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In any case ... writing loops for stuff is leftover programmer
ability if you will ... I suffered from the same thing for awhile
back when I first started using AB ...
For example ...
Your ...
function CycleConstant(number)
{
for ( i = 0 ; i < BarCount ; i++ )
{
result[ i ] = Cycle[ number ] ;
}
return result;
}
Can be written ...
Result = Cum(0) + Cycle[number];
This at least takes the lowest level loop out of play ...
When you get around to writing the standard dev part you can write
the full calc for indivdual bars w/o loops as well ... so there
should only be one loop necessary ...
--- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@xxxx> wrote:
> Fred, ALL bars indeed. This is not short-term-TA but long-term-
> statistics (an attempt at least :-). 3 years of daily bars is
> minimum, 10 years would be better.
>
> Your amazement (Is that really what you are wanting ?) though may
> have pointed me in the right direction: perhaps I should de-link
> these long term standevs from the code. I am thinking about
> artificial AddToComposite tickers to store these measurements. No
> real "Composites" but multiple per-stock tickers like
>
> Ticker+"Cycle"+"10to13"
> Ticker+"Cycle"+"14to17" etc
>
> (certainly incorrect code, I'd have to work this out)
>
> That would be about 10 ATC tickers per stock (40 different cycles
> with 4 storage spaces OHLC for each ticker). One time-consuming ATC
> run over multiple stocks.
>
> Remains to be seen though if the code finds accessing data in
> truckloads of ATC tickers much more pleasant than doing the
> calculations itself.....
>
> Thanks for thinking along.
>
> -treliff
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> > Is that really what you are wanting ?
> >
> > Standard deviation of all numbers from the first bar through the
> > current bar ? or at the current bar are you wanting standard
> > deviation of the numbers of the most current n bars where n is
the
> > current cycle ?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@xxxx> wrote:
> > > 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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