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Tomasz,
The check answer for
z=0;
for(j=10;j<=100;j=j+10)
{
y=LastValue(StochD(j));
if(y>50)
{
z=y;AddColumn(z,WriteVal(j,1.0));
}
}
Filter=1;
is:
"Approximately 640 past and ALL future quotes are needed to calculate
the formula properly."!!
[I use the latest v.4.59.0. with QuickAFL enabled]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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
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