|
PureBytes Links
Trading Reference Links
|
just use combination of SUM's with the required conditions inside the SUM
num = 10;
updown = sum(C>O,num) - sum(c<O,num) + sum(c>ref(c,-1),num) -
sum(c<ref(c,-1),num);
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 13/08/07, chwinc2000 <chwinc2000@xxxxxxxxx> wrote:
> Hello All,
>
> I created a indicator which I called in my script during backtest.
> When I am backtest it it runs extremely slow. I takes forever if I
> try to optimize it.
>
> I think it is because at each bar, I calls the function again and
> again causing massive resource usage. Does anyone know how to access
> it at a specific bar or recode to better use the function.
>
> THanks,
> Chris
>
>
>
>
> function numUpDown(periods)
> {
> for(t=0;t<BarCount;t++)
> {
> Value = 0;
>
> if(t >= periods)
> {
> x = t;
> for(i=0; i<periods;i++)
> {
> if( C[x] > O[x] )
> Value++;
> else if(C[x] < O[x] )
> Value--;
>
> if( C[x] > C[x-1] )
> Value++;
> else if(C[x] < C[x-1] )
> Value--;
>
> x--;
> }
>
> }
>
> result[t] = Value;
>
> }
>
> return result;
> }
>
> upDown = numUpDown(10);
>
>
> Buy = AND (UpDown > 0);
> BuyPrice = O;
> Buy = (Ref(Buy, -1));
>
> Sell = C>ref(c,-1);
> SellPrice = O;
> Sell = Ref(Sell,-1);
>
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> 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/
|