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Dennis,
I did not dig into your code, but you seem to have spent a lot of time and
systematically isolated the issues / problems.
TJ has stated that ATCs are best way to have static arrays and they are
fairly fast because they are cashed.
TJ's plan (at least as far as I can understand) does not include any static
arrays in foreseeable future, as they are not any faster than ATCs.
Clearly we do need static array functions and TJ's solution is, (at lease
for now) ATCs.
Seems like it would be appropriate to report this as a "bug" or make a
suggestion for improving the system behavior.
The need for "static arrays" is obvious and will probably only increase.
Ara
----- Original Message -----
From: "Dennis Brown" <see3d@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, September 13, 2007 10:14 AM
Subject: [amibroker] SetBarsRequired() messing up AddToComposite()
> Hello,
>
> I have made a number of posts in the past asking for help
> understanding how some AFL things work that were causing me
> problems. Today, I see that some of these issues are related to each
> other.
>
> Most seem to be related to the number of bars that are loaded for an
> operation.
>
> 1. SetBarsRequired()
>
> I reduce the number of bars for calculating some of my slow loops to
> increase speed.
> At TJ's suggestion, I also placed a SetBarsRequired(barHistory, 0);
> at the end of my AFL which overrides the Fast AFL settings.
> barHistory is set by parameter to the number of bars I want to see in
> my charts.
>
> This was a great help in AFL execution speed. However, the
> SetBarsRequired() statement is peak detecting as long as the chart is
> running. That means that if I want to see 50,000 bars instead of
> 2,000 bars for a moment, the number of bars loaded will go up to
> 50,000 when I increase them, but will never be reduced when I set the
> number back to 2,000. So the slow down is permanent after that until
> I restart AB (or edit my chart AFL). Not ideal from my perspective.
>
> 2. AddToComposite()
>
> The first use of an AddToComposite() has the effect of requiring
> 1,000,000 bars back and 1,000,000 forward in fast AFL. Once
> executed, you can never go back to fast AFL.
>
> This can have a bad side effect for some ATC uses. In my case, I
> wanted to use an ATC ticker to hold flags to indicate a manual
> trade. Normally my code only needs 2000 bars loaded. When I load in
> the ticker with foreign() and modify a bar, then use ATC to write it
> back out, it does not write it out correctly The FIRST time. This is
> because the number of bars required was less at the time the Foreign
> () function was executed and the number required for the ATC was all
> bars, which does not take effect until the next pass of AFL for the
> next Foreign() function execution. This is messy to understand, and
> I do not fully comprehend all the details of it, except the first ATC
> write was not correct.
>
> However, the SetBarsRequired() command at the end of the AFL
> overrides this behavior, and keeps the number of bars the same as
> before. This leads to a similar problem, only now every ATC write is
> bad unless the SetBarsRequired() command includes all bars, which
> defeats the purpose of speeding up the AFL.
>
> 3. My questions
>
> Have I described what is happening correctly?
>
> How do I get the number of bars loaded to match the SetBarsRequired()
> command when I want to reduce the number?
>
> In order to have fast execution, am I going to have to abandon my use
> of ATC for saving static arrays?
>
> What other approach could I use to have high speed AFL and also be
> able to transfer array data between charts without using ATC?
>
>
> 4. The AFL which demonstrates the First ATC write problem :
>
> _SECTION_BEGIN("Manual Trades");
> // This section allows manual trades to be entered and saved
> permanently as a ticker
> // ~name1 is Buy flags
> // ~name2 is Sell flags
> // ~name3 is Short flags
> // ~name4 is Cover flags
>
> function saveManual(array, ManName)
> {AddToComposite(array ,ManName ,"x",atcFlagEnableInIndicator|
> atcFlagDefaults);}
>
> function saveAllManual(BuyMan, SellMan, ShortMan, CoverMan, ManName)
> {
> saveManual(BuyMan , ManName+"1");
> saveManual(SellMan , ManName+"2");
> saveManual(ShortMan , ManName+"3");
> saveManual(CoverMan , ManName+"4");
> }
>
> ManualName = ParamStr("Manual Trade Ticker", "~Kezha");
> createManual = ParamTrigger("Make Empty Ticker", "Make Empty Ticker" );
> EnableManual = ParamToggle("Enable Manual Trades", "OFF|ON" );
> setbuy = ParamTrigger("Buy", "Buy" );
> setsell = ParamTrigger("Sell", "Sell" );
> setshort = ParamTrigger("Short", "Short" );
> setcover = ParamTrigger("Cover", "Cover" );
> clear = ParamTrigger("Clear", "Clear" );
>
> bi = BarIndex();
> sbi = SelectedValue( bi )-bi[0];
>
> if( createManual )
> {
> saveAllManual(0, 0, 0, 0, ManualName);
> }
>
> if( enableManual )
> {
> BuyMan = Foreign(ManualName+"1" ,"H");
> SellMan = Foreign(ManualName+"2" ,"H");
> ShortMan = Foreign(ManualName+"3" ,"H");
> CoverMan = Foreign(ManualName+"4" ,"H");
>
> if( setbuy ){BuyMan[sbi ] = 1; saveManual(BuyMan , ManualName+"1");}
> if( setsell ){SellMan[sbi ] = 1; saveManual(SellMan, ManualName+"2");}
> if( setshort ){ShortMan[sbi ] = 1; saveManual(ShortMan, ManualName
> +"3");}
> if( setcover ){CoverMan[sbi ] = 1; saveManual(CoverMan, ManualName
> +"4");}
> if( clear )
> {
> BuyMan[sbi ] = 0;
> SellMan[sbi ] = 0;
> ShortMan[sbi ] = 0;
> CoverMan[sbi ] = 0;
> saveAllManual(BuyMan, SellMan, ShortMan, CoverMan, ManualName);
> }
> PlotShapes( BuyMan * shapeUpArrow,colorGreen,0,L,-25);
> PlotShapes( SellMan * shapeDownArrow ,colorRed ,0,H,-25);
> PlotShapes( ShortMan * shapeHollowDownTriangle ,colorRed ,0,H,-25);
> PlotShapes( CoverMan * shapeHollowUpTriangle,colorGreen,0,L,-25);
> }
> _SECTION_END();
>
> Thank you,
> Dennis Brown
>
>
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Please note that this group is for discussion between users only.
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