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Dimitris,
This is all correct.
LastValue - references all future quotes (because on the very first bar it looks at the very last available (FUTURE) bar)
As for requirements for StochD - when you call the function inside the loop
- you effectively call StochD many times -
so the requirements are ADDED UP for each and every function called, as described in my previous e-mail.
As written below: the requirement counting sums up all individual function requirements (in each call).
This usually gives higher than absolute minimum, but this is good because it is better to
use a bit more bars than a bit less.
Note also: QuickAFL is internal AB stuff. I have provided the description for reference only.
Not to discuss anything.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, July 22, 2004 11:18 AM
Subject: [amibroker] Re: QuickAFL and SetBarsRequired and other stories
> 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
>
>
>
>
> 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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>
>
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