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Fred, thanks for your comments.
Correct about standard deviation, the defined StDevCum(array) is
really StDev(array, BarIndex() + 1) but this one does not work.
However I'm not sure this is what you are referring to because this
is not really a "loop".
Could you perhaps be more specific, maybe point me in the direction
of a loop-less re-write? Highly appreciated.
-treliff
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> Regardless ... It would appear the only loop that's required is the
> one that calc's standard deviation as the built in AFL version does
> not take an array for length. The rest of the loops can be
replaced
> by arrays and in some cases totally done away with.
>
> --- 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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