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Terry, I guess I can ask support specifically about the
SetBarsRequired issue. I removed it and it seems to give the same
results but also, it seems to take just as much time....
May I ask: did you find time to look at the rest of the code? You
see, if a more experienced coder could confirm that this is indeed
the way to go (and I am not doing things unnecessarily complicated)
that will give me some peace of mind and eventually make time-
consuming execution a bit more bearable.
-treliff
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> 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
> | > |
> | > |
> | > |
> | > |
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