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Keith,
ALL calcs for statistics like UI & MDD should be able to be done
with NO looping.
I think you are a PSO/IO user, no ?
See the equity curve indicator contained therein for these calcs.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, "keithmccombs" <kmccombs@xxxx>
wrote:
>
> 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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