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Tomasz,
I do not think it is correct to "add" the required bars, it does not
make sense [in my opinion].
In the
for(i=10;i<=100;i=i+1)
{
y=StochD(i);AddColumn(y,"");
}
Filter=1;
we read that we need 5581 past quotes [!!] and in the
for(i=10;i<=100;i=i+10)
{
y=StochD(i);AddColumn(y,"");
}
Filter=1;
we need 640 past quotes.
The maximum required bars [136=100+3+3+30] would be closer to
reality, instead of the addition.
But, if you do not want to discuss it, there is no problem.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
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