|
PureBytes Links
Trading Reference Links
|
Fred,
I don't know what you did wrong, but I can confirm that exactly for
your formla above I measured a speed-up of x1.7 when running
optimization on the Dow30 and limitting the analysis to the last 150
days ...
Best regards,
Markus
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> As a followup to the speed aspect ...
>
> Even for a single symbol I don't see any difference between quickafl
> and not with the AFL below ... Is this because of the variable used
> in the length parameter as opposed to there being a constant there ?
>
> Again, thanks in advance ...
>
> Len1 = Optimize("Len1", 13, 2, 101, 1);
> Len2 = Optimize("Len2", 21, 2, 101, 1);
>
> X1 = EMA(C, Len1);
> X2 = EMA(C, Len2);
>
> Buy = Cross(X1, X2);
> Sell = Cross(X2, X1);
>
> --- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@> wrote:
> >
> > TJ,
> >
> >
> >
> > In regards to item #7 .
> >
> >
> >
> > - I seem to get a syntax error when using SetBarsRequired
> (sbsAll,
> > sbsAll) . to the effect that . variable sbsAll used without having
> been
> > initialized . Any ideas ?
> >
> >
> >
> > - If one has for loops etc how does one tell where the
> first bar is
> > ? i.e. if I write
> >
> >
> >
> > Beg = LastValue(ValueWhen(Status(FirstBarInRange"), BarIndex()));
> >
> > End = LastValue(ValueWhen(Status(LastBarInRange"), BarIndex()));
> >
> >
> >
> > For ( i = Beg; I <= End - 1; i++ )
> >
> > {
> >
> > X = C[i];
> >
> > }
> >
> >
> >
> > I get messages to the effect that I have a subscript out of range .
> Is there
> > something that I can do to check that a variable of an array is not
> out of
> > range or some value I can set Beg to in advance of the loop to keep
> these
> > messages from occurring ?
> >
> >
> >
> > - For good size watchlists, I'm not seeing much if any
> difference
> > in optimization times for some specific number of iterations. This
> with AA
> > From/To dates set to the last two years and QuickAFL turned on as
> opposed to
> > all quotes which span some 20+ years. Can you provide any insight
> as to why
> > that might be ?
> >
> >
> >
> > Thanks in advance
> >
> >
> >
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of Tomasz Janeczko
> > Sent: Friday, July 04, 2008 5:39 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] AmiBroker 5.14.0 BETA released
> >
> >
> >
> > Hello,
> >
> >
> >
> > AmiBroker 5.14.0 BETA is released now:
> >
> > <http://www.amibroker.com/devlog/2008/07/04/amibroker-5140-beta-
> released/>
> > http://www.amibroker.com/devlog/2008/07/04/amibroker-5140-beta-
> released/
> >
> >
> >
> > CHANGES IN VERSION 5.14.0 (as compared to 5.13.0):
> >
> > 1. added support for Quarterly and Yearly intervals in all parts
> of the
> > program
> > 2. Changes to drawing made in v5.13 caused improper drawing lines
> > located PAST the last available quote (trendlines and pitchforks)
> when
> > timestamping method was "START TIME of interval". This is fixed
> now.
> > 3. Fixed AddSummaryRows so 'onlycols' parameter default (zero) is
> > applied properly
> > 4. Implemeted "Select all" via Ctrl-A keyboard shortcut for all
> list
> > (result list in AA for example)
> > 5. Mouse cursor shape (moving/sizing) reflects the selected study
> > priority when more than one study exists under mouse position
> > 6. new multiple Volume At Price charts at user-defined points
> via new
> > PlotVolumeOverlayA function
> > 7. QuickAFL can now be used in Automatic Analysis (Settings:
> General:
> > "Use QuickAFL" - check this box) - this can speed up explorations,
> scans and
> > backtests by factor of 2+ if range is less than "all quotations".
> More on
> > this: <http://www.amibroker.com/kb/quickafl>
> > http://www.amibroker.com/kb/quickafl
> > 8. Range Bars compression now uses TickSize as "1R step".
> TickSize
> > defined in the Symbol Information, if its value is zero, then 1R
> would be
> > equivalent to 0.01 movement (for backward compat)
> > 9. selecting date in multiple linked charts is now faster because
> > redraw is not made when selected line in higher compressed interval
> remains
> > in place
> > 10. selector line in linked charts works OK now, regardless of
> selected
> > time compression timestamping method
> > 11. SetBarsRequired accepts now values -2 in special meaning:
> reference
> > ALL bars
> > 12. Sometimes progress bar did not show the name of optimization
> engine
> > used. Now it is fixed
> > 13. Status("ActionEx") provides more codes than Status("action")
> to
> > detect special executions states
> > 14. Streaming chart update could stall if trend line handle was
> clicked
> > in attempt to resize and released in the very same position
> (without moving
> > the mouse). Now it is fixed.
> > 15. TimeFrameMode() now supports mode == 4 - which expresses
> RANGE bars
> > in TickSize units (as opposed to mode 3 that uses dollars for
> backward
> > compatiblity)
> > 16. when display chart timing option is turned on and RT stream is
> > active the application STATUS BAR now displays TOTAL time for all
> charts, it
> > should be BELOW 1 second for RT trading
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> >
> >
> >
> >
> > _____
> >
> > I am using the free version of SPAMfighter for private users.
> > It has removed 497 spam emails to date.
> > Paying users do not have this message in their emails.
> > Try SPAMfighter <http://www.spamfighter.com/len> for free now!
> >
>
------------------------------------
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/
|