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Ed --
Yep, it sure did make things faster, by many orders of magnitude.
I'm afraid that the original equation for UI was correct. It should
be a '^' and not a '*'. We have to take the square root here.
Thanks for your help.
-- Keith
--- In amibroker@xxxxxxxxxxxxxxx, E Winters <e.winters1@xxxx> wrote:
> Keith,
> Moving array operations outside the loop seems to have made things
> faster. I found some syntax errors for UI so you need to check if
my
> assumption about the formula is correct. See below:
> -------------------------code begins---------------------------
> // just between the poles
> Counta = 0;
> SumR2 = 0;
> ddmax = 0;
> ddmaxdate = 0;
> _highest = 0;
> ratio = 0;
> adate = DateTime();
> _highest = HHV(H, BarIndex() - BeginValue(BarIndex()));
>
> for(i = BeginValue(BarIndex())+1; i <= EndValue(BarIndex()); i++){
>
> 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);
> Counta++;
> }
>
> ui = 100 * (SumR2[i-1]/Counta)*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);
> --------------------------code ends-------------------------
>
> Regards,
> Ed
>
> keithmccombs 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);
> >
> >
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
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