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Hello,
Yo have double nested loop. The code can be written without any loop using Sum function.
Actually it is a single-liner.
function numUpDownBars( periods )
{
return Sum( sign( Open - Close ) + sign( Close - Ref( Close, -1 ) ), periods );
}
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "chwinc2000" <chwinc2000@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, August 13, 2007 6:24 AM
Subject: [amibroker] using indicator in Script for backtesting
> 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
>
>
>
>
>
Please note that this group is for discussion between users only.
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SUPPORT {at} amibroker.com
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