|
PureBytes Links
Trading Reference Links
|
No, I'm not sure, but this has been discussed before. The last I recall
Tomasz said not to use this anymore...but we're counting on my "recall"
so that's not reliable ;-)
I do know that AB will use as many bars as necessary to get the "right"
answer. It's very smart in that regard. Why don't you record some
results, take out the SetBarsRequired and see if the answers are the
same and if the speed is improved?
--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of treliff
| Sent: Tuesday, August 23, 2005 09:04
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Re: some looping help needed .......
|
| Terry, no I don't need 100,000 bars (currently testing on several
| years of daily bars) but I do want the calculation (standard
| deviation) over all bars, so back to bar zero from any starting bar.
|
| While AB Help menu says that SetBarsRequired is only necessary
| outside pure AFL (having to do with "QuickAFL") I find many pure AFL
| code examples that contain looping having this
|
| setbarsrequired( 100000, 100000 ) // require all past and all future
| bars
|
| statement at the beginning (like in AFL library or in this forum).
|
| Are you sure it can be left out?
|
| I appreciate your help. Thanks.
|
| -treliff
|
| --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
| > Do you really need 100,000 bars to get the right answer?
| > Seems like not forcing this many bars would speed things up a lot.
| > --
| > Terry
| > | -----Original Message-----
| > | From: amibroker@xxxxxxxxxxxxxxx
| [mailto:amibroker@xxxxxxxxxxxxxxx] On
| > | Behalf Of treliff
| > | Sent: Monday, August 22, 2005 20:10
| > | To: amibroker@xxxxxxxxxxxxxxx
| > | Subject: [amibroker] some looping help needed .......
| > |
| > | Hoping for some help from Expert Coders.
| > |
| > | Code in question is part of a larger code and creates an
| incredible
| > | drag, slow chart scrolling etc., understandably so in view of the
| > | amount of procedures. Hope this can be simplified/improved.
| > | Appreciate anyone's time to take a look and possibly help me out.
| > |
| > | I have an array called "Cycle" that contains integers between
| > | 10 and
| > | 50.
| > |
| > | I have a function called "Oscillator" that, working on any
| > | Cycle
| > | array, returns some oscillator, meaning it is limited on up- and
| > | downside and has Mean approximately zero (like an irregular
| Sinus).
| > |
| > | My challenge is that once Cycle has been generated (earlier in my
| > | code) I want to calculate the standard deviation of Oscillator
| over
| > | all previous bars using strictly the Cycle value of that
| particular
| > | Bar (not the Cycle array which has different values).
| > |
| > | For example:
| > | - Bar 300 has cycle value 27
| > | - I create an array with value "27" in all array elements
| > | - then calculate Oscillator of this "27" array
| > | - calculate the standard deviation of all Oscillator values up to
| Bar
| > | 300
| > | - place this particular value in Bar 300 of a new array
| > | - execute this procedure for all Bars separately
| > |
| > | Below is the code I made. TIA for any advice.
| > |
| > | // code start
| > |
| > | /* NOTE: the first few lines below are IRrelevant, only to create
| > | random Cycle values between 10 and 50 and some Oscillator
| function,
| > | in order for the lower part to work */
| > |
| > | function Randomize(a,b)
| > | { return Random(1)*(b-a)+a ; }
| > |
| > | Cycle = int( Randomize(10,50) ) ;
| > |
| > | function Oscillator(n)
| > | { return Randomize(-50,n) ; }
| > |
| > | /* HERE starts the relevant part */
| > |
| > | SetBarsRequired( 100000, 100000 );
| > |
| > | function StDevCum(array)
| > | { return sqrt( ( (BarIndex()+1) * Cum(array^2) - (Cum(array))
| ^2 ) /
| > | (BarIndex()+1)^2 ); }
| > |
| > | /* StDevCum calculates standard deviation of array from Bar zero
| up
| > | to current Bar. */
| > |
| > | function Cycleconstant(number)
| > | { for ( i = 0 ; i < BarCount ; i++ )
| > | { result[ i ] = Cycle[ number ] ; }
| > | return result; }
| > |
| > | /* Cycleconstant fills a complete array with a Cycle array element
| > | value (number). */
| > |
| > | for (j = 0 ; j < BarCount ; j++ )
| > | { y = StDevCum( Oscillator( Cycleconstant( j ) ) ) ;
| > | StDevCumOfOscillator[ j ] = y[ j ] ; }
| > |
| > | /* for each separate Bar this first works Oscillator on
| Cycleconstant
| > | array of that Bar, then calculates standard deviation (from Bar 0)
| > | and places result in Bar value (array element) of new array
| > | StDevCumOfOscillator. */
| > |
| > | Plot(0,"",colorBlack);
| > | Plot(Oscillator(Cycle),"Oscillator(Cycle)",colorBlue);
| > | Plot(StDevCumOfOscillator,"StDevCumOfOscillator",colorRed);
| > | GraphZOrder = 1;
| > |
| > | // code end
| > |
| > |
| > |
| > |
| > |
| > | ------------------------ Yahoo! Groups Sponsor -------------------
| -~--
| > | >
| > | <font face=arial size=-1><a
| > |
| href="http://us.ard.yahoo.com/SIG=12h0dd89q/M=362131.6882500.7825259.1
| > |
| 493532/D=groups/S=1705632198:TM/Y=YAHOO/EXP=1124770234/A=2889190/R=0/S
| > | IG=10r90krvo/*http://www.thebeehive.org
| > | ">Put more honey in your pocket. (money matters made easy)
| Welcome to
| > | the Sweet Life - brought to you by One Economy</a>.</font>
| > | ------------------------------------------------------------------
| --~-
| > | >
| > |
| > | 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
| > |
| > |
| > |
| > |
| > |
|
|
|
|
|
| ------------------------ Yahoo! Groups Sponsor --------------------~--
| >
| <font face=arial size=-1><a
| href="http://us.ard.yahoo.com/SIG=12hhmiq6u/M=362131.6882500.7825259.1
| 493532/D=groups/S=1705632198:TM/Y=YAHOO/EXP=1124816731/A=2889190/R=0/S
| IG=10r90krvo/*http://www.thebeehive.org
| ">Put more honey in your pocket. (money matters made easy) Welcome to
| the Sweet Life - brought to you by One Economy</a>.</font>
| --------------------------------------------------------------------~-
| >
|
| 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
|
|
|
|
------------------------ Yahoo! Groups Sponsor --------------------~-->
<font face=arial size=-1><a href="http://us.ard.yahoo.com/SIG=12h8dnrnc/M=362131.6882500.7825259.1493532/D=groups/S=1705632198:TM/Y=YAHOO/EXP=1124818742/A=2889190/R=0/SIG=10r90krvo/*http://www.thebeehive.org
">Put more honey in your pocket. (money matters made easy) Welcome to the Sweet Life - brought to you by One Economy</a>.</font>
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|