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Fred --
Took me a little while to get back to you and say THANKS!
I tried ED's suggested code, a few messages before yours, and it
solved my SLOW problem and helped me get a better understanding of
loops.
PSO/IO, not no, yes!
Now, I just started looking at your Portfolio.afl, without any
looping, and that really got me thinking. Lots of other great stuff
in that code. Looks so clean and straight forward (not Kludgy like
my stuff).
-- Keith
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
>
> 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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