42 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] QuickAFL and SetBarsRequired and other stories
Hello,
Warning: this is an advanced topic and beginners should skip this post
entirely.
----------------------------------------------------------------------------
--------------
A few words about why using SetBarsRequired is superior to turning QuickAFL
off.
Just Quick Fact first:
There is NO difference between turning OFF QuickAFL and
adding SetBarsRequired( 1000000, 1000000) at the top of your formula
except the latter allows you to do disable QuickAFL feature on PER-FORMULA
level (which is better).
So SetBarsRequired allows to selectively turn off QuickAFL without affecting
the performance of ALL indicators.
You can also use
SetBarsRequired( 530, 0 );
if you do not want to turn off quickafl at all but just provide extra 500
past bars
(AB "internally" adds 30 bars at start anyway when no SetBarsRequired is
used
- hence 500 vs. 530 specified)
Now a few more words how QuickAFL (and AA "Check") function works
(I have explained it already here:
http://finance.groups.yahoo.com/group/amibroker-beta/message/1123
but here is a quote for quicker reference:)
I think I should explain how 'check' function works...
well it has direct connection with the way how "QUICKAFL" feature
calculates number of bars required to correctly compute given function.
"CHECK" feature is in fact "side-effect" of what I need to implement
to make QuickAFL working.
(FYI: QuickAFL is described in the User's Guide: Preferences window:
Enable QuickAFL(tm) for indicators - this turns on QuickAFL(tm) feature that
causes faster charts redraws. QuickAFL works so it
calculates only part of the array that is currently visible. If you use this
feature and your formulas are script based you should
add SetBarsRequired function to your code. Recommended especially when you
work
with data that have more than 10000 bars. )
To calculate number of bars required to calculate formula
AmiBroker internally uses two variables 'backward ref' and 'forward ref'.
'backward ref' describes how many PREVIOUS bars are needed to calculate
the value for today, and 'forward ref' tells how many FUTURE bars are needed
to calculate value for today.
When plotting indicators AB takes FIRST visible bar and subtracts 'backward
ref"
and takes LAST visible bar and adds 'forward ref' to calculate first and
last
bar
needed for calculation of the formula.
Now every AMiBroker's built -in function is written so that it adds
its own requirements to those variables.
So for example when parser scans the formula like this:
buy = C > Ref ( MA( C, 40 ), -1 );
it analyses it and "sees" the
MA with parameter 40.
It knows that simple moving average of period 40 requires 40 past bars
and zero future bars to calculate correctly so it does the following (all
internally):
BackwardRef = BackwardRef + 40;
ForwardRef = ForwardRef + 0;
Now it sees Ref( .., -1 );
It knows that Ref with shift of -1 requires 1 past bar and zero future bars
so it "accumulates" requirements this way:
BackwardRef = BackwardRef + 1;
ForwardRef = ForwardRef + 0;
So it ends up with
BackwardRef = 41;
ForwardRef = 0;
AND THESE VALUES are used in the "CHECK" dialog.
To make sure that simple for loops that reference few past bars do not need
to
call SetBarsRequired
AmiBroker automatically adds 30 to BackwardRef just in case.
That's why the CHECK dialog will tell you that the formula
buy = C > Ref ( MA( C, 40 ), -1 );
requires 71 past bars and 0 future bars.
You can modify it to:
buy = C > Ref ( MA( C, 50 ), -2 );
and it will tell you that it requires 82 past bars (30+50+2) and zero future
bars.
If you modify it to:
buy = C > Ref ( MA( C, 50 ), 1 );
It will tell you that it needs 80 past bars (30+50) and ONE future bar (from
Ref).
This is how "CHECK" function works: it adds the requirements of individual
functions
to calculate the requirements for entire formula.
If NO FUNCTION needs any future quote to calculate then CHECK will tell you
that
the formula does
not reference future quotes.
Note: QuickAFL is currently enabled only for INDICATORS,
but... the calculations performed for QuickAFL are used also by "CHECK"
feature
to 'estimate' if formula needs future bars or not.
Best regards,
Tomasz Janeczko
amibroker.com
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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