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The following code displays the %UI and %MaxDD over a period of time
defined by the 'marker' poles. The default (no marker poles
present), displays %UI and %MaxDD over all bars in the data base.
This code works, but is terribly slow. It is fine for monthly bars,
but with 15 years of daily bars you will think it died (in fact Task
Manager will think so too).
I'm pretty sure the problem is with the arrays in the 'for' loop, but
don't know what to do about it.
Any and all help and suggestions are appreciated.
TIA.
-- Keith
=============================
// just between the poles
Count = 0;
SumR2 = 0;
ddmax = 0;
ddmaxdate = 0;
_highest = 0;
ratio = 0;
adate = DateTime();
for(i = BeginValue(BarIndex())+1; i <= EndValue(BarIndex()); i++){
_highest = HHV(H, BarIndex() - BeginValue(BarIndex()));
ratio[i] = (_highest[i] - L[i])/_highest[i];
if(ratio[i] > ddmax[i-1]){
ddmax[i] = ratio[i];
ddmaxdate[i] = adate[i];
}else{
ddmax[i] = ddmax[i-1];
ddmaxdate[i] = ddmaxdate[i-1];
}
SumR2 = ratio[i]^2 + Ref(SumR2[i], -1);
Count++;
}
ui = 100 * (SumR2[i-1]/Count)^0.5;
Maxdd = 100 * ddmax[i-1];
Maxdddate = ddmaxdate[i-1];
PlotOHLC(O,H,L,C,"",colorBlack,styleCandle);
Value = SelectedValue(C);
Title = Name() + " = " + Value
+ " %UI = " + ui + " Max%DD = " + Maxdd
+ " on " + NumToStr(Maxdddate, formatDateTime);
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