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[amibroker] Note about evaluation of formulas that assign Null (-1e10) value to some bars


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: [amibroker] Note about evaluation of formulas that assign Null (-1e10) value to some bars
  • From: "Tomasz Janeczko" <amibroker@xxxxxx>
  • Date: Mon, 2 Jan 2006 18:40:15 +0100

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Hello,


Note about evaluation of formulas that assign Null (-1e10) value to some bars:

If your formula specifically assigns Null (-1e10) values to bars in the middle or at the end of the data series
it will be evaluated differently in 4.75.0 compared to 4.74.x and before

For example this code:

xx = IIf( BarIndex() > 10 AND BarIndex() < 100, C, Null );  // <- NULL assigned at the end of series
yy = 2 * xx; 

will result in yy being equal 2 * -1e10 = -2e10 instead of Null at the end of the series.

In other words, Nulls propagate only if used at the beginning of the series not at the end or middle.

If you have such codes in your formulas you have to rewrite it to:

good = BarIndex() > 10 AND BarIndex() < 100;
xx = IIf( good, C, Null );  // <- NULL assigned at the end of series
yy = IIF( good, 2 * xx, Null ); 

to exclude ending Null bars from evaluation.

This change was enforced by speed optimizations (checking for Nulls for each bar in each operation is expensive
- it requires more time than calculation itself, ie. multiplication takes less than checks.)
 
Best regards,
Tomasz Janeczko
amibroker.com


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